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Fully annotated reference manual - version 1.8.12
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SensitivityCube Member List

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

actualShiftSize(const RiskFactorKey &riskFactorKey) constSensitivityCube
actualShiftSizes_SensitivityCubeprivate
crossFactor(const Size crossIndex) constSensitivityCube
crossFactors() constSensitivityCube
crossFactors_SensitivityCubeprivate
crossGamma(const Size tradeIdx, const crossPair &riskFactorKeyPair) constSensitivityCube
crossGamma(const std::string &tradeId, const crossPair &riskFactorKeyPair) constSensitivityCube
crossGamma(QuantLib::Size tradeIdx, QuantLib::Size upIdx_1, QuantLib::Size upIdx_2, QuantLib::Size crossId, QuantLib::Real scaling1, QuantLib::Real scaling2) constSensitivityCube
crossIndexToKey_SensitivityCubeprivate
crossPair typedefSensitivityCube
cube_SensitivityCubeprivate
delta(const Size tradeIdx, const RiskFactorKey &riskFactorKey) constSensitivityCube
delta(const std::string &tradeId, const RiskFactorKey &riskFactorKey) constSensitivityCube
downFactors() constSensitivityCube
downFactors_SensitivityCubeprivate
downIndexToKey_SensitivityCubeprivate
factorDescription(const RiskFactorKey &riskFactorKey) constSensitivityCube
factors() constSensitivityCube
factors_SensitivityCubeprivate
gamma(const Size tradeIdx, const RiskFactorKey &riskFactorKey) constSensitivityCube
gamma(const std::string &tradeId, const RiskFactorKey &riskFactorKey) constSensitivityCube
hasScenario(const ShiftScenarioDescription &scenarioDescription) constSensitivityCube
hasTrade(const std::string &tradeId) constSensitivityCube
initialise()SensitivityCubeprivate
npv(const std::string &tradeId) constSensitivityCube
npv(QuantLib::Size id) constSensitivityCube
npvCube() constSensitivityCube
relevantRiskFactors() constSensitivityCube
scenarioDescriptions() constSensitivityCube
scenarioDescriptions_SensitivityCubeprivate
scenarioIdx_SensitivityCubeprivate
SensitivityCube(const QuantLib::ext::shared_ptr< NPVSensiCube > &cube, const std::vector< ShiftScenarioDescription > &scenarioDescriptions, const std::map< RiskFactorKey, QuantLib::Real > &targetShiftSizes, const std::map< RiskFactorKey, QuantLib::Real > &actualShiftSizes, const std::map< RiskFactorKey, ShiftScheme > &shiftSchemes)SensitivityCube
SensitivityCube(const QuantLib::ext::shared_ptr< NPVSensiCube > &cube, const std::vector< std::string > &scenarioDescriptions, const std::map< RiskFactorKey, QuantLib::Real > &targetShiftSizes, const std::map< RiskFactorKey, QuantLib::Real > &actualshiftSizes, const std::map< RiskFactorKey, ShiftScheme > &shiftSchemes)SensitivityCube
ShiftScenarioDescription typedefSensitivityCube
shiftScheme(const RiskFactorKey &riskFactorKey) constSensitivityCube
shiftSchemes_SensitivityCubeprivate
targetShiftSize(const RiskFactorKey &riskFactorKey) constSensitivityCube
targetShiftSizes_SensitivityCubeprivate
tradeIdx() constSensitivityCube
tradeIdx_SensitivityCubeprivate
upDownFactor(const Size index) constSensitivityCube
upFactors() constSensitivityCube
upFactors_SensitivityCubeprivate
upIndexToKey_SensitivityCubeprivate