RelativeXvaExposureAllocator Member List

This is the complete list of members for RelativeXvaExposureAllocator, including all inherited members.

allocatedTradeEneIndex_	ExposureAllocator	protected
allocatedTradeEpeIndex_	ExposureAllocator	protected
AllocationMethod enum name	ExposureAllocator
build()	ExposureAllocator	virtual
calculateAllocatedEne(const string &tid, const string &nid, const Date &date, const Size sample) override	RelativeXvaExposureAllocator	protectedvirtual
calculateAllocatedEpe(const string &tid, const string &nid, const Date &date, const Size sample) override	RelativeXvaExposureAllocator	protectedvirtual
ExposureAllocator(const QuantLib::ext::shared_ptr< Portfolio > &portfolio, const QuantLib::ext::shared_ptr< NPVCube > &tradeExposureCube, const QuantLib::ext::shared_ptr< NPVCube > &nettedExposureCube, const Size allocatedTradeEpeIndex=2, const Size allocatedTradeEneIndex=3, const Size tradeEpeIndex=0, const Size tradeEneIndex=1, const Size nettingSetEpeIndex=1, const Size nettingSetEneIndex=2)	ExposureAllocator
exposureCube()	ExposureAllocator
nettedExposureCube_	ExposureAllocator	protected
nettingSetEneIndex_	ExposureAllocator	protected
nettingSetEpeIndex_	ExposureAllocator	protected
nettingSetNegativeValueToday_	ExposureAllocator	protected
nettingSetPositiveValueToday_	ExposureAllocator	protected
nettingSetSumCva_	RelativeXvaExposureAllocator	protected
nettingSetSumDva_	RelativeXvaExposureAllocator	protected
nettingSetValueToday_	ExposureAllocator	protected
portfolio_	ExposureAllocator	protected
RelativeXvaExposureAllocator(const QuantLib::ext::shared_ptr< Portfolio > &portfolio, const QuantLib::ext::shared_ptr< NPVCube > &tradeExposureCube, const QuantLib::ext::shared_ptr< NPVCube > &nettedExposureCube, const QuantLib::ext::shared_ptr< NPVCube > &npvCube, const map< string, Real > &tradeCva, const map< string, Real > &tradeDva, const map< string, Real > &nettingSetSumCva, const map< string, Real > &nettingSetSumDva, const Size allocatedTradeEpeIndex=2, const Size allocatedTradeEneIndex=3, const Size tradeEpeIndex=0, const Size tradeEneIndex=1, const Size nettingSetEpeIndex=0, const Size nettingSetEneIndex=1)	RelativeXvaExposureAllocator
tradeCva_	RelativeXvaExposureAllocator	protected
tradeDva_	RelativeXvaExposureAllocator	protected
tradeEneIndex_	ExposureAllocator	protected
tradeEpeIndex_	ExposureAllocator	protected
tradeExposureCube_	ExposureAllocator	protected
tradeValueToday_	RelativeXvaExposureAllocator	protected
~ExposureAllocator()	ExposureAllocator	virtual