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Fully annotated reference manual - version 1.8.12
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ScenarioShiftCalculator Member List

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

ScenarioShiftCalculator(const QuantLib::ext::shared_ptr< ore::analytics::SensitivityScenarioData > &sensitivityConfig, const QuantLib::ext::shared_ptr< ore::analytics::ScenarioSimMarketParameters > &simMarketConfig, const QuantLib::ext::shared_ptr< ore::analytics::ScenarioSimMarket > &simMarket=QuantLib::ext::shared_ptr< ore::analytics::ScenarioSimMarket >())ScenarioShiftCalculator
sensitivityConfig_ScenarioShiftCalculatorprivate
shift(const ore::analytics::RiskFactorKey &key, const ore::analytics::Scenario &s_1, const ore::analytics::Scenario &s_2) constScenarioShiftCalculator
simMarket_ScenarioShiftCalculatorprivate
simMarketConfig_ScenarioShiftCalculatorprivate
transform(const ore::analytics::RiskFactorKey &key, QuantLib::Real value, const QuantLib::Date &asof) constScenarioShiftCalculatorprivate