Fully annotated reference manual - version 1.8.12
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This is the complete list of members for PNLCalculator, including all inherited members.
| clear() | PNLCalculator | |
| foPnls() | PNLCalculator | |
| foPnls_ | PNLCalculator | protected |
| foTradePnls() | PNLCalculator | |
| foTradePnls_ | PNLCalculator | protected |
| isInTimePeriod(QuantLib::Date startDate, QuantLib::Date endDate) | PNLCalculator | |
| PNLCalculator(ore::data::TimePeriod pnlPeriod) | PNLCalculator | |
| pnlPeriod_ | PNLCalculator | protected |
| pnls() | PNLCalculator | |
| pnls_ | PNLCalculator | protected |
| populatePNLs(const std::vector< QuantLib::Real > &allPnls, const std::vector< QuantLib::Real > &foPnls, const std::vector< QuantLib::Date > &startDates, const std::vector< QuantLib::Date > &endDates) | PNLCalculator | |
| populateTradePNLs(const TradePnLStore &allPnls, const TradePnLStore &foPnls) | PNLCalculator | |
| tradePnls() | PNLCalculator | |
| tradePnls_ | PNLCalculator | protected |
| TradePnLStore typedef | PNLCalculator | |
| writePNL(QuantLib::Size scenarioIdx, bool isCall, const RiskFactorKey &key_1, QuantLib::Real shift_1, QuantLib::Real delta, QuantLib::Real gamma, QuantLib::Real deltaPnl, Real gammaPnl, const RiskFactorKey &key_2=RiskFactorKey(), QuantLib::Real shift_2=0.0, const std::string &tradeId="") | PNLCalculator | virtual |
| ~PNLCalculator() | PNLCalculator | virtual |