This is the complete list of members for PnlAnalytic, 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 | |
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 |
PnlAnalytic(const QuantLib::ext::shared_ptr< InputParameters > &inputs) | PnlAnalytic | |
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 |
writeIntermediateReports_ | Analytic | protected |
~Analytic() | Analytic | virtual |