This is the complete list of members for SensitivityAggregator, including all inherited members.
add(SensitivityRecord &sr, std::set< SensitivityRecord > &records) | SensitivityAggregator | private |
aggRecords_ | SensitivityAggregator | private |
aggregate(SensitivityStream &ss, const QuantLib::ext::shared_ptr< ScenarioFilter > &filter=QuantLib::ext::make_shared< ScenarioFilter >()) | SensitivityAggregator | |
categories_ | SensitivityAggregator | private |
CrossPair typedef | SensitivityAggregator | |
generateDeltaGamma(const std::string &category, std::map< RiskFactorKey, QuantLib::Real > &deltas, std::map< CrossPair, QuantLib::Real > &gammas) | SensitivityAggregator | |
inCategory(const std::string &tradeId, const std::string &category) const | SensitivityAggregator | private |
init() | SensitivityAggregator | private |
reset() | SensitivityAggregator | |
sensitivities(const std::string &category) const | SensitivityAggregator | |
SensitivityAggregator(const std::map< std::string, std::set< std::pair< std::string, QuantLib::Size > > > &categories) | SensitivityAggregator | |
SensitivityAggregator(const std::map< std::string, std::function< bool(std::string)> > &categories) | SensitivityAggregator | |
setCategories_ | SensitivityAggregator | private |