Fully annotated reference manual - version 1.8.12
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This is the complete list of members for ReportWriter, including all inherited members.
| addMarketDatum(ore::data::Report &report, const ore::data::MarketDatum &md, const QuantLib::Date &actualDate=Date()) | ReportWriter | protected |
| nullString() const | ReportWriter | |
| nullString_ | ReportWriter | protected |
| ReportWriter(const std::string &nullString="#NA") | ReportWriter | |
| writeAdditionalResultsReport(ore::data::Report &report, QuantLib::ext::shared_ptr< ore::data::Portfolio > portfolio, QuantLib::ext::shared_ptr< Market > market, const std::string &baseCurrency, const std::size_t precision=6) | ReportWriter | virtual |
| writeAggregationScenarioData(ore::data::Report &report, const AggregationScenarioData &data) | ReportWriter | virtual |
| writeCashflow(ore::data::Report &report, const std::string &baseCurrency, QuantLib::ext::shared_ptr< ore::data::Portfolio > portfolio, QuantLib::ext::shared_ptr< ore::data::Market > market=QuantLib::ext::shared_ptr< ore::data::Market >(), const std::string &configuration=ore::data::Market::defaultConfiguration, const bool includePastCashflows=false) | ReportWriter | virtual |
| writeCashflowNpv(ore::data::Report &report, const ore::data::InMemoryReport &cashflowReport, QuantLib::ext::shared_ptr< ore::data::Market > market, const std::string &configuration, const std::string &baseCcy, const Date &horizon=Date::maxDate()) | ReportWriter | virtual |
| writeCrifReport(const QuantLib::ext::shared_ptr< ore::data::Report > &report, const ore::analytics::Crif &crifRecords) | ReportWriter | virtual |
| writeCube(ore::data::Report &report, const QuantLib::ext::shared_ptr< NPVCube > &cube, const std::map< std::string, std::string > &nettingSetMap=std::map< std::string, std::string >()) | ReportWriter | virtual |
| writeCurves(ore::data::Report &report, const std::string &configID, const DateGrid &grid, const TodaysMarketParameters &marketConfig, const QuantLib::ext::shared_ptr< Market > &market, const bool continueOnError=false) | ReportWriter | virtual |
| writeDividends(ore::data::Report &report, const QuantLib::ext::shared_ptr< ore::data::Loader > &loader) | ReportWriter | virtual |
| writeFixings(ore::data::Report &report, const QuantLib::ext::shared_ptr< ore::data::Loader > &loader) | ReportWriter | virtual |
| writeHistoricalScenarioDetails(const QuantLib::ext::shared_ptr< ore::analytics::HistoricalScenarioGenerator > &generator, ore::data::Report &report) | ReportWriter | virtual |
| writeHistoricalScenarioDistributions(QuantLib::ext::shared_ptr< HistoricalScenarioGenerator > &hsgen, const QuantLib::ext::shared_ptr< ore::analytics::ScenarioSimMarket > &simMarket, const QuantLib::ext::shared_ptr< ore::analytics::ScenarioSimMarketParameters > &simMarketParams, QuantLib::ext::shared_ptr< ore::data::Report > histScenDetailsReport, QuantLib::ext::shared_ptr< ore::data::Report > statReport, QuantLib::ext::shared_ptr< ore::data::Report > distReport, QuantLib::Size distSteps=Null< Size >()) | ReportWriter | |
| writeHistoricalScenarios(const QuantLib::ext::shared_ptr< HistoricalScenarioLoader > &hsloader, const QuantLib::ext::shared_ptr< ore::data::Report > &report) | ReportWriter | |
| writeIMScheduleSummaryReport(const std::map< SimmConfiguration::SimmSide, std::map< NettingSetDetails, std::pair< std::string, IMScheduleResults > > > &finalResultsMap, const QuantLib::ext::shared_ptr< Report > report, const bool hasNettingSetDetails=false, const std::string &simmResultCcy="", const std::string &reportCcy="", QuantLib::Real fxSpot=1.0, QuantLib::Real outputThreshold=0.005) | ReportWriter | virtual |
| writeIMScheduleTradeReport(const std::map< std::string, std::vector< IMScheduleCalculator::IMScheduleTradeData > > &tradeResults, const QuantLib::ext::shared_ptr< ore::data::Report > report, const bool hasNettingSetDetails=false) | ReportWriter | virtual |
| writeMarketData(ore::data::Report &report, const QuantLib::ext::shared_ptr< ore::data::Loader > &loader, const QuantLib::Date &asof, const set< string > "eNames, bool returnAll) | ReportWriter | virtual |
| writeNettingSetColva(ore::data::Report &report, QuantLib::ext::shared_ptr< PostProcess > postProcess, const std::string &nettingSetId) | ReportWriter | virtual |
| writeNettingSetCvaSensitivities(ore::data::Report &report, QuantLib::ext::shared_ptr< PostProcess > postProcess, const std::string &nettingSetId) | ReportWriter | virtual |
| writeNettingSetExposures(ore::data::Report &report, QuantLib::ext::shared_ptr< PostProcess > postProcess, const std::string &nettingSetId) | ReportWriter | virtual |
| writeNettingSetExposures(ore::data::Report &report, QuantLib::ext::shared_ptr< PostProcess > postProcess) | ReportWriter | virtual |
| writeNpv(ore::data::Report &report, const std::string &baseCurrency, QuantLib::ext::shared_ptr< ore::data::Market > market, const std::string &configuration, QuantLib::ext::shared_ptr< Portfolio > portfolio) | ReportWriter | virtual |
| writePnlReport(ore::data::Report &report, const ext::shared_ptr< InMemoryReport > &t0NpvReport, const ext::shared_ptr< InMemoryReport > &t0NpvLaggedReport, const ext::shared_ptr< InMemoryReport > &t1NpvLaggedReport, const ext::shared_ptr< InMemoryReport > &t1NpvReport, const ext::shared_ptr< InMemoryReport > &t0CashFlowReport, const Date &startDate, const Date &endDate, const std::string &baseCurrency, const ext::shared_ptr< ore::data::Market > &market, const std::string &configuration, const ext::shared_ptr< Portfolio > &portfolio) | ReportWriter | virtual |
| writePricingStats(ore::data::Report &report, const QuantLib::ext::shared_ptr< Portfolio > &portfolio) | ReportWriter | virtual |
| writeScenarioDistributions(const QuantLib::ext::shared_ptr< ore::analytics::ScenarioGenerator > &generator, const std::vector< ore::analytics::RiskFactorKey > &keys, QuantLib::Size numPaths, const std::vector< QuantLib::Date > &dates, QuantLib::Size distSteps, ore::data::Report &report) | ReportWriter | virtual |
| writeScenarioReport(ore::data::Report &report, const std::vector< QuantLib::ext::shared_ptr< SensitivityCube > > &sensitivityCubes, QuantLib::Real outputThreshold=0.0) | ReportWriter | virtual |
| writeScenarioStatistics(const QuantLib::ext::shared_ptr< ore::analytics::ScenarioGenerator > &generator, const std::vector< ore::analytics::RiskFactorKey > &keys, QuantLib::Size numPaths, const std::vector< QuantLib::Date > &dates, ore::data::Report &report) | ReportWriter | virtual |
| writeSensitivityConfigReport(ore::data::Report &report, const std::map< RiskFactorKey, QuantLib::Real > &shiftSizes, const std::map< RiskFactorKey, QuantLib::Real > &baseValues, const std::map< RiskFactorKey, std::string > &keyToFactor) | ReportWriter | virtual |
| writeSensitivityReport(ore::data::Report &report, const QuantLib::ext::shared_ptr< SensitivityStream > &ss, QuantLib::Real outputThreshold=0.0, QuantLib::Size outputPrecision=2) | ReportWriter | virtual |
| writeSIMMData(const ore::analytics::Crif &simmData, const QuantLib::ext::shared_ptr< ore::data::Report > &dataReport, const bool hasNettingSetDetails=false) | ReportWriter | virtual |
| writeSIMMReport(const std::map< SimmConfiguration::SimmSide, std::map< NettingSetDetails, std::pair< std::string, SimmResults > > > &simmResultsMap, const QuantLib::ext::shared_ptr< ore::data::Report > report, const bool hasNettingSetDetails=false, const std::string &simmResultCcy="", const std::string &simmCalcCcyCall="", const std::string &simmCalcCcyPost="", const std::string &reportCcy="", QuantLib::Real fxSpot=1.0, QuantLib::Real outputThreshold=0.005) | ReportWriter | virtual |
| writeSIMMReport(const std::map< SimmConfiguration::SimmSide, std::map< NettingSetDetails, std::map< std::string, SimmResults > > > &simmResultsMap, const QuantLib::ext::shared_ptr< ore::data::Report > report, const bool hasNettingSetDetails=false, const std::string &simmResultCcy="", const std::string &simmCalcCcyCall="", const std::string &simmCalcCcyPost="", const std::string &reportCcy="", const bool isFinalSimm=true, QuantLib::Real fxSpot=1.0, QuantLib::Real outputThreshold=0.005) | ReportWriter | virtual |
| writeStockSplitReport(const QuantLib::ext::shared_ptr< ore::analytics::Scenario > &baseScenario, const QuantLib::ext::shared_ptr< ore::analytics::HistoricalScenarioLoader > &hsloader, const QuantLib::ext::shared_ptr< ore::data::AdjustmentFactors > &adjFactors, const QuantLib::ext::shared_ptr< ore::data::Report > &report) | ReportWriter | virtual |
| writeTradeExposures(ore::data::Report &report, QuantLib::ext::shared_ptr< PostProcess > postProcess, const std::string &tradeId) | ReportWriter | virtual |
| writeXVA(ore::data::Report &report, const string &allocationMethod, QuantLib::ext::shared_ptr< Portfolio > portfolio, QuantLib::ext::shared_ptr< PostProcess > postProcess) | ReportWriter | virtual |
| ~ReportWriter() | ReportWriter | virtual |