Fully annotated reference manual - version 1.8.12
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Class Index
A
|
B
|
C
|
D
|
E
|
F
|
G
|
H
|
I
|
J
|
L
|
M
|
N
|
O
|
P
|
R
|
S
|
T
|
V
|
X
|
Z
A
AbstractAnalyticBuilder
(
ore::analytics
)
AggregationScenarioData
(
ore::analytics
)
AMCValuationEngine
(
ore::analytics
)
SimmCalibration::Amount
(
ore::analytics
)
Analytic
(
ore::analytics
)
AnalyticBuilder
(
ore::analytics
)
AnalyticFactory
(
ore::analytics
)
AnalyticsManager
(
ore::analytics
)
B
MarketRiskBacktest::BacktestArgs
(
ore::analytics
)
BacktestPNLCalculator
(
ore::analytics
)
MarketRiskBacktest::BacktestReports
(
ore::analytics
)
SensitivityScenarioData::BaseCorrelationShiftData
(
ore::analytics
)
BucketMapping
(
ore::analytics
)
BufferedSensitivityStream
(
ore::analytics
)
C
MarketCalibrationReportBase::CalibrationFilters
(
ore::analytics
)
SensitivityScenarioData::CapFloorVolShiftData
(
ore::analytics
)
StressTestScenarioData::CapFloorVolShiftData
(
ore::analytics
)
SensitivityScenarioData::CapFloorVolShiftParData
(
ore::analytics
)
CashflowCalculator
(
ore::analytics
)
SensitivityScenarioData::CdsVolShiftData
(
ore::analytics
)
CleanUpLogSingleton
(
ore::analytics
)
CleanUpThreadGlobalSingletons
(
ore::analytics
)
CleanUpThreadLocalSingletons
(
ore::analytics
)
ClonedScenarioGenerator
(
ore::analytics
)
CloneScenarioFactory
(
ore::analytics
)
CollateralAccount
(
ore::analytics
)
CollateralExposureHelper
(
ore::analytics
)
CompositeScenarioFilter
(
ore::analytics
)
MarketRiskGroupContainer::CompRisk
(
ore::analytics
)
SimmCalibration::RiskClassData::ConcentrationThresholds
(
ore::analytics
)
Analytic::Configurations
(
ore::analytics
)
ConstantDepthCalculator
(
ore::analytics
)
SimmCalibration::RiskClassData::Correlations
(
ore::analytics
)
CounterpartyCalculator
(
ore::analytics
)
CovarianceCalculator
(
ore::analytics
)
CreditMigrationCalculator
(
ore::analytics
)
CreditMigrationHelper
(
ore::analytics
)
SimmCalibration::RiskClassData::CreditQCorrelations
(
ore::analytics
)
SimmCalibration::RiskClassData::CreditQRiskWeights
(
ore::analytics
)
CreditSimulationParameters
(
ore::analytics
)
Crif
(
ore::analytics
)
CrifConfiguration
(
ore::analytics
)
CrifLoader
(
ore::analytics
)
CrifRecord
(
ore::analytics
)
crifRecordIsSimmParameter
(
ore::analytics
)
CrossAssetModelScenarioGenerator
(
ore::analytics
)
CsvBufferCrifLoader
(
ore::analytics
)
CsvFileCrifLoader
(
ore::analytics
)
CSVScenarioGenerator
(
ore::analytics
)
CubeCsvReader
(
ore::analytics
)
CubeInterpretation
(
ore::analytics
)
CubeWriter
(
ore::analytics
)
SensitivityScenarioData::CurveShiftData
(
ore::analytics
)
StressTestScenarioData::CurveShiftData
(
ore::analytics
)
SensitivityScenarioData::CurveShiftParData
(
ore::analytics
)
CVASpreadSensitivityCalculator
(
ore::analytics
)
D
MarketRiskBacktest::Data
(
ore::analytics
)
DecomposedSensitivityStream
(
ore::analytics
)
DeltaScenario
(
ore::analytics
)
DeltaScenarioFactory
(
ore::analytics
)
DepthCalculator
(
ore::analytics
)
DynamicCreditXvaCalculator
(
ore::analytics
)
DynamicInitialMarginCalculator
(
ore::analytics
)
E
ExposureAllocator
(
ore::analytics
)
ExposureCalculator
(
ore::analytics
)
F
SensitivityCube::FactorData
(
ore::analytics
)
SimmBucketMapper::FailedMapping
(
ore::analytics
)
FilteredSensitivityStream
(
ore::analytics
)
FixingManager
(
ore::analytics
)
FlatDynamicInitialMarginCalculator
(
ore::analytics
)
MarketRiskReport::FullRevalArgs
(
ore::analytics
)
SimmCalibration::RiskClassData::FXCorrelations
(
ore::analytics
)
SimmCalibration::RiskClassData::FXRiskWeights
(
ore::analytics
)
G
SensitivityScenarioData::GenericYieldVolShiftData
(
ore::analytics
)
H
hash< ore::analytics::RiskFactorKey >
(std)
HistoricalPnlGenerator
(
ore::analytics
)
HistoricalScenarioGenerator::HistoricalScenarioCalculationDetails
(
ore::analytics
)
HistoricalScenarioFileReader
(
ore::analytics
)
HistoricalScenarioGenerator
(
ore::analytics
)
HistoricalScenarioGeneratorRandom
(
ore::analytics
)
HistoricalScenarioGeneratorTransform
(
ore::analytics
)
HistoricalScenarioGeneratorWithFilteredDates
(
ore::analytics
)
HistoricalScenarioLoader
(
ore::analytics
)
HistoricalScenarioReader
(
ore::analytics
)
HistoricalSensiPnlCalculator
(
ore::analytics
)
HistoricalSimulationVarAnalytic
(
ore::analytics
)
HistoricalSimulationVarAnalyticImpl
(
ore::analytics
)
HistoricalSimulationVarCalculator
(
ore::analytics
)
HistoricalSimulationVarReport
(
ore::analytics
)
I
Analytic::Impl
(
ore::analytics
)
IMScheduleAnalytic
(
ore::analytics
)
IMScheduleAnalyticImpl
(
ore::analytics
)
IMScheduleCalculator
(
ore::analytics
)
IMScheduleResult
(
ore::analytics
)
IMScheduleResults
(
ore::analytics
)
IMScheduleCalculator::IMScheduleTradeData
(
ore::analytics
)
IndexComparator
(
ore::analytics::detail
)
DecomposedSensitivityStream::IndexDecompositionResult
(
ore::analytics
)
InMemoryAggregationScenarioData
(
ore::analytics
)
InMemoryCube1
(
ore::analytics
)
InMemoryCubeBase
(
ore::analytics
)
InMemoryCubeN
(
ore::analytics
)
InputParameters
(
ore::analytics
)
ParSensitivityInstrumentBuilder::Instruments
(
ore::analytics
)
SimmCalibration::RiskClassData::IRCorrelations
(
ore::analytics
)
SimmCalibration::RiskClassData::IRFXConcentrationThresholds
(
ore::analytics
)
SimmCalibration::RiskClassData::IRRiskWeights
(
ore::analytics
)
J
JaggedCube
(
ore::analytics
)
JointNPVCube
(
ore::analytics
)
JointNPVSensiCube
(
ore::analytics
)
L
LgmScenarioGenerator
(
ore::analytics
)
M
CollateralAccount::MarginCall
(
ore::analytics
)
MarketCalibrationReport
(
ore::analytics
)
MarketCalibrationReportBase
(
ore::analytics
)
MarketDataAnalytic
(
ore::analytics
)
MarketDataAnalyticImpl
(
ore::analytics
)
MarketDataCsvLoader
(
ore::analytics
)
MarketDataCsvLoaderImpl
(
ore::analytics
)
MarketDataInMemoryLoader
(
ore::analytics
)
MarketDataInMemoryLoaderImpl
(
ore::analytics
)
MarketDataLoader
(
ore::analytics
)
MarketDataLoaderImpl
(
ore::analytics
)
MarketRiskBacktest
(
ore::analytics
)
MarketRiskConfiguration
(
ore::analytics
)
MarketRiskGroup
(
ore::analytics
)
MarketRiskGroupBase
(
ore::analytics
)
MarketRiskGroupBaseContainer
(
ore::analytics
)
MarketRiskGroupContainer
(
ore::analytics
)
MarketRiskReport
(
ore::analytics
)
MPORCalculator
(
ore::analytics
)
MultiStateNPVCalculator
(
ore::analytics
)
MarketRiskReport::MultiThreadArgs
(
ore::analytics
)
MultiThreadedValuationEngine
(
ore::analytics
)
N
NettedExposureCalculator
(
ore::analytics
)
NoneExposureAllocator
(
ore::analytics
)
NPVCalculator
(
ore::analytics
)
NPVCalculatorFXT0
(
ore::analytics
)
NPVCube
(
ore::analytics
)
NPVCubeWithMetaData
(
ore::analytics
)
NpvRecord
(
ore::analytics
)
NPVSensiCube
(
ore::analytics
)
O
ObservationMode
(
ore::analytics
)
OREApp
(
ore::analytics
)
OREAppInputParameters
(
ore::analytics
)
OreaTopLevelFixture
(
ore::test
)
OutputParameters
(
ore::analytics
)
P
Parameters
(
ore::analytics
)
ParametricVarAnalytic
(
ore::analytics
)
ParametricVarAnalyticImpl
(
ore::analytics
)
ParametricVarCalculator
(
ore::analytics
)
ParametricVarCalculator::ParametricVarParams
(
ore::analytics
)
ParametricVarReport
(
ore::analytics
)
ParConversionAnalytic
(
ore::analytics
)
ParConversionAnalyticImpl
(
ore::analytics
)
ParSensitivityAnalysis
(
ore::analytics
)
ParSensitivityAnalysisManualTest
(
testsuite
)
ParSensitivityAnalysisTest
(
testsuite
)
ParSensitivityConverter
(
ore::analytics
)
ParSensitivityCubeStream
(
ore::analytics
)
ParSensitivityInstrumentBuilder
(
ore::analytics
)
ParStressConversionAnalytic
(
ore::analytics
)
ParStressConversionAnalyticImpl
(
ore::analytics
)
ParStressScenarioConverter
(
ore::analytics
)
ParStressTestConverter
(
ore::analytics
)
PnlAnalytic
(
ore::analytics
)
PnlAnalyticImpl
(
ore::analytics
)
PNLCalculator
(
ore::analytics
)
PnlExplainAnalytic
(
ore::analytics
)
PnlExplainAnalyticImpl
(
ore::analytics
)
PnlExplainReport
(
ore::analytics
)
PnlExplainReport::PnlExplainResults
(
ore::analytics
)
PostProcess
(
ore::analytics
)
PricingAnalytic
(
ore::analytics
)
PricingAnalyticImpl
(
ore::analytics
)
R
RegressionDynamicInitialMarginCalculator
(
ore::analytics
)
RelativeFairValueGrossExposureAllocator
(
ore::analytics
)
RelativeFairValueNetExposureAllocator
(
ore::analytics
)
RelativeXvaExposureAllocator
(
ore::analytics
)
MarketRiskReport::Reports
(
ore::analytics
)
ReportWriter
(
ore::analytics
)
ReturnConfiguration
(
ore::analytics
)
SimmCalibration::RiskClassData
(
ore::analytics
)
RiskFactorKey
(
ore::analytics
)
RiskFactorScenarioFilter
(
ore::analytics
)
RiskFactorTypeScenarioFilter
(
ore::analytics
)
RiskFilter
(
ore::analytics
)
SimmCalibration::RiskClassData::RiskWeights
(
ore::analytics
)
S
Scenario
(
ore::analytics
)
ScenarioAnalytic
(
ore::analytics
)
ScenarioAnalyticImpl
(
ore::analytics
)
ShiftScenarioGenerator::ScenarioDescription
(
ore::analytics
)
ScenarioFactory
(
ore::analytics
)
ScenarioFilter
(
ore::analytics
)
ScenarioGenerator
(
ore::analytics
)
ScenarioGeneratorBuilder
(
ore::analytics
)
ScenarioGeneratorData
(
ore::analytics
)
ScenarioGeneratorTransform
(
ore::analytics
)
ScenarioPathGenerator
(
ore::analytics
)
ScenarioShiftCalculator
(
ore::analytics
)
ScenarioSimMarket
(
ore::analytics
)
ScenarioSimMarketParameters
(
ore::analytics
)
ScenarioStatisticsAnalytic
(
ore::analytics
)
ScenarioStatisticsAnalyticImpl
(
ore::analytics
)
ScenarioWriter
(
ore::analytics
)
SensiCube
(
ore::analytics
)
MarketRiskReport::SensiRunArgs
(
ore::analytics
)
SensitivityAggregator
(
ore::analytics
)
SensitivityAnalysis
(
ore::analytics
)
SensitivityBufferStream
(
ore::analytics
)
SensitivityCube
(
ore::analytics
)
SensitivityCubeStream
(
ore::analytics
)
SensitivityFileStream
(
ore::analytics
)
SensitivityInMemoryStream
(
ore::analytics
)
SensitivityInputStream
(
ore::analytics
)
SensitivityPerformancePlusTest
(
testsuite
)
SensitivityRecord
(
ore::analytics
)
SensitivityReportStream
(
ore::analytics
)
SensitivityRunner
(
ore::analytics
)
SensitivityScenarioData
(
ore::analytics
)
SensitivityScenarioGenerator
(
ore::analytics
)
SensitivityStream
(
ore::analytics
)
SimpleScenario::SharedData
(
ore::analytics
)
SensitivityScenarioData::ShiftData
(
ore::analytics
)
ShiftScenarioGenerator
(
ore::analytics
)
SimmAnalytic
(
ore::analytics
)
SimmAnalyticImpl
(
ore::analytics
)
SimMarket
(
ore::analytics
)
SimmBasicNameMapper
(
ore::analytics
)
SimmBucketMapper
(
ore::analytics
)
SimmBucketMapperBase
(
ore::analytics
)
SimmCalculator
(
ore::analytics
)
SimmCalibration
(
ore::analytics
)
SimmCalibrationData
(
ore::analytics
)
SimmConcentration
(
ore::analytics
)
SimmConcentration_ISDA_V1_3
(
ore::analytics
)
SimmConcentration_ISDA_V1_3_38
(
ore::analytics
)
SimmConcentration_ISDA_V2_0
(
ore::analytics
)
SimmConcentration_ISDA_V2_1
(
ore::analytics
)
SimmConcentration_ISDA_V2_2
(
ore::analytics
)
SimmConcentration_ISDA_V2_3
(
ore::analytics
)
SimmConcentration_ISDA_V2_3_8
(
ore::analytics
)
SimmConcentration_ISDA_V2_5
(
ore::analytics
)
SimmConcentration_ISDA_V2_5A
(
ore::analytics
)
SimmConcentration_ISDA_V2_6
(
ore::analytics
)
SimmConcentrationBase
(
ore::analytics
)
SimmConcentrationCalibration
(
ore::analytics
)
SimmConfiguration
(
ore::analytics
)
SimmConfiguration_ISDA_V1_0
(
ore::analytics
)
SimmConfiguration_ISDA_V1_3
(
ore::analytics
)
SimmConfiguration_ISDA_V1_3_38
(
ore::analytics
)
SimmConfiguration_ISDA_V2_0
(
ore::analytics
)
SimmConfiguration_ISDA_V2_1
(
ore::analytics
)
SimmConfiguration_ISDA_V2_2
(
ore::analytics
)
SimmConfiguration_ISDA_V2_3
(
ore::analytics
)
SimmConfiguration_ISDA_V2_3_8
(
ore::analytics
)
SimmConfiguration_ISDA_V2_5
(
ore::analytics
)
SimmConfiguration_ISDA_V2_5A
(
ore::analytics
)
SimmConfiguration_ISDA_V2_6
(
ore::analytics
)
SimmConfigurationBase
(
ore::analytics
)
SimmConfigurationCalibration
(
ore::analytics
)
SimmNameMapper
(
ore::analytics
)
SimmResults
(
ore::analytics
)
SimpleScenario
(
ore::analytics
)
SimpleScenarioFactory
(
ore::analytics
)
SparseNpvCube
(
ore::analytics
)
StressTestScenarioData::SpotShiftData
(
ore::analytics
)
StaticCreditXvaCalculator
(
ore::analytics
)
StaticScenarioGenerator
(
ore::analytics
)
StressScenarioGenerator
(
ore::analytics
)
StressTest
(
ore::analytics
)
StressTestAnalytic
(
ore::analytics
)
StressTestAnalyticImpl
(
ore::analytics
)
StressTestScenarioData::StressTestData
(
ore::analytics
)
StressTestScenarioData
(
ore::analytics
)
StringStreamCrifLoader
(
ore::analytics
)
StructuredAnalyticsErrorMessage
(
ore::analytics
)
StructuredAnalyticsWarningMessage
(
ore::analytics
)
StructuredFixingWarningMessage
(
ore::analytics
)
MarketRiskBacktest::SummaryResults
(
ore::analytics
)
SurvivalProbabilityCalculator
(
ore::analytics
)
StressTestScenarioData::SwaptionVolShiftData
(
ore::analytics
)
T
TestConfigurationObjects
(
testsuite
)
TestMarket
(
testsuite
)
TestMarketParCurves
(
testsuite
)
TopLevelFixture
TradeBlock
(
ore::analytics
)
TradeGroup
(
ore::analytics
)
TradeGroupBase
(
ore::analytics
)
TradeGroupBaseContainer
(
ore::analytics
)
TradeGroupContainer
(
ore::analytics
)
V
ValuationCalculator
(
ore::analytics
)
ValuationEngine
(
ore::analytics
)
ValueAdjustmentCalculator
(
ore::analytics
)
VarAnalytic
(
ore::analytics
)
VarAnalyticImpl
(
ore::analytics
)
MarketRiskBacktest::VarBenchmark
(
ore::analytics
)
VarCalculator
(
ore::analytics
)
VarReport
(
ore::analytics
)
SensitivityScenarioData::VolShiftData
(
ore::analytics
)
StressTestScenarioData::VolShiftData
(
ore::analytics
)
X
XvaAnalytic
(
ore::analytics
)
XvaAnalyticImpl
(
ore::analytics
)
XvaEngineCG
(
ore::analytics
)
XvaRunner
(
ore::analytics
)
XvaSensitivityAnalytic
(
ore::analytics
)
XvaSensitivityAnalyticImpl
(
ore::analytics
)
XvaStressAnalytic
(
ore::analytics
)
XvaStressAnalyticImpl
(
ore::analytics
)
Z
ZeroSensitivityLoader::ZeroSensitivity
(
ore::analytics
)
ZeroSensitivityLoader
(
ore::analytics
)
ZeroToParCube
(
ore::analytics
)
ZeroToParShiftAnalytic
(
ore::analytics
)
ZeroToParShiftAnalyticImpl
(
ore::analytics
)
ZeroToParShiftConverter
(
ore::analytics
)
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