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Fully annotated reference manual - version 1.8.12
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SensitivityAggregator Member List

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

add(SensitivityRecord &sr, std::set< SensitivityRecord > &records)SensitivityAggregatorprivate
aggRecords_SensitivityAggregatorprivate
aggregate(SensitivityStream &ss, const QuantLib::ext::shared_ptr< ScenarioFilter > &filter=QuantLib::ext::make_shared< ScenarioFilter >())SensitivityAggregator
categories_SensitivityAggregatorprivate
CrossPair typedefSensitivityAggregator
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) constSensitivityAggregatorprivate
init()SensitivityAggregatorprivate
reset()SensitivityAggregator
sensitivities(const std::string &category) constSensitivityAggregator
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_SensitivityAggregatorprivate