Logo
Reference manual - version orea_version
SensitivityRecord Member List

This is the complete list of members for SensitivityRecord, including all inherited members.

baseNpv (defined in SensitivityRecord)SensitivityRecordmutable
currency (defined in SensitivityRecord)SensitivityRecord
delta (defined in SensitivityRecord)SensitivityRecordmutable
desc_1 (defined in SensitivityRecord)SensitivityRecord
desc_2 (defined in SensitivityRecord)SensitivityRecord
gamma (defined in SensitivityRecord)SensitivityRecordmutable
isCrossGamma() constSensitivityRecord
isPar (defined in SensitivityRecord)SensitivityRecord
key_1 (defined in SensitivityRecord)SensitivityRecord
key_2 (defined in SensitivityRecord)SensitivityRecord
operator bool() constSensitivityRecordexplicit
operator!=(const SensitivityRecord &sr) const (defined in SensitivityRecord)SensitivityRecord
operator<(const SensitivityRecord &sr) const (defined in SensitivityRecord)SensitivityRecord
operator==(const SensitivityRecord &sr) constSensitivityRecord
SensitivityRecord()SensitivityRecord
SensitivityRecord(const std::string &tradeId, bool isPar, const RiskFactorKey &key_1, const std::string &desc_1, QuantLib::Real shift_1, const RiskFactorKey &key_2, const std::string &desc_2, QuantLib::Real shift_2, const std::string &currency, QuantLib::Real baseNpv, QuantLib::Real delta, QuantLib::Real gamma)SensitivityRecord
shift_1 (defined in SensitivityRecord)SensitivityRecord
shift_2 (defined in SensitivityRecord)SensitivityRecord
tradeId (defined in SensitivityRecord)SensitivityRecord