Fully annotated reference manual - version 1.8.12
Loading...
Searching...
No Matches
This is the complete list of members for MultiThreadedValuationEngine, including all inherited members.
| aggregationScenarioData_ | MultiThreadedValuationEngine | private |
| buildCube(const QuantLib::ext::shared_ptr< ore::data::Portfolio > &portfolio, const std::function< std::vector< QuantLib::ext::shared_ptr< ore::analytics::ValuationCalculator > >()> &calculators, const std::function< std::vector< QuantLib::ext::shared_ptr< ore::analytics::CounterpartyCalculator > >()> &cptyCalculators={}, bool mporStickyDate=true, bool dryRun=false) | MultiThreadedValuationEngine | |
| cacheSimData_ | MultiThreadedValuationEngine | private |
| configuration_ | MultiThreadedValuationEngine | private |
| context_ | MultiThreadedValuationEngine | private |
| cptyCubeFactory_ | MultiThreadedValuationEngine | private |
| cubeFactory_ | MultiThreadedValuationEngine | private |
| curveConfigs_ | MultiThreadedValuationEngine | private |
| dateGrid_ | MultiThreadedValuationEngine | private |
| engineData_ | MultiThreadedValuationEngine | private |
| handlePseudoCurrenciesSimMarket_ | MultiThreadedValuationEngine | private |
| handlePseudoCurrenciesTodaysMarket_ | MultiThreadedValuationEngine | private |
| iborFallbackConfig_ | MultiThreadedValuationEngine | private |
| indicators_ | ProgressReporter | private |
| loader_ | MultiThreadedValuationEngine | private |
| miniCptyCubes_ | MultiThreadedValuationEngine | private |
| miniCubes_ | MultiThreadedValuationEngine | private |
| miniNettingSetCubes_ | MultiThreadedValuationEngine | private |
| MultiThreadedValuationEngine(const QuantLib::Size nThreads, const QuantLib::Date &today, const QuantLib::ext::shared_ptr< ore::analytics::DateGrid > &dateGrid, const QuantLib::Size nSamples, const QuantLib::ext::shared_ptr< ore::data::Loader > &loader, const QuantLib::ext::shared_ptr< ore::analytics::ScenarioGenerator > &scenarioGenerator, const QuantLib::ext::shared_ptr< ore::data::EngineData > &engineData, 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< ore::analytics::ScenarioSimMarketParameters > &simMarketData, const bool useSpreadedTermStructures=false, const bool cacheSimData=false, const QuantLib::ext::shared_ptr< ore::analytics::ScenarioFilter > &scenarioFilter=QuantLib::ext::make_shared< ore::analytics::ScenarioFilter >(), const QuantLib::ext::shared_ptr< ore::data::ReferenceDataManager > &referenceData=nullptr, const ore::data::IborFallbackConfig &iborFallbackConfig=ore::data::IborFallbackConfig::defaultConfig(), const bool handlePseudoCurrenciesTodaysMarket=true, const bool handlePseudoCurrenciesSimMarket=true, const bool recalibrateModels=true, const std::function< QuantLib::ext::shared_ptr< ore::analytics::NPVCube >(const QuantLib::Date &, const std::set< std::string > &, const std::vector< QuantLib::Date > &, const QuantLib::Size)> &cubeFactory={}, const std::function< QuantLib::ext::shared_ptr< ore::analytics::NPVCube >(const QuantLib::Date &, const std::vector< QuantLib::Date > &, const QuantLib::Size)> &nettingSetCubeFactory={}, const std::function< QuantLib::ext::shared_ptr< ore::analytics::NPVCube >(const QuantLib::Date &, const std::set< std::string > &, const std::vector< QuantLib::Date > &, const QuantLib::Size)> &cptyCubeFactory={}, const std::string &context="unspecified", const QuantLib::ext::shared_ptr< ore::analytics::Scenario > &offSetScenario=nullptr) | MultiThreadedValuationEngine | |
| nettingSetCubeFactory_ | MultiThreadedValuationEngine | private |
| nSamples_ | MultiThreadedValuationEngine | private |
| nThreads_ | MultiThreadedValuationEngine | private |
| offsetScenario_ | MultiThreadedValuationEngine | private |
| outputCptyCubes() const | MultiThreadedValuationEngine | |
| outputCubes() const | MultiThreadedValuationEngine | |
| outputNettingSetCubes() const | MultiThreadedValuationEngine | |
| progressIndicators() const | ProgressReporter | |
| ProgressReporter() | ProgressReporter | |
| recalibrateModels_ | MultiThreadedValuationEngine | private |
| referenceData_ | MultiThreadedValuationEngine | private |
| registerProgressIndicator(const QuantLib::ext::shared_ptr< ProgressIndicator > &indicator) | ProgressReporter | |
| resetProgress() | ProgressReporter | |
| scenarioFilter_ | MultiThreadedValuationEngine | private |
| scenarioGenerator_ | MultiThreadedValuationEngine | private |
| setAggregationScenarioData(const QuantLib::ext::shared_ptr< AggregationScenarioData > &aggregationScenarioData) | MultiThreadedValuationEngine | |
| simMarketData_ | MultiThreadedValuationEngine | private |
| today_ | MultiThreadedValuationEngine | private |
| todaysMarketParams_ | MultiThreadedValuationEngine | private |
| 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 | |
| useSpreadedTermStructures_ | MultiThreadedValuationEngine | private |