Fully annotated reference manual - version 1.8.13.0
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This is the complete list of members for HistoricalSimulationVarAnalytic, including all inherited members.
| allDependentAnalytics() const | Analytic | |
| Analytic() | Analytic | |
| Analytic(std::unique_ptr< Impl > impl, const std::set< std::string > &analyticTypes, const QuantLib::ext::shared_ptr< InputParameters > &inputs, bool simulationConfig=false, bool sensitivityConfig=false, bool scenarioGeneratorConfig=false, bool crossAssetModelConfig=false) | Analytic | |
| analytic_mktcubes typedef | Analytic | |
| analytic_npvcubes typedef | Analytic | |
| analytic_reports typedef | Analytic | |
| analytic_stresstests typedef | Analytic | |
| analyticTypes() const | Analytic | |
| buildConfigurations(const bool=false) | Analytic | virtual |
| buildMarket(const QuantLib::ext::shared_ptr< ore::data::InMemoryLoader > &loader, const bool marketRequired=true) | Analytic | virtual |
| buildPortfolio() | Analytic | virtual |
| configurations() | Analytic | |
| configurations_ | Analytic | protected |
| getMarket() const | Analytic | |
| getWriteIntermediateReports() const | Analytic | |
| HistoricalSimulationVarAnalytic(const QuantLib::ext::shared_ptr< InputParameters > &inputs) | HistoricalSimulationVarAnalytic | |
| impl() | Analytic | |
| impl_ | Analytic | protected |
| inputs() const | Analytic | |
| inputs_ | Analytic | protected |
| label() const | Analytic | |
| loader() const | Analytic | |
| loader_ | Analytic | protected |
| market() const | Analytic | |
| market_ | Analytic | protected |
| marketCalibration(const QuantLib::ext::shared_ptr< MarketCalibrationReportBase > &mcr=nullptr) | Analytic | virtual |
| marketDates() const | Analytic | |
| match(const std::set< std::string > &runTypes) | Analytic | |
| mktCubes() | Analytic | |
| mktCubes_ | Analytic | protected |
| modifyPortfolio() | Analytic | virtual |
| npvCubes() | Analytic | |
| npvCubes_ | Analytic | protected |
| portfolio() const | Analytic | |
| portfolio_ | Analytic | protected |
| replaceTrades() | Analytic | virtual |
| reports() | Analytic | |
| reports_ | Analytic | protected |
| runAnalytic(const QuantLib::ext::shared_ptr< ore::data::InMemoryLoader > &loader, const std::set< std::string > &runTypes={}) | Analytic | virtual |
| setInputs(const QuantLib::ext::shared_ptr< InputParameters > &inputs) | Analytic | |
| setMarket(const QuantLib::ext::shared_ptr< ore::data::Market > &market) | Analytic | |
| setPortfolio(const QuantLib::ext::shared_ptr< ore::data::Portfolio > &portfolio) | Analytic | |
| setUpConfigurations() | Analytic | virtual |
| setWriteIntermediateReports(const bool flag) | Analytic | |
| stressTests() | Analytic | |
| stressTests_ | Analytic | protected |
| todaysMarketParams() | Analytic | |
| types_ | Analytic | protected |
| VarAnalytic(std::unique_ptr< Analytic::Impl > impl, const std::set< std::string > &analyticTypes, const QuantLib::ext::shared_ptr< InputParameters > &inputs, bool simulationConfig=false, bool sensitivityConfig=false) | VarAnalytic | |
| writeIntermediateReports_ | Analytic | protected |
| ~Analytic() | Analytic | virtual |