Fully annotated reference manual - version 1.8.12
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ore
analytics
ParSensitivityAnalysis
ParSensitivityAnalysis Member List
This is the complete list of members for
ParSensitivityAnalysis
, including all inherited members.
alignPillars
()
ParSensitivityAnalysis
asof_
ParSensitivityAnalysis
private
augmentRelevantRiskFactors
()
ParSensitivityAnalysis
private
computeParInstrumentSensitivities
(const QuantLib::ext::shared_ptr< ore::analytics::ScenarioSimMarket > &simMarket)
ParSensitivityAnalysis
continueOnError_
ParSensitivityAnalysis
private
disable
(const std::set< ore::analytics::RiskFactorKey::KeyType > &types)
ParSensitivityAnalysis
instruments_
ParSensitivityAnalysis
private
isParType
(ore::analytics::RiskFactorKey::KeyType type)
ParSensitivityAnalysis
static
marketConfiguration_
ParSensitivityAnalysis
private
ParContainer
typedef
ParSensitivityAnalysis
parInstruments
() const
ParSensitivityAnalysis
parSensi_
ParSensitivityAnalysis
private
parSensitivities
() const
ParSensitivityAnalysis
ParSensitivityAnalysis
(const QuantLib::Date &asof, const QuantLib::ext::shared_ptr< ore::analytics::ScenarioSimMarketParameters > &simMarketParams, const ore::analytics::SensitivityScenarioData &sensitivityData, const string &marketConfiguration=Market::defaultConfiguration, const bool continueOnError=false, const std::set< ore::analytics::RiskFactorKey::KeyType > &typesDisabled={})
ParSensitivityAnalysis
parTypes_
ParSensitivityAnalysis
private
static
populateShiftSizes
(const ore::analytics::RiskFactorKey &key, QuantLib::Real parRate, const QuantLib::ext::shared_ptr< ore::analytics::ScenarioSimMarket > &simMarket)
ParSensitivityAnalysis
private
relevantRiskFactors
() const
ParSensitivityAnalysis
relevantRiskFactors
()
ParSensitivityAnalysis
relevantRiskFactors_
ParSensitivityAnalysis
private
sensitivityData_
ParSensitivityAnalysis
private
shiftSizes
() const
ParSensitivityAnalysis
shiftSizes_
ParSensitivityAnalysis
private
simMarketParams_
ParSensitivityAnalysis
private
typesDisabled
() const
ParSensitivityAnalysis
typesDisabled_
ParSensitivityAnalysis
private
~ParSensitivityAnalysis
()
ParSensitivityAnalysis
virtual
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