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 |