Fully annotated reference manual - version 1.8.13.0
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This is the complete list of members for AMCValuationEngine, including all inherited members.
| aggDataCurrencies_ | AMCValuationEngine | private |
| aggDataIndices_ | AMCValuationEngine | private |
| aggDataNumberCreditStates_ | AMCValuationEngine | private |
| aggregationScenarioData() | AMCValuationEngine | |
| aggregationScenarioData() const | AMCValuationEngine | |
| AMCValuationEngine(const QuantLib::ext::shared_ptr< QuantExt::CrossAssetModel > &model, const QuantLib::ext::shared_ptr< ore::analytics::ScenarioGeneratorData > &scenarioGeneratorData, const QuantLib::ext::shared_ptr< ore::data::Market > &market, const std::vector< string > &aggDataIndices, const std::vector< string > &aggDataCurrencies, const Size aggDataNumberCreditStates) | AMCValuationEngine | |
| AMCValuationEngine(const QuantLib::Size nThreads, const QuantLib::Date &today, const QuantLib::Size nSamples, const QuantLib::ext::shared_ptr< ore::data::Loader > &loader, const QuantLib::ext::shared_ptr< ScenarioGeneratorData > &scenarioGeneratorData, const std::vector< string > &aggDataIndices, const std::vector< string > &aggDataCurrencies, const Size aggDataNumberCreditStates, const QuantLib::ext::shared_ptr< CrossAssetModelData > &crossAssetModelData, const QuantLib::ext::shared_ptr< ore::data::EngineData > &engineData, const QuantLib::ext::shared_ptr< ore::data::CurveConfigurations > &curveConfigs, const QuantLib::ext::shared_ptr< ore::data::TodaysMarketParameters > &todaysMarketParams, const std::string &configurationLgmCalibration, const std::string &configurationFxCalibration, const std::string &configurationEqCalibration, const std::string &configurationInfCalibration, const std::string &configurationCrCalibration, const std::string &configurationFinalModel, const QuantLib::ext::shared_ptr< ore::data::ReferenceDataManager > &referenceData=nullptr, const ore::data::IborFallbackConfig &iborFallbackConfig=ore::data::IborFallbackConfig::defaultConfig(), const bool handlePseudoCurrenciesTodaysMarket=true, const std::function< QuantLib::ext::shared_ptr< ore::analytics::NPVCube >(const QuantLib::Date &, const std::set< std::string > &, const std::vector< QuantLib::Date > &, const QuantLib::Size)> &cubeFactory={}, const QuantLib::ext::shared_ptr< Scenario > &offSetScenario=nullptr, const QuantLib::ext::shared_ptr< ore::analytics::ScenarioSimMarketParameters > &simMarketParams=nullptr) | AMCValuationEngine | |
| asd_ | AMCValuationEngine | private |
| buildCube(const QuantLib::ext::shared_ptr< ore::data::Portfolio > &portfolio, QuantLib::ext::shared_ptr< ore::analytics::NPVCube > &outputCube) | AMCValuationEngine | |
| buildCube(const QuantLib::ext::shared_ptr< ore::data::Portfolio > &portfolio) | AMCValuationEngine | |
| configurationCrCalibration_ | AMCValuationEngine | private |
| configurationEqCalibration_ | AMCValuationEngine | private |
| configurationFinalModel_ | AMCValuationEngine | private |
| configurationFxCalibration_ | AMCValuationEngine | private |
| configurationInfCalibration_ | AMCValuationEngine | private |
| configurationLgmCalibration_ | AMCValuationEngine | private |
| crossAssetModelData_ | AMCValuationEngine | private |
| cubeFactory_ | AMCValuationEngine | private |
| curveConfigs_ | AMCValuationEngine | private |
| engineData_ | AMCValuationEngine | private |
| handlePseudoCurrenciesTodaysMarket_ | AMCValuationEngine | private |
| iborFallbackConfig_ | AMCValuationEngine | private |
| indicators_ | ProgressReporter | private |
| loader_ | AMCValuationEngine | private |
| market_ | AMCValuationEngine | private |
| miniCubes_ | AMCValuationEngine | private |
| model_ | AMCValuationEngine | private |
| nSamples_ | AMCValuationEngine | private |
| nThreads_ | AMCValuationEngine | private |
| offsetScenario_ | AMCValuationEngine | private |
| outputCubes() const | AMCValuationEngine | |
| progressIndicators() const | ProgressReporter | |
| ProgressReporter() | ProgressReporter | |
| referenceData_ | AMCValuationEngine | private |
| registerProgressIndicator(const QuantLib::ext::shared_ptr< ProgressIndicator > &indicator) | ProgressReporter | |
| resetProgress() | ProgressReporter | |
| scenarioGeneratorData_ | AMCValuationEngine | private |
| simMarketParams_ | AMCValuationEngine | private |
| today_ | AMCValuationEngine | private |
| todaysMarketParams_ | AMCValuationEngine | private |
| unregisterAllProgressIndicators() | ProgressReporter | |
| unregisterProgressIndicator(const QuantLib::ext::shared_ptr< ProgressIndicator > &indicator) | ProgressReporter | |
| updateProgress(const unsigned long progress, const unsigned long total, const std::string &detail="") | ProgressReporter | |
| useMultithreading_ | AMCValuationEngine | private |