ParSensitivityInstrumentBuilder::Instruments Struct Reference

Public Attributes
std::map< ore::analytics::RiskFactorKey, QuantLib::ext::shared_ptr< QuantLib::Instrument > >	parHelpers_
	par helpers (all except cap/floors)
std::map< ore::analytics::RiskFactorKey, QuantLib::ext::shared_ptr< QuantLib::CapFloor > >	parCaps_
	par helpers: IR cap / floors
std::map< ore::analytics::RiskFactorKey, QuantLib::Handle< QuantLib::YieldTermStructure > >	parCapsYts_
std::map< ore::analytics::RiskFactorKey, QuantLib::Handle< QuantLib::OptionletVolatilityStructure > >	parCapsVts_
std::map< ore::analytics::RiskFactorKey, QuantLib::Handle< QuantLib::YieldTermStructure > >	parYoYCapsYts_
	par helpers: YoY cap / floors
std::map< ore::analytics::RiskFactorKey, QuantLib::Handle< QuantLib::YoYInflationIndex > >	parYoYCapsIndex_
std::map< ore::analytics::RiskFactorKey, QuantLib::ext::shared_ptr< QuantLib::YoYInflationCapFloor > >	parYoYCaps_
std::map< ore::analytics::RiskFactorKey, QuantLib::Handle< QuantExt::YoYOptionletVolatilitySurface > >	parYoYCapsVts_
std::map< std::string, std::vector< QuantLib::Period > >	yieldCurvePillars_
	par QuantLib::Instrument pillars
std::map< std::string, std::vector< QuantLib::Period > >	capFloorPillars_
std::map< std::string, std::vector< QuantLib::Period > >	cdsPillars_
std::map< std::string, std::vector< QuantLib::Period > >	equityForecastCurvePillars_
std::map< std::string, std::vector< QuantLib::Period > >	zeroInflationPillars_
std::map< std::string, std::vector< QuantLib::Period > >	yoyInflationPillars_
std::map< std::string, std::vector< QuantLib::Period > >	yoyCapFloorPillars_
std::map< ore::analytics::RiskFactorKey, std::set< ore::analytics::RiskFactorKey > >	parHelperDependencies_
	list of (raw) risk factors on which a par helper depends
std::set< std::string >	removeTodaysFixingIndices_