Logo
Fully annotated reference manual - version 1.8.12
Loading...
Searching...
No Matches
SensitivityAnalysis Member List

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

asof() constSensitivityAnalysis
asof_SensitivityAnalysisprivate
context_SensitivityAnalysisprivate
continueOnError_SensitivityAnalysisprivate
curveConfigs_SensitivityAnalysisprivate
dryRun_SensitivityAnalysisprivate
engineData_SensitivityAnalysisprivate
generateSensitivities()SensitivityAnalysis
iborFallbackConfig_SensitivityAnalysisprivate
indicators_ProgressReporterprivate
loader_SensitivityAnalysisprivate
market_SensitivityAnalysisprivate
marketConfiguration() constSensitivityAnalysis
marketConfiguration_SensitivityAnalysisprivate
modelBuilders_SensitivityAnalysisprivate
nonShiftedBaseCurrencyConversion_SensitivityAnalysisprivate
nThreads_SensitivityAnalysisprivate
overrideTenors(const bool b)SensitivityAnalysis
overrideTenors_SensitivityAnalysisprivate
portfolio() constSensitivityAnalysis
portfolio_SensitivityAnalysisprivate
progressIndicators() constProgressReporter
ProgressReporter()ProgressReporter
recalibrateModels_SensitivityAnalysisprivate
referenceData_SensitivityAnalysisprivate
registerProgressIndicator(const QuantLib::ext::shared_ptr< ProgressIndicator > &indicator)ProgressReporter
resetProgress()ProgressReporter
scenarioGenerator() constSensitivityAnalysis
scenarioGenerator_SensitivityAnalysisprivate
sensiCube() constSensitivityAnalysis
sensiCubes() constSensitivityAnalysis
sensiCubes_SensitivityAnalysisprivate
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() constSensitivityAnalysis
sensitivityData_SensitivityAnalysisprivate
simMarket() constSensitivityAnalysis
simMarket_SensitivityAnalysisprivate
simMarketData() constSensitivityAnalysis
simMarketData_SensitivityAnalysisprivate
todaysMarketParams_SensitivityAnalysisprivate
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_SensitivityAnalysisprivate
~SensitivityAnalysis()SensitivityAnalysisvirtual