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Fully annotated reference manual - version 1.8.12
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ExposureAllocator Member List

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

allocatedTradeEneIndex_ExposureAllocatorprotected
allocatedTradeEpeIndex_ExposureAllocatorprotected
AllocationMethod enum nameExposureAllocator
build()ExposureAllocatorvirtual
calculateAllocatedEne(const string &tid, const string &nid, const Date &date, const Size sample)=0ExposureAllocatorprotectedpure virtual
calculateAllocatedEpe(const string &tid, const string &nid, const Date &date, const Size sample)=0ExposureAllocatorprotectedpure virtual
ExposureAllocator(const QuantLib::ext::shared_ptr< Portfolio > &portfolio, const QuantLib::ext::shared_ptr< NPVCube > &tradeExposureCube, const QuantLib::ext::shared_ptr< NPVCube > &nettedExposureCube, const Size allocatedTradeEpeIndex=2, const Size allocatedTradeEneIndex=3, const Size tradeEpeIndex=0, const Size tradeEneIndex=1, const Size nettingSetEpeIndex=1, const Size nettingSetEneIndex=2)ExposureAllocator
exposureCube()ExposureAllocator
nettedExposureCube_ExposureAllocatorprotected
nettingSetEneIndex_ExposureAllocatorprotected
nettingSetEpeIndex_ExposureAllocatorprotected
nettingSetNegativeValueToday_ExposureAllocatorprotected
nettingSetPositiveValueToday_ExposureAllocatorprotected
nettingSetValueToday_ExposureAllocatorprotected
portfolio_ExposureAllocatorprotected
tradeEneIndex_ExposureAllocatorprotected
tradeEpeIndex_ExposureAllocatorprotected
tradeExposureCube_ExposureAllocatorprotected
~ExposureAllocator()ExposureAllocatorvirtual