This is the complete list of members for DecomposedSensitivityStream, including all inherited members.
| assetSpotShiftSize(const std::string name, const ore::data::CurveSpec::CurveType curveType) const | DecomposedSensitivityStream | private |
| baseCurrency_ | DecomposedSensitivityStream | private |
| commoditySpotShiftSize(const std::string name) const | DecomposedSensitivityStream | private |
| constituentSpotRiskFromDecomposition(const double spotDelta, const std::map< std::string, double > &indexWeights) const | DecomposedSensitivityStream | private |
| currencyHedgedIndexQuantities_ | DecomposedSensitivityStream | private |
| curveConfigs_ | DecomposedSensitivityStream | private |
| curveCurrency(const std::string &name, ore::data::CurveSpec::CurveType curveType) const | DecomposedSensitivityStream | private |
| decompose(const SensitivityRecord &record) const | DecomposedSensitivityStream | private |
| decompose_ | DecomposedSensitivityStream | private |
| decomposeCurrencyHedgedIndexRisk(const SensitivityRecord &record) const | DecomposedSensitivityStream | private |
| decomposedRecords_ | DecomposedSensitivityStream | private |
| DecomposedSensitivityStream(const QuantLib::ext::shared_ptr< SensitivityStream > &ss, const std::string &baseCurrency, std::map< std::string, std::map< std::string, double > > defaultRiskDecompositionWeights={}, const std::set< std::string > &eqComDecompositionTradeIds={}, const std::map< std::string, std::map< std::string, double > > ¤cyHedgedIndexQuantities={}, const QuantLib::ext::shared_ptr< ore::data::ReferenceDataManager > &refDataManager=nullptr, const QuantLib::ext::shared_ptr< ore::data::CurveConfigurations > &curveConfigs=nullptr, const QuantLib::ext::shared_ptr< SensitivityScenarioData > &scenarioData=nullptr, const QuantLib::ext::shared_ptr< ore::data::Market > &todaysMarket=nullptr) | DecomposedSensitivityStream | |
| decomposeSurvivalProbability(const SensitivityRecord &record) const | DecomposedSensitivityStream | private |
| defaultRiskDecompositionWeights_ | DecomposedSensitivityStream | private |
| eqComDecompositionTradeIds_ | DecomposedSensitivityStream | private |
| equitySpotShiftSize(const std::string name) const | DecomposedSensitivityStream | private |
| fxRiskFromDecomposition(const std::map< std::string, double > &spotRisk, const std::map< std::string, std::vector< std::string > > &constituentCurrencies, const std::map< std::string, double > &fxSpotShiftSize, const double eqShiftSize) const | DecomposedSensitivityStream | private |
| fxRiskShiftSize(const std::string ccy) const | DecomposedSensitivityStream | private |
| fxRiskShiftSizes(const std::map< std::string, std::vector< std::string > > &constituentCurrencies) const | DecomposedSensitivityStream | private |
| getConstituentCurrencies(const std::map< std::string, double > &constituents, const std::string &indexCurrency, const ore::data::CurveSpec::CurveType curveType) const | DecomposedSensitivityStream | private |
| indexDecomposition(double delta, const std::string &indexName, const ore::data::CurveSpec::CurveType curveType) const | DecomposedSensitivityStream | private |
| itCurrent_ | DecomposedSensitivityStream | private |
| next() override | DecomposedSensitivityStream | virtual |
| refDataManager_ | DecomposedSensitivityStream | private |
| reset() override | DecomposedSensitivityStream | virtual |
| sensitivityRecords(const std::map< std::string, double > &eqDeltas, const std::map< std::string, double > &fxDeltas, const std::string indexCurrency, const SensitivityRecord &orginialRecord) const | DecomposedSensitivityStream | private |
| ss_ | DecomposedSensitivityStream | private |
| ssd_ | DecomposedSensitivityStream | private |
| todaysMarket_ | DecomposedSensitivityStream | private |
| ~SensitivityStream() | SensitivityStream | virtual |