| additionalResultsReportPrecision() const | InputParameters | |
| additionalResultsReportPrecision_ | InputParameters | protected |
| alignPillars() const | InputParameters | |
| alignPillars_ | InputParameters | protected |
| allFixings() const | InputParameters | |
| allFixings_ | InputParameters | protected |
| amc() const | InputParameters | |
| amc_ | InputParameters | protected |
| amcCg() const | InputParameters | |
| amcCg_ | InputParameters | protected |
| amcPricingEngine() const | InputParameters | |
| amcPricingEngine_ | InputParameters | protected |
| amcTradeTypes() const | InputParameters | |
| amcTradeTypes_ | InputParameters | protected |
| analytics() const | InputParameters | |
| analytics_ | InputParameters | protected |
| asof() const | InputParameters | |
| asof_ | InputParameters | protected |
| baseCurrency() const | InputParameters | |
| baseCurrency_ | InputParameters | protected |
| baseScenarioLoc_ | InputParameters | protected |
| benchmarkVarPeriod() const | InputParameters | |
| benchmarkVarPeriod_ | InputParameters | protected |
| buildFailedTrades() const | InputParameters | |
| buildFailedTrades_ | InputParameters | protected |
| cashflowHorizon() const | InputParameters | |
| cashflowHorizon_ | InputParameters | protected |
| collateralBalances() const | InputParameters | |
| collateralBalances_ | InputParameters | protected |
| collateralCalculationType() const | InputParameters | |
| collateralCalculationType_ | InputParameters | protected |
| collateralFloorAnalytic() const | InputParameters | |
| collateralFloorAnalytic_ | InputParameters | protected |
| colvaAnalytic() const | InputParameters | |
| colvaAnalytic_ | InputParameters | protected |
| continueOnError() const | InputParameters | |
| continueOnError_ | InputParameters | protected |
| conventions() const | InputParameters | |
| conventions_ | InputParameters | protected |
| covarianceData() const | InputParameters | |
| covarianceData_ | InputParameters | protected |
| cptyCube() const | InputParameters | |
| cptyCube_ | InputParameters | protected |
| creditMigrationAnalytic() const | InputParameters | |
| creditMigrationAnalytic_ | InputParameters | protected |
| creditMigrationDistributionGrid() const | InputParameters | |
| creditMigrationDistributionGrid_ | InputParameters | protected |
| creditMigrationOutputFiles() const | InputParameters | |
| creditMigrationOutputFiles_ | InputParameters | protected |
| creditMigrationTimeSteps() const | InputParameters | |
| creditMigrationTimeSteps_ | InputParameters | protected |
| creditSimulationParameters() const | InputParameters | |
| creditSimulationParameters_ | InputParameters | protected |
| crif() const | InputParameters | |
| crif_ | InputParameters | protected |
| crossAssetModelData() const | InputParameters | |
| crossAssetModelData_ | InputParameters | protected |
| csvCommentCharacter() const | InputParameters | |
| csvCommentCharacter_ | InputParameters | protected |
| csvEolChar() const | InputParameters | |
| csvEolChar_ | InputParameters | protected |
| csvEscapeChar() const | InputParameters | |
| csvEscapeChar_ | InputParameters | protected |
| csvQuoteChar() const | InputParameters | |
| csvQuoteChar_ | InputParameters | protected |
| csvSeparator() const | InputParameters | |
| csvSeparator_ | InputParameters | protected |
| cube() const | InputParameters | |
| cube_ | InputParameters | protected |
| curveConfigs() | InputParameters | |
| curveConfigs_ | InputParameters | protected |
| curvesGrid() const | InputParameters | |
| curvesGrid_ | InputParameters | protected |
| curvesMarketConfig() | InputParameters | |
| curvesMarketConfig_ | InputParameters | protected |
| cvaAnalytic() const | InputParameters | |
| cvaAnalytic_ | InputParameters | protected |
| cvaSensi() const | InputParameters | |
| cvaSensi_ | InputParameters | protected |
| cvaSensiGrid() const | InputParameters | |
| cvaSensiGrid_ | InputParameters | protected |
| cvaSensiShiftSize() const | InputParameters | |
| cvaSensiShiftSize_ | InputParameters | protected |
| deterministicInitialMargin(const std::string &n) | InputParameters | |
| deterministicInitialMargin_ | InputParameters | protected |
| dimAnalytic() const | InputParameters | |
| dimAnalytic_ | InputParameters | protected |
| dimHorizonCalendarDays() const | InputParameters | |
| dimHorizonCalendarDays_ | InputParameters | protected |
| dimLocalRegressionBandwidth() const | InputParameters | |
| dimLocalRegressionBandwidth_ | InputParameters | protected |
| dimLocalRegressionEvaluations() const | InputParameters | |
| dimLocalRegressionEvaluations_ | InputParameters | protected |
| dimModel() const | InputParameters | |
| dimModel_ | InputParameters | protected |
| dimOutputGridPoints() const | InputParameters | |
| dimOutputGridPoints_ | InputParameters | protected |
| dimOutputNettingSet() const | InputParameters | |
| dimOutputNettingSet_ | InputParameters | protected |
| dimQuantile() const | InputParameters | |
| dimQuantile_ | InputParameters | protected |
| dimRegressionOrder() const | InputParameters | |
| dimRegressionOrder_ | InputParameters | protected |
| dimRegressors() const | InputParameters | |
| dimRegressors_ | InputParameters | protected |
| dryRun() const | InputParameters | |
| dryRun_ | InputParameters | protected |
| dvaAnalytic() const | InputParameters | |
| dvaAnalytic_ | InputParameters | protected |
| dvaName() const | InputParameters | |
| dvaName_ | InputParameters | protected |
| dynamicCredit() const | InputParameters | |
| dynamicCredit_ | InputParameters | protected |
| enforceIMRegulations() const | InputParameters | |
| enforceIMRegulations_ | InputParameters | protected |
| entireMarket() const | InputParameters | |
| entireMarket_ | InputParameters | protected |
| eomInflationFixings() const | InputParameters | |
| eomInflationFixings_ | InputParameters | protected |
| exerciseNextBreak() const | InputParameters | |
| exerciseNextBreak_ | InputParameters | protected |
| exposureAllocationMethod() const | InputParameters | |
| exposureAllocationMethod_ | InputParameters | protected |
| exposureBaseCurrency() const | InputParameters | |
| exposureBaseCurrency_ | InputParameters | protected |
| exposureObservationModel() const | InputParameters | |
| exposureObservationModel_ | InputParameters | protected |
| exposureProfiles() const | InputParameters | |
| exposureProfiles_ | InputParameters | protected |
| exposureProfilesByTrade() const | InputParameters | |
| exposureProfilesByTrade_ | InputParameters | protected |
| exposureSimMarketParams() const | InputParameters | |
| exposureSimMarketParams_ | InputParameters | protected |
| flipViewBorrowingCurvePostfix() const | InputParameters | |
| flipViewBorrowingCurvePostfix_ | InputParameters | protected |
| flipViewLendingCurvePostfix() const | InputParameters | |
| flipViewLendingCurvePostfix_ | InputParameters | protected |
| flipViewXVA() const | InputParameters | |
| flipViewXVA_ | InputParameters | protected |
| fullInitialCollateralisation() const | InputParameters | |
| fullInitialCollateralisation_ | InputParameters | protected |
| fvaAnalytic() const | InputParameters | |
| fvaAnalytic_ | InputParameters | protected |
| fvaBorrowingCurve() const | InputParameters | |
| fvaBorrowingCurve_ | InputParameters | protected |
| fvaLendingCurve() const | InputParameters | |
| fvaLendingCurve_ | InputParameters | protected |
| getSimmConfiguration() | InputParameters | |
| historicalScenarioReader() const | InputParameters | |
| historicalScenarioReader_ | InputParameters | protected |
| histVarSimMarketParams() const | InputParameters | |
| histVarSimMarketParams_ | InputParameters | protected |
| iborFallbackConfig() const | InputParameters | |
| iborFallbackConfig_ | InputParameters | protected |
| iborFallbackOverride() const | InputParameters | |
| iborFallbackOverride_ | InputParameters | protected |
| implyTodaysFixings() const | InputParameters | |
| implyTodaysFixings_ | InputParameters | protected |
| includePastCashflows() const | InputParameters | |
| includePastCashflows_ | InputParameters | protected |
| InputParameters() | InputParameters | |
| insertAnalytic(const std::string &s) | InputParameters | |
| kvaAlpha() const | InputParameters | |
| kvaAlpha_ | InputParameters | protected |
| kvaAnalytic() const | InputParameters | |
| kvaAnalytic_ | InputParameters | protected |
| kvaCapitalDiscountRate() const | InputParameters | |
| kvaCapitalDiscountRate_ | InputParameters | protected |
| kvaCapitalHurdle() const | InputParameters | |
| kvaCapitalHurdle_ | InputParameters | protected |
| kvaOurCvaRiskWeight() const | InputParameters | |
| kvaOurCvaRiskWeight_ | InputParameters | protected |
| kvaOurPdFloor() const | InputParameters | |
| kvaOurPdFloor_ | InputParameters | protected |
| kvaRegAdjustment() const | InputParameters | |
| kvaRegAdjustment_ | InputParameters | protected |
| kvaTheirCvaRiskWeight() const | InputParameters | |
| kvaTheirCvaRiskWeight_ | InputParameters | protected |
| kvaTheirPdFloor() const | InputParameters | |
| kvaTheirPdFloor_ | InputParameters | protected |
| lazyMarketBuilding() const | InputParameters | |
| lazyMarketBuilding_ | InputParameters | protected |
| loadCube() | InputParameters | |
| loadCube_ | InputParameters | protected |
| loadParameters() | InputParameters | virtual |
| marginalAllocationLimit() const | InputParameters | |
| marginalAllocationLimit_ | InputParameters | protected |
| marketConfig(const std::string &context) | InputParameters | |
| marketConfigs() const | InputParameters | |
| marketConfigs_ | InputParameters | protected |
| maxRetries() const | InputParameters | |
| maxRetries_ | InputParameters | protected |
| mcVarSamples() const | InputParameters | |
| mcVarSamples_ | InputParameters | protected |
| mcVarSeed() const | InputParameters | |
| mcVarSeed_ | InputParameters | protected |
| mktCube() const | InputParameters | |
| mktCube_ | InputParameters | protected |
| mporCalendar() | InputParameters | |
| mporCalendar_ | InputParameters | protected |
| mporCashFlowMode() const | InputParameters | |
| mporCashFlowMode_ | InputParameters | protected |
| mporDate() | InputParameters | |
| mporDate_ | InputParameters | protected |
| mporDays() const | InputParameters | |
| mporDays_ | InputParameters | protected |
| mporForward() const | InputParameters | |
| mporForward_ | InputParameters | protected |
| mporOverlappingPeriods() const | InputParameters | |
| mporOverlappingPeriods_ | InputParameters | protected |
| mvaAnalytic() const | InputParameters | |
| mvaAnalytic_ | InputParameters | protected |
| netCubeOutput() const | InputParameters | |
| netCubeOutput_ | InputParameters | protected |
| netCubeOutputFile() const | InputParameters | |
| netCubeOutputFile_ | InputParameters | protected |
| nettingSetCube() const | InputParameters | |
| nettingSetCube_ | InputParameters | protected |
| nettingSetId() const | InputParameters | |
| nettingSetId_ | InputParameters | protected |
| nettingSetManager() const | InputParameters | |
| nettingSetManager_ | InputParameters | protected |
| nThreads() const | InputParameters | |
| nThreads_ | InputParameters | protected |
| observationModel() const | InputParameters | |
| observationModel_ | InputParameters | protected |
| optimiseRiskFactors() const | InputParameters | |
| optimiseRiskFactors_ | InputParameters | protected |
| outputAdditionalResults() const | InputParameters | |
| outputAdditionalResults_ | InputParameters | protected |
| outputCurves() const | InputParameters | |
| outputCurves_ | InputParameters | protected |
| outputHistoricalScenarios() const | InputParameters | |
| outputHistoricalScenarios_ | InputParameters | protected |
| outputJacobi() const | InputParameters | |
| outputJacobi_ | InputParameters | protected |
| outputTodaysMarketCalibration() const | InputParameters | |
| outputTodaysMarketCalibration_ | InputParameters | protected |
| parConversionAlignPillars() const | InputParameters | |
| parConversionAlignPillars_ | InputParameters | protected |
| parConversionInputBaseNpvColumn() const | InputParameters | |
| parConversionInputBaseNpvColumn_ | InputParameters | protected |
| parConversionInputCurrencyColumn() const | InputParameters | |
| parConversionInputCurrencyColumn_ | InputParameters | protected |
| parConversionInputDeltaColumn() const | InputParameters | |
| parConversionInputDeltaColumn_ | InputParameters | protected |
| parConversionInputFile() const | InputParameters | |
| parConversionInputFile_ | InputParameters | protected |
| parConversionInputIdColumn() const | InputParameters | |
| parConversionInputIdColumn_ | InputParameters | protected |
| parConversionInputRiskFactorColumn() const | InputParameters | |
| parConversionInputRiskFactorColumn_ | InputParameters | protected |
| parConversionInputShiftSizeColumn() const | InputParameters | |
| parConversionInputShiftSizeColumn_ | InputParameters | protected |
| parConversionOutputJacobi() const | InputParameters | |
| parConversionOutputJacobi_ | InputParameters | protected |
| parConversionPricingEngine() const | InputParameters | |
| parConversionPricingEngine_ | InputParameters | protected |
| parConversionScenarioData() const | InputParameters | |
| parConversionScenarioData_ | InputParameters | protected |
| parConversionSimMarketParams() const | InputParameters | |
| parConversionSimMarketParams_ | InputParameters | protected |
| parConversionThreshold() const | InputParameters | |
| parConversionThreshold_ | InputParameters | protected |
| parConversionXbsParConversion() const | InputParameters | |
| parConversionXbsParConversion_ | InputParameters | protected |
| parSensi() const | InputParameters | |
| parSensi_ | InputParameters | protected |
| parStressAccurary() const | InputParameters | |
| parStressAccurary_ | InputParameters | protected |
| parStressLowerBoundCapFloorVolatility() const | InputParameters | |
| parStressLowerBoundCapFloorVolatility_ | InputParameters | protected |
| parStressLowerBoundRatesDiscountFactor() const | InputParameters | |
| parStressLowerBoundRatesDiscountFactor_ | InputParameters | protected |
| parStressLowerBoundSurvivalProb() const | InputParameters | |
| parStressLowerBoundSurvivalProb_ | InputParameters | protected |
| parStressPricingEngine() const | InputParameters | |
| parStressPricingEngine_ | InputParameters | protected |
| parStressScenarioData() const | InputParameters | |
| parStressScenarioData_ | InputParameters | protected |
| parStressSensitivityScenarioData() const | InputParameters | |
| parStressSensitivityScenarioData_ | InputParameters | protected |
| parStressSimMarketParams() const | InputParameters | |
| parStressSimMarketParams_ | InputParameters | protected |
| parStressUpperBoundCapFloorVolatility() const | InputParameters | |
| parStressUpperBoundCapFloorVolatility_ | InputParameters | protected |
| parStressUpperBoundRatesDiscountFactor() const | InputParameters | |
| parStressUpperBoundRatesDiscountFactor_ | InputParameters | protected |
| parStressUpperBoundSurvivalProb() const | InputParameters | |
| parStressUpperBoundSurvivalProb_ | InputParameters | protected |
| pfeQuantile() const | InputParameters | |
| pfeQuantile_ | InputParameters | protected |
| portfolio() const | InputParameters | |
| portfolio_ | InputParameters | protected |
| portfolioFilter() const | InputParameters | |
| portfolioFilter_ | InputParameters | protected |
| portfolioFilterDate() const | InputParameters | |
| portfolioFilterDate_ | InputParameters | protected |
| pricingEngine() const | InputParameters | |
| pricingEngine_ | InputParameters | protected |
| rawCubeOutput() const | InputParameters | |
| rawCubeOutput_ | InputParameters | protected |
| rawCubeOutputFile() const | InputParameters | |
| rawCubeOutputFile_ | InputParameters | protected |
| refDataManager() const | InputParameters | |
| refDataManager_ | InputParameters | protected |
| reportNaString() const | InputParameters | |
| reportNaString_ | InputParameters | protected |
| resultCurrency() const | InputParameters | |
| resultCurrency_ | InputParameters | protected |
| resultsPath() const | InputParameters | |
| resultsPath_ | InputParameters | protected |
| salvageCorrelationMatrix() const | InputParameters | |
| salvageCorrelationMatrix_ | InputParameters | protected |
| salvageCovariance() const | InputParameters | |
| salvageCovariance_ | InputParameters | protected |
| scenarioDistributionSteps() const | InputParameters | |
| scenarioDistributionSteps_ | InputParameters | protected |
| scenarioGeneratorData() const | InputParameters | |
| scenarioGeneratorData_ | InputParameters | protected |
| scenarioGenType() const | InputParameters | |
| scenarioGenType_ | InputParameters | protected |
| scenarioOutputFile() const | InputParameters | |
| scenarioOutputFile_ | InputParameters | protected |
| scenarioOutputZeroRate() const | InputParameters | |
| scenarioOutputZeroRate_ | InputParameters | protected |
| scenarioSimMarketParams() const | InputParameters | |
| scenarioSimMarketParams_ | InputParameters | protected |
| sensiPricingEngine() const | InputParameters | |
| sensiPricingEngine_ | InputParameters | protected |
| sensiRecalibrateModels() const | InputParameters | |
| sensiRecalibrateModels_ | InputParameters | protected |
| sensiScenarioData() const | InputParameters | |
| sensiScenarioData_ | InputParameters | protected |
| sensiSimMarketParams() const | InputParameters | |
| sensiSimMarketParams_ | InputParameters | protected |
| sensiThreshold() const | InputParameters | |
| sensiThreshold_ | InputParameters | protected |
| sensitivityStream() const | InputParameters | |
| sensitivityStream_ | InputParameters | protected |
| setAdditionalResultsReportPrecision(std::size_t p) | InputParameters | |
| setAlignPillars(bool b) | InputParameters | |
| setAllFixings(bool b) | InputParameters | |
| setAmc(bool b) | InputParameters | |
| setAmcCg(bool b) | InputParameters | |
| setAmcPricingEngine(const std::string &xml) | InputParameters | |
| setAmcPricingEngine(const QuantLib::ext::shared_ptr< EngineData > &engineData) | InputParameters | |
| setAmcPricingEngineFromFile(const std::string &fileName) | InputParameters | |
| setAmcTradeTypes(const std::string &s) | InputParameters | |
| setAnalytics(const std::string &s) | InputParameters | |
| setAsOfDate(const std::string &s) | InputParameters | |
| setBaseCurrency(const std::string &s) | InputParameters | |
| setBenchmarkVarPeriod(const std::string &period) | InputParameters | |
| setBuildFailedTrades(bool b) | InputParameters | |
| setCashflowHorizon(const std::string &s) | InputParameters | |
| setCollateralBalances(const std::string &xml) | InputParameters | |
| setCollateralBalancesFromFile(const std::string &fileName) | InputParameters | |
| setCollateralCalculationType(const std::string &s) | InputParameters | |
| setCollateralFloorAnalytic(bool b) | InputParameters | |
| setColvaAnalytic(bool b) | InputParameters | |
| setContinueOnError(bool b) | InputParameters | |
| setConventions(const std::string &xml) | InputParameters | |
| setConventionsFromFile(const std::string &fileName) | InputParameters | |
| setCovarianceData(ore::data::CSVReader &reader) | InputParameters | |
| setCovarianceDataFromBuffer(const std::string &xml) | InputParameters | |
| setCovarianceDataFromFile(const std::string &fileName) | InputParameters | |
| setCptyCubeFromFile(const std::string &file) | InputParameters | |
| setCreditMigrationAnalytic(bool b) | InputParameters | |
| setCreditMigrationDistributionGrid(const std::vector< Real > &grid) | InputParameters | |
| setCreditMigrationOutputFiles(const std::string &s) | InputParameters | |
| setCreditMigrationTimeSteps(const std::vector< Size > &ts) | InputParameters | |
| setCreditSimulationParameters(const QuantLib::ext::shared_ptr< CreditSimulationParameters > &c) | InputParameters | |
| setCreditSimulationParametersFromBuffer(const std::string &xml) | InputParameters | |
| setCreditSimulationParametersFromFile(const std::string &fileName) | InputParameters | |
| setCrifFromBuffer(const std::string &csvBuffer, char eol='\n', char delim=',', char quoteChar='\0', char escapeChar='\\') | InputParameters | |
| setCrifFromFile(const std::string &fileName, char eol='\n', char delim=',', char quoteChar='\0', char escapeChar='\\') | InputParameters | |
| setCrossAssetModelData(const std::string &xml) | InputParameters | |
| setCrossAssetModelDataFromFile(const std::string &fileName) | InputParameters | |
| setCsvCommentCharacter(const char &c) | InputParameters | |
| setCsvQuoteChar(const char &c) | InputParameters | |
| setCsvSeparator(const char &c) | InputParameters | |
| setCube(const QuantLib::ext::shared_ptr< NPVCube > &cube) | InputParameters | |
| setCubeFromFile(const std::string &file) | InputParameters | |
| setCurveConfigs(const std::string &xml) | InputParameters | |
| setCurveConfigsFromFile(const std::string &fileName) | InputParameters | |
| setCurvesGrid(const std::string &s) | InputParameters | |
| setCurvesMarketConfig(const std::string &s) | InputParameters | |
| setCvaAnalytic(bool b) | InputParameters | |
| setCvaSensi(bool b) | InputParameters | |
| setCvaSensiGrid(const std::string &s) | InputParameters | |
| setCvaSensiShiftSize(Real r) | InputParameters | |
| setDeterministicInitialMargin(const std::string &n, TimeSeries< Real > v) | InputParameters | |
| setDeterministicInitialMarginFromFile(const std::string &fileName) | InputParameters | |
| setDimAnalytic(bool b) | InputParameters | |
| setDimHorizonCalendarDays(Size s) | InputParameters | |
| setDimLocalRegressionBandwidth(Real r) | InputParameters | |
| setDimLocalRegressionEvaluations(Size s) | InputParameters | |
| setDimModel(const std::string &s) | InputParameters | |
| setDimOutputGridPoints(const std::string &s) | InputParameters | |
| setDimOutputNettingSet(const std::string &s) | InputParameters | |
| setDimQuantile(Real r) | InputParameters | |
| setDimRegressionOrder(Size s) | InputParameters | |
| setDimRegressors(const std::string &s) | InputParameters | |
| setDryRun(bool b) | InputParameters | |
| setDvaAnalytic(bool b) | InputParameters | |
| setDvaName(const std::string &s) | InputParameters | |
| setDynamicCredit(bool b) | InputParameters | |
| setEnforceIMRegulations(bool b) | InputParameters | |
| setEntireMarket(bool b) | InputParameters | |
| setEomInflationFixings(bool b) | InputParameters | |
| setExerciseNextBreak(bool b) | InputParameters | |
| setExposureAllocationMethod(const std::string &s) | InputParameters | |
| setExposureBaseCurrency(const std::string &s) | InputParameters | |
| setExposureObservationModel(const std::string &s) | InputParameters | |
| setExposureProfiles(bool b) | InputParameters | |
| setExposureProfilesByTrade(bool b) | InputParameters | |
| setExposureSimMarketParams(const std::string &xml) | InputParameters | |
| setExposureSimMarketParamsFromFile(const std::string &fileName) | InputParameters | |
| setFlipViewBorrowingCurvePostfix(const std::string &s) | InputParameters | |
| setFlipViewLendingCurvePostfix(const std::string &s) | InputParameters | |
| setFlipViewXVA(bool b) | InputParameters | |
| setFullInitialCollateralisation(bool b) | InputParameters | |
| setFvaAnalytic(bool b) | InputParameters | |
| setFvaBorrowingCurve(const std::string &s) | InputParameters | |
| setFvaLendingCurve(const std::string &s) | InputParameters | |
| setHistoricalScenarioReader(const std::string &fileName) | InputParameters | |
| setHistVarSimMarketParamsFromFile(const std::string &fileName) | InputParameters | |
| setIborFallbackConfig(const std::string &xml) | InputParameters | |
| setIborFallbackConfigFromFile(const std::string &fileName) | InputParameters | |
| setIborFallbackOverride(bool b) | InputParameters | |
| setImplyTodaysFixings(bool b) | InputParameters | |
| setIncludePastCashflows(bool b) | InputParameters | |
| setKvaAlpha(Real r) | InputParameters | |
| setKvaAnalytic(bool b) | InputParameters | |
| setKvaCapitalDiscountRate(Real r) | InputParameters | |
| setKvaCapitalHurdle(Real r) | InputParameters | |
| setKvaOurCvaRiskWeight(Real r) | InputParameters | |
| setKvaOurPdFloor(Real r) | InputParameters | |
| setKvaRegAdjustment(Real r) | InputParameters | |
| setKvaTheirCvaRiskWeight(Real r) | InputParameters | |
| setKvaTheirPdFloor(Real r) | InputParameters | |
| setLazyMarketBuilding(bool b) | InputParameters | |
| setLoadCube(bool b) | InputParameters | |
| setMarginalAllocationLimit(Real r) | InputParameters | |
| setMarketConfig(const std::string &config, const std::string &context) | InputParameters | |
| setMarketConfigs(const std::map< std::string, std::string > &m) | InputParameters | |
| setMarketCube(const QuantLib::ext::shared_ptr< AggregationScenarioData > &cube) | InputParameters | |
| setMarketCubeFromFile(const std::string &file) | InputParameters | |
| setMcVarSamples(Size s) | InputParameters | |
| setMcVarSeed(long l) | InputParameters | |
| setMporCalendar(const std::string &s) | InputParameters | |
| setMporCashFlowMode(const MporCashFlowMode m) | InputParameters | |
| setMporDate(const QuantLib::Date &d) | InputParameters | |
| setMporDays(Size s) | InputParameters | |
| setMporForward(bool b) | InputParameters | |
| setMporOverlappingPeriods(bool b) | InputParameters | |
| setMvaAnalytic(bool b) | InputParameters | |
| setNetCubeOutput(bool b) | InputParameters | |
| setNetCubeOutputFile(const std::string &s) | InputParameters | |
| setNettingSetCubeFromFile(const std::string &file) | InputParameters | |
| setNettingSetId(const std::string &s) | InputParameters | |
| setNettingSetManager(const std::string &xml) | InputParameters | |
| setNettingSetManagerFromFile(const std::string &fileName) | InputParameters | |
| setObservationModel(const std::string &s) | InputParameters | |
| setOptimiseRiskFactors(bool b) | InputParameters | |
| setOutputAdditionalResults(bool b) | InputParameters | |
| setOutputCurves(bool b) | InputParameters | |
| setOutputHistoricalScenarios(const bool b) | InputParameters | |
| setOutputJacobi(bool b) | InputParameters | |
| setOutputTodaysMarketCalibration(bool b) | InputParameters | |
| setParConversionAlignPillars(bool b) | InputParameters | |
| setParConversionInputBaseNpvColumn(const std::string &s) | InputParameters | |
| setParConversionInputCurrencyColumn(const std::string &s) | InputParameters | |
| setParConversionInputDeltaColumn(const std::string &s) | InputParameters | |
| setParConversionInputFile(const std::string &s) | InputParameters | |
| setParConversionInputIdColumn(const std::string &s) | InputParameters | |
| setParConversionInputRiskFactorColumn(const std::string &s) | InputParameters | |
| setParConversionInputShiftSizeColumn(const std::string &s) | InputParameters | |
| setParConversionOutputJacobi(bool b) | InputParameters | |
| setParConversionPricingEngine(const std::string &xml) | InputParameters | |
| setParConversionPricingEngine(const QuantLib::ext::shared_ptr< EngineData > &engineData) | InputParameters | |
| setParConversionPricingEngineFromFile(const std::string &fileName) | InputParameters | |
| setParConversionScenarioData(const std::string &xml) | InputParameters | |
| setParConversionScenarioDataFromFile(const std::string &fileName) | InputParameters | |
| setParConversionSimMarketParams(const std::string &xml) | InputParameters | |
| setParConversionSimMarketParamsFromFile(const std::string &fileName) | InputParameters | |
| setParConversionThreshold(Real r) | InputParameters | |
| setParConversionXbsParConversion(bool b) | InputParameters | |
| setParSensi(bool b) | InputParameters | |
| setParStressAccurary(const double value) | InputParameters | |
| setParStressLowerBoundCapFloorVolatility(const double value) | InputParameters | |
| setParStressLowerBoundRatesDiscountFactor(const double value) | InputParameters | |
| setParStressLowerBoundSurvivalProb(const double value) | InputParameters | |
| setParStressPricingEngine(const std::string &xml) | InputParameters | |
| setParStressPricingEngine(const QuantLib::ext::shared_ptr< EngineData > &engineData) | InputParameters | |
| setParStressPricingEngineFromFile(const std::string &fileName) | InputParameters | |
| setParStressScenarioData(const std::string &xml) | InputParameters | |
| setParStressScenarioDataFromFile(const std::string &fileName) | InputParameters | |
| setParStressSensitivityScenarioData(const std::string &xml) | InputParameters | |
| setParStressSensitivityScenarioDataFromFile(const std::string &fileName) | InputParameters | |
| setParStressSimMarketParams(const std::string &xml) | InputParameters | |
| setParStressSimMarketParamsFromFile(const std::string &fileName) | InputParameters | |
| setParStressUpperBoundCapFloorVolatility(const double value) | InputParameters | |
| setParStressUpperBoundRatesDiscountFactor(const double value) | InputParameters | |
| setParStressUpperBoundSurvivalProb(const double value) | InputParameters | |
| setPfeQuantile(Real r) | InputParameters | |
| setPortfolio(const std::string &xml) | InputParameters | |
| setPortfolioFilter(const std::string &s) | InputParameters | |
| setPortfolioFilterDate(const std::string &s) | InputParameters | |
| setPortfolioFromFile(const std::string &fileNameString, const std::filesystem::path &inputPath) | InputParameters | |
| setPricingEngine(const std::string &xml) | InputParameters | |
| setPricingEngineFromFile(const std::string &fileName) | InputParameters | |
| setRawCubeOutput(bool b) | InputParameters | |
| setRawCubeOutputFile(const std::string &s) | InputParameters | |
| setRefDataManager(const std::string &xml) | InputParameters | |
| setRefDataManagerFromFile(const std::string &fileName) | InputParameters | |
| setReportNaString(const std::string &s) | InputParameters | |
| setResultsPath(const std::string &s) | InputParameters | |
| setSalvageCorrelationMatrix(bool b) | InputParameters | |
| setSalvageCovariance(bool b) | InputParameters | |
| setScenarioDistributionSteps(const Size s) | InputParameters | |
| setScenarioGeneratorData(const std::string &xml) | InputParameters | |
| setScenarioGeneratorDataFromFile(const std::string &fileName) | InputParameters | |
| setScenarioGenType(const std::string &s) | InputParameters | |
| setScenarioOutputFile(const std::string &filename) | InputParameters | |
| setScenarioOutputZeroRate(const bool b) | InputParameters | |
| setScenarioSimMarketParams(const std::string &xml) | InputParameters | |
| setScenarioSimMarketParamsFromFile(const std::string &fileName) | InputParameters | |
| setScriptLibrary(const std::string &xml) | InputParameters | |
| setScriptLibraryFromFile(const std::string &fileName) | InputParameters | |
| setSensiPricingEngine(const std::string &xml) | InputParameters | |
| setSensiPricingEngine(const QuantLib::ext::shared_ptr< EngineData > &engineData) | InputParameters | |
| setSensiPricingEngineFromFile(const std::string &fileName) | InputParameters | |
| setSensiRecalibrateModels(bool b) | InputParameters | |
| setSensiScenarioData(const std::string &xml) | InputParameters | |
| setSensiScenarioDataFromFile(const std::string &fileName) | InputParameters | |
| setSensiSimMarketParams(const std::string &xml) | InputParameters | |
| setSensiSimMarketParamsFromFile(const std::string &fileName) | InputParameters | |
| setSensiThreshold(Real r) | InputParameters | |
| setSensitivityStreamFromBuffer(const std::string &buffer) | InputParameters | |
| setSensitivityStreamFromFile(const std::string &fileName) | InputParameters | |
| setSimmBucketMapper(const QuantLib::ext::shared_ptr< ore::analytics::SimmBucketMapper > &p) | InputParameters | |
| setSimmBucketMapper(const std::string &xml) | InputParameters | |
| setSimmBucketMapperFromFile(const std::string &fileName) | InputParameters | |
| setSimmCalculationCurrencyCall(const std::string &s) | InputParameters | |
| setSimmCalculationCurrencyPost(const std::string &s) | InputParameters | |
| setSimmCalibrationData(const QuantLib::ext::shared_ptr< ore::analytics::SimmCalibrationData > &s) | InputParameters | |
| setSimmCalibrationDataFromFile(const std::string &fileName) | InputParameters | |
| setSimmNameMapper(const QuantLib::ext::shared_ptr< ore::analytics::SimmBasicNameMapper > &p) | InputParameters | |
| setSimmNameMapper(const std::string &xml) | InputParameters | |
| setSimmNameMapperFromFile(const std::string &fileName) | InputParameters | |
| setSimmReportingCurrency(const std::string &s) | InputParameters | |
| setSimmResultCurrency(const std::string &s) | InputParameters | |
| setSimmVersion(const std::string &s) | InputParameters | |
| setSimulationPricingEngine(const std::string &xml) | InputParameters | |
| setSimulationPricingEngine(const QuantLib::ext::shared_ptr< EngineData > &engineData) | InputParameters | |
| setSimulationPricingEngineFromFile(const std::string &fileName) | InputParameters | |
| setStoreCreditStateNPVs(Size states) | InputParameters | |
| setStoreFlows(bool b) | InputParameters | |
| setStoreSurvivalProbabilities(bool b) | InputParameters | |
| setStressAccurary(const double value) | InputParameters | |
| setStressLowerBoundCapFloorVolatility(const double value) | InputParameters | |
| setStressLowerBoundRatesDiscountFactor(const double value) | InputParameters | |
| setStressLowerBoundSurvivalProb(const double value) | InputParameters | |
| setStressOptimiseRiskFactors(bool optimise) | InputParameters | |
| setStressPricingEngine(const std::string &xml) | InputParameters | |
| setStressPricingEngine(const QuantLib::ext::shared_ptr< EngineData > &engineData) | InputParameters | |
| setStressPricingEngineFromFile(const std::string &fileName) | InputParameters | |
| setStressScenarioData(const std::string &xml) | InputParameters | |
| setStressScenarioDataFromFile(const std::string &fileName) | InputParameters | |
| setStressSensitivityScenarioData(const std::string &xml) | InputParameters | |
| setStressSensitivityScenarioDataFromFile(const std::string &fileName) | InputParameters | |
| setStressSimMarketParams(const std::string &xml) | InputParameters | |
| setStressSimMarketParamsFromFile(const std::string &fileName) | InputParameters | |
| setStressThreshold(Real r) | InputParameters | |
| setStressUpperBoundCapFloorVolatility(const double value) | InputParameters | |
| setStressUpperBoundRatesDiscountFactor(const double value) | InputParameters | |
| setStressUpperBoundSurvivalProb(const double value) | InputParameters | |
| setThreads(int i) | InputParameters | |
| setTodaysMarketParams(const std::string &xml) | InputParameters | |
| setTodaysMarketParamsFromFile(const std::string &fileName) | InputParameters | |
| setUseMarketDataFixings(bool b) | InputParameters | |
| setUseSensiSpreadedTermStructures(bool b) | InputParameters | |
| setVarBreakDown(bool b) | InputParameters | |
| setVarMethod(const std::string &s) | InputParameters | |
| setVarQuantiles(const std::string &s) | InputParameters | |
| setWriteCube(bool b) | InputParameters | |
| setWriteScenarios(bool b) | InputParameters | |
| setWriteSimmIntermediateReports(bool b) | InputParameters | |
| setXbsParConversion(bool b) | InputParameters | |
| setXvaBaseCurrency(const std::string &s) | InputParameters | |
| setXvaCgBumpSensis(bool b) | InputParameters | |
| setXvaCgSensiScenarioData(const std::string &xml) | InputParameters | |
| setXvaCgSensiScenarioDataFromFile(const std::string &fileName) | InputParameters | |
| setXvaSensiPricingEngine(const std::string &xml) | InputParameters | |
| setXvaSensiPricingEngine(const QuantLib::ext::shared_ptr< EngineData > &engineData) | InputParameters | |
| setXvaSensiPricingEngineFromFile(const std::string &fileName) | InputParameters | |
| setXvaSensiScenarioData(const std::string &xml) | InputParameters | |
| setXvaSensiScenarioDataFromFile(const std::string &fileName) | InputParameters | |
| setXvaSensiSimMarketParams(const std::string &xml) | InputParameters | |
| setXvaSensiSimMarketParamsFromFile(const std::string &fileName) | InputParameters | |
| setXvaStressScenarioData(const std::string &s) | InputParameters | |
| setXvaStressScenarioDataFromFile(const std::string &s) | InputParameters | |
| setXvaStressSensitivityScenarioData(const std::string &xml) | InputParameters | |
| setXvaStressSensitivityScenarioDataFromFile(const std::string &fileName) | InputParameters | |
| setXvaStressSimMarketParams(const std::string &xml) | InputParameters | |
| setXvaStressSimMarketParamsFromFile(const std::string &f) | InputParameters | |
| setXvaStressWriteCubes(const bool writeCubes) | InputParameters | |
| setZeroToParShiftPricingEngine(const std::string &xml) | InputParameters | |
| setZeroToParShiftPricingEngine(const QuantLib::ext::shared_ptr< EngineData > &engineData) | InputParameters | |
| setZeroToParShiftPricingEngineFromFile(const std::string &fileName) | InputParameters | |
| setZeroToParShiftScenarioData(const std::string &xml) | InputParameters | |
| setZeroToParShiftScenarioDataFromFile(const std::string &fileName) | InputParameters | |
| setZeroToParShiftSensitivityScenarioData(const std::string &xml) | InputParameters | |
| setZeroToParShiftSensitivityScenarioDataFromFile(const std::string &fileName) | InputParameters | |
| setZeroToParShiftSimMarketParams(const std::string &xml) | InputParameters | |
| setZeroToParShiftSimMarketParamsFromFile(const std::string &fileName) | InputParameters | |
| simmBucketMapper() const | InputParameters | |
| simmBucketMapper_ | InputParameters | protected |
| simmCalculationCurrencyCall() const | InputParameters | |
| simmCalculationCurrencyCall_ | InputParameters | protected |
| simmCalculationCurrencyPost() const | InputParameters | |
| simmCalculationCurrencyPost_ | InputParameters | protected |
| simmCalibrationData() const | InputParameters | |
| simmCalibrationData_ | InputParameters | protected |
| simmNameMapper() const | InputParameters | |
| simmNameMapper_ | InputParameters | protected |
| simmReportingCurrency() const | InputParameters | |
| simmReportingCurrency_ | InputParameters | protected |
| simmResultCurrency() const | InputParameters | |
| simmResultCurrency_ | InputParameters | protected |
| simmVersion() const | InputParameters | |
| simmVersion_ | InputParameters | protected |
| simulationBootstrapTolerance() const | InputParameters | |
| simulationBootstrapTolerance_ | InputParameters | protected |
| simulationPricingEngine() const | InputParameters | |
| simulationPricingEngine_ | InputParameters | protected |
| storeCreditStateNPVs() const | InputParameters | |
| storeCreditStateNPVs_ | InputParameters | protected |
| storeFlows() const | InputParameters | |
| storeFlows_ | InputParameters | protected |
| storeSurvivalProbabilities() const | InputParameters | |
| storeSurvivalProbabilities_ | InputParameters | protected |
| stressAccurary() const | InputParameters | |
| stressAccurary_ | InputParameters | protected |
| stressLowerBoundCapFloorVolatility() const | InputParameters | |
| stressLowerBoundCapFloorVolatility_ | InputParameters | protected |
| stressLowerBoundRatesDiscountFactor() const | InputParameters | |
| stressLowerBoundRatesDiscountFactor_ | InputParameters | protected |
| stressLowerBoundSurvivalProb() const | InputParameters | |
| stressLowerBoundSurvivalProb_ | InputParameters | protected |
| stressOptimiseRiskFactors() const | InputParameters | |
| stressOptimiseRiskFactors_ | InputParameters | protected |
| stressPricingEngine() const | InputParameters | |
| stressPricingEngine_ | InputParameters | protected |
| stressScenarioData() const | InputParameters | |
| stressScenarioData_ | InputParameters | protected |
| stressSensitivityScenarioData() const | InputParameters | |
| stressSensitivityScenarioData_ | InputParameters | protected |
| stressSimMarketParams() const | InputParameters | |
| stressSimMarketParams_ | InputParameters | protected |
| stressThreshold() const | InputParameters | |
| stressThreshold_ | InputParameters | protected |
| stressUpperBoundCapFloorVolatility() const | InputParameters | |
| stressUpperBoundCapFloorVolatility_ | InputParameters | protected |
| stressUpperBoundRatesDiscountFactor() const | InputParameters | |
| stressUpperBoundRatesDiscountFactor_ | InputParameters | protected |
| stressUpperBoundSurvivalProb() const | InputParameters | |
| stressUpperBoundSurvivalProb_ | InputParameters | protected |
| todaysMarketParams() const | InputParameters | |
| todaysMarketParams_ | InputParameters | protected |
| useCounterpartyOriginalPortfolio() const | InputParameters | |
| useCounterpartyOriginalPortfolio_ | InputParameters | protected |
| useMarketDataFixings() const | InputParameters | |
| useMarketDataFixings_ | InputParameters | protected |
| useSensiSpreadedTermStructures() const | InputParameters | |
| useSensiSpreadedTermStructures_ | InputParameters | protected |
| useSimmParameters_ | InputParameters | protected |
| varBreakDown() const | InputParameters | |
| varBreakDown_ | InputParameters | protected |
| varMethod() const | InputParameters | |
| varMethod_ | InputParameters | protected |
| varQuantiles() const | InputParameters | |
| varQuantiles_ | InputParameters | protected |
| writeCube() const | InputParameters | |
| writeCube_ | InputParameters | protected |
| writeOutParameters() | InputParameters | virtual |
| writeScenarios() const | InputParameters | |
| writeScenarios_ | InputParameters | protected |
| writeSimmIntermediateReports() const | InputParameters | |
| writeSimmIntermediateReports_ | InputParameters | protected |
| xbsParConversion() | InputParameters | |
| xbsParConversion_ | InputParameters | protected |
| xvaBaseCurrency() const | InputParameters | |
| xvaBaseCurrency_ | InputParameters | protected |
| xvaCgBumpSensis() const | InputParameters | |
| xvaCgBumpSensis_ | InputParameters | protected |
| xvaCgSensiScenarioData() const | InputParameters | |
| xvaCgSensiScenarioData_ | InputParameters | protected |
| xvaSensiPricingEngine() const | InputParameters | |
| xvaSensiPricingEngine_ | InputParameters | protected |
| xvaSensiScenarioData() const | InputParameters | |
| xvaSensiScenarioData_ | InputParameters | protected |
| xvaSensiSimMarketParams() const | InputParameters | |
| xvaSensiSimMarketParams_ | InputParameters | protected |
| xvaStressScenarioData() const | InputParameters | |
| xvaStressScenarioData_ | InputParameters | protected |
| xvaStressSensitivityScenarioData() const | InputParameters | |
| xvaStressSensitivityScenarioData_ | InputParameters | protected |
| xvaStressSimMarketParams() const | InputParameters | |
| xvaStressSimMarketParams_ | InputParameters | protected |
| xvaStressWriteCubes() const | InputParameters | |
| xvaStressWriteCubes_ | InputParameters | protected |
| zeroToParShiftPricingEngine() const | InputParameters | |
| zeroToParShiftPricingEngine_ | InputParameters | protected |
| zeroToParShiftScenarioData() const | InputParameters | |
| zeroToParShiftScenarioData_ | InputParameters | protected |
| zeroToParShiftSensitivityScenarioData() const | InputParameters | |
| zeroToParShiftSensitivityScenarioData_ | InputParameters | protected |
| zeroToParShiftSimMarketParams() const | InputParameters | |
| zeroToParShiftSimMarketParams_ | InputParameters | protected |
| ~InputParameters() | InputParameters | virtual |
