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

configuration_	HistoricalPnlGenerator	private
context_	HistoricalPnlGenerator	private
cube() const	HistoricalPnlGenerator
cube_	HistoricalPnlGenerator	private
curveConfigs_	HistoricalPnlGenerator	private
dryRun_	HistoricalPnlGenerator	private
engineData_	HistoricalPnlGenerator	private
generateCube(const QuantLib::ext::shared_ptr< ScenarioFilter > &filter)	HistoricalPnlGenerator
hisScenGen_	HistoricalPnlGenerator	private
HistoricalPnlGenerator(const std::string &baseCurrency, const QuantLib::ext::shared_ptr< ore::data::Portfolio > &portfolio, const QuantLib::ext::shared_ptr< ScenarioSimMarket > &simMarket, const QuantLib::ext::shared_ptr< HistoricalScenarioGenerator > &hisScenGen, const QuantLib::ext::shared_ptr< NPVCube > &cube, const set< std::pair< string, QuantLib::ext::shared_ptr< QuantExt::ModelBuilder > > > &modelBuilders={}, bool dryRun=false)	HistoricalPnlGenerator
HistoricalPnlGenerator(const string &baseCurrency, const QuantLib::ext::shared_ptr< Portfolio > &portfolio, const QuantLib::ext::shared_ptr< HistoricalScenarioGenerator > &hisScenGen, const QuantLib::ext::shared_ptr< EngineData > &engineData, const Size nThreads, const Date &today, const QuantLib::ext::shared_ptr< ore::data::Loader > &loader, const QuantLib::ext::shared_ptr< ore::data::CurveConfigurations > &curveConfigs, const QuantLib::ext::shared_ptr< ore::data::TodaysMarketParameters > &todaysMarketParams, const std::string &configuration, const QuantLib::ext::shared_ptr< ScenarioSimMarketParameters > &simMarketData, const QuantLib::ext::shared_ptr< ReferenceDataManager > &referenceData=nullptr, const IborFallbackConfig &iborFallbackConfig=IborFallbackConfig::defaultConfig(), bool dryRun=false, const std::string &context="historical pnl generation")	HistoricalPnlGenerator
iborFallbackConfig_	HistoricalPnlGenerator	private
indexAsof() const	HistoricalPnlGenerator	private
indicators_	ProgressReporter	private
loader_	HistoricalPnlGenerator	private
npvCalculator_	HistoricalPnlGenerator	private
nThreads_	HistoricalPnlGenerator	private
pnl(const ore::data::TimePeriod &period, const std::set< std::pair< std::string, QuantLib::Size > > &tradeIds) const	HistoricalPnlGenerator
pnl(const ore::data::TimePeriod &period) const	HistoricalPnlGenerator
pnl(const std::set< std::pair< std::string, QuantLib::Size > > &tradeIds) const	HistoricalPnlGenerator
pnl() const	HistoricalPnlGenerator
portfolio_	HistoricalPnlGenerator	private
progressIndicators() const	ProgressReporter
ProgressReporter()	ProgressReporter
referenceData_	HistoricalPnlGenerator	private
registerProgressIndicator(const QuantLib::ext::shared_ptr< ProgressIndicator > &indicator)	ProgressReporter
resetProgress()	ProgressReporter
simMarket_	HistoricalPnlGenerator	private
simMarketData_	HistoricalPnlGenerator	private
timePeriod() const	HistoricalPnlGenerator
today_	HistoricalPnlGenerator	private
todaysMarketParams_	HistoricalPnlGenerator	private
tradeIdIndexPairs() const	HistoricalPnlGenerator
tradeLevelPnl(const ore::data::TimePeriod &period, const std::set< std::pair< std::string, QuantLib::Size > > &tradeIds) const	HistoricalPnlGenerator
tradeLevelPnl(const ore::data::TimePeriod &period) const	HistoricalPnlGenerator
tradeLevelPnl(const std::set< std::pair< std::string, QuantLib::Size > > &tradeIds) const	HistoricalPnlGenerator
tradeLevelPnl() const	HistoricalPnlGenerator
TradePnlStore typedef	HistoricalPnlGenerator
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
useSingleThreadedEngine_	HistoricalPnlGenerator	private
valuationEngine_	HistoricalPnlGenerator	private