This is the complete list of members for SensitivityAnalysis, including all inherited members.
asof() const | SensitivityAnalysis | |
asof_ | SensitivityAnalysis | private |
context_ | SensitivityAnalysis | private |
continueOnError_ | SensitivityAnalysis | private |
curveConfigs_ | SensitivityAnalysis | private |
dryRun_ | SensitivityAnalysis | private |
engineData_ | SensitivityAnalysis | private |
generateSensitivities() | SensitivityAnalysis | |
iborFallbackConfig_ | SensitivityAnalysis | private |
indicators_ | ProgressReporter | private |
loader_ | SensitivityAnalysis | private |
market_ | SensitivityAnalysis | private |
marketConfiguration() const | SensitivityAnalysis | |
marketConfiguration_ | SensitivityAnalysis | private |
modelBuilders_ | SensitivityAnalysis | private |
nonShiftedBaseCurrencyConversion_ | SensitivityAnalysis | private |
nThreads_ | SensitivityAnalysis | private |
overrideTenors(const bool b) | SensitivityAnalysis | |
overrideTenors_ | SensitivityAnalysis | private |
portfolio() const | SensitivityAnalysis | |
portfolio_ | SensitivityAnalysis | private |
progressIndicators() const | ProgressReporter | |
ProgressReporter() | ProgressReporter | |
recalibrateModels_ | SensitivityAnalysis | private |
referenceData_ | SensitivityAnalysis | private |
registerProgressIndicator(const QuantLib::ext::shared_ptr< ProgressIndicator > &indicator) | ProgressReporter | |
resetProgress() | ProgressReporter | |
scenarioGenerator() const | SensitivityAnalysis | |
scenarioGenerator_ | SensitivityAnalysis | private |
sensiCube() const | SensitivityAnalysis | |
sensiCubes() const | SensitivityAnalysis | |
sensiCubes_ | SensitivityAnalysis | private |
SensitivityAnalysis(const QuantLib::ext::shared_ptr< ore::data::Portfolio > &portfolio, const QuantLib::ext::shared_ptr< ore::data::Market > &market, const string &marketConfiguration, const QuantLib::ext::shared_ptr< ore::data::EngineData > &engineData, const QuantLib::ext::shared_ptr< ScenarioSimMarketParameters > &simMarketData, const QuantLib::ext::shared_ptr< SensitivityScenarioData > &sensitivityData, const bool recalibrateModels, const QuantLib::ext::shared_ptr< ore::data::CurveConfigurations > &curveConfigs=nullptr, const QuantLib::ext::shared_ptr< ore::data::TodaysMarketParameters > &todaysMarketParams=nullptr, const bool nonShiftedBaseCurrencyConversion=false, const QuantLib::ext::shared_ptr< ReferenceDataManager > &referenceData=nullptr, const IborFallbackConfig &iborFallbackConfig=IborFallbackConfig::defaultConfig(), const bool continueOnError=false, bool dryRun=false) | SensitivityAnalysis | |
SensitivityAnalysis(const Size nThreads, const Date &asof, const QuantLib::ext::shared_ptr< ore::data::Loader > &loader, const QuantLib::ext::shared_ptr< ore::data::Portfolio > &portfolio, const string &marketConfiguration, const QuantLib::ext::shared_ptr< ore::data::EngineData > &engineData, const QuantLib::ext::shared_ptr< ore::analytics::ScenarioSimMarketParameters > &simMarketData, const QuantLib::ext::shared_ptr< ore::analytics::SensitivityScenarioData > &sensitivityData, const bool recalibrateModels, const QuantLib::ext::shared_ptr< ore::data::CurveConfigurations > &curveConfigs, const QuantLib::ext::shared_ptr< ore::data::TodaysMarketParameters > &todaysMarketParams, const bool nonShiftedBaseCurrencyConversion=false, const QuantLib::ext::shared_ptr< ReferenceDataManager > &referenceData=nullptr, const IborFallbackConfig &iborFallbackConfig=IborFallbackConfig::defaultConfig(), const bool continueOnError=false, bool dryRun=false, const std::string &context="sensi analysis") | SensitivityAnalysis | |
sensitivityData() const | SensitivityAnalysis | |
sensitivityData_ | SensitivityAnalysis | private |
simMarket() const | SensitivityAnalysis | |
simMarket_ | SensitivityAnalysis | private |
simMarketData() const | SensitivityAnalysis | |
simMarketData_ | SensitivityAnalysis | private |
todaysMarketParams_ | SensitivityAnalysis | private |
unregisterAllProgressIndicators() | ProgressReporter | |
unregisterProgressIndicator(const QuantLib::ext::shared_ptr< ProgressIndicator > &indicator) | ProgressReporter | |
updateProgress(const unsigned long progress, const unsigned long total, const std::string &detail="") | ProgressReporter | |
useSingleThreadedEngine_ | SensitivityAnalysis | private |
~SensitivityAnalysis() | SensitivityAnalysis | virtual |