Fully annotated reference manual - version 1.8.12
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This is the complete list of members for SimmConfigurationCalibration, including all inherited members.
| addLabels2(const CrifRecord::RiskType &rt, const std::string &label_2) override | SimmConfigurationCalibration | virtual |
| addLabels2Impl(const CrifRecord::RiskType &rt, const std::string &label_2) | SimmConfigurationBase | protected |
| AMFQ enum value | SimmConfiguration | |
| Amounts typedef | SimmConfigurationBase | |
| APRA enum value | SimmConfiguration | |
| BACEN enum value | SimmConfiguration | |
| basecorrCorr_ | SimmConfigurationBase | protected |
| bucket(const CrifRecord::RiskType &rt, const std::string &qualifier) const override | SimmConfigurationBase | virtual |
| bucketMapper() const override | SimmConfigurationBase | virtual |
| buckets(const CrifRecord::RiskType &rt) const override | SimmConfigurationBase | virtual |
| ccyGroups_ | SimmConfigurationCalibration | private |
| CFTC enum value | SimmConfiguration | |
| checkValue(const std::string &, const std::vector< std::string > &) const | SimmConfigurationBase | |
| concentrationThreshold(const CrifRecord::RiskType &rt, const std::string &qualifier) const override | SimmConfigurationBase | virtual |
| correlation(const CrifRecord::RiskType &firstRt, const std::string &firstQualifier, const std::string &firstLabel_1, const std::string &firstLabel_2, const CrifRecord::RiskType &secondRt, const std::string &secondQualifier, const std::string &secondLabel_1, const std::string &secondLabel_2, const std::string &calculationCurrency="") const override | SimmConfigurationCalibration | virtual |
| correlationRiskClasses(const RiskClass &rc_1, const RiskClass &rc_2) const override | SimmConfigurationBase | virtual |
| crnqDiffIntraCorr_ | SimmConfigurationBase | protected |
| crnqInterCorr_ | SimmConfigurationBase | protected |
| crnqResidualIntraCorr_ | SimmConfigurationBase | protected |
| crnqSameIntraCorr_ | SimmConfigurationBase | protected |
| crqDiffIntraCorr_ | SimmConfigurationBase | protected |
| crqResidualIntraCorr_ | SimmConfigurationBase | protected |
| crqSameIntraCorr_ | SimmConfigurationBase | protected |
| curvatureMarginScaling() const override | SimmConfigurationCalibration | virtual |
| curvatureWeight(const CrifRecord::RiskType &rt, const std::string &label_1) const override | SimmConfigurationBase | virtual |
| curvatureWeights_ | SimmConfigurationBase | protected |
| ESA enum value | SimmConfiguration | |
| FINMA enum value | SimmConfiguration | |
| fxCorr_ | SimmConfigurationBase | protected |
| greater_than(const CrifRecord::ProductClass &lhs, const CrifRecord::ProductClass &rhs) | SimmConfiguration | static |
| greater_than_or_equal_to(const CrifRecord::ProductClass &lhs, const CrifRecord::ProductClass &rhs) | SimmConfiguration | static |
| group(const std::string &qualifier, const std::map< std::string, std::set< std::string > > &groups) const | SimmConfigurationCalibration | private |
| hasBucketMapping(const CrifRecord::RiskType &rt, const std::string &qualifier) const override | SimmConfiguration | virtual |
| hasBuckets(const CrifRecord::RiskType &rt) const override | SimmConfigurationBase | virtual |
| historicalVolatilityRatio(const CrifRecord::RiskType &rt) const override | SimmConfigurationBase | virtual |
| historicalVolatilityRatios_ | SimmConfigurationBase | protected |
| HKMA enum value | SimmConfiguration | |
| hvr_ir_ | SimmConfigurationCalibration | private |
| IMModel enum name | SimmConfiguration | |
| Included enum value | SimmConfiguration | |
| infCorr_ | SimmConfigurationBase | protected |
| infVolCorr_ | SimmConfigurationBase | protected |
| interBucketCorrelation_ | SimmConfigurationBase | protected |
| intraBucketCorrelation_ | SimmConfigurationBase | protected |
| Invalid enum value | SimmConfiguration | |
| irInterCurrencyCorr_ | SimmConfigurationBase | protected |
| irSubCurveCorr_ | SimmConfigurationBase | protected |
| isSimmConfigCalibration() const override | SimmConfigurationCalibration | virtual |
| isValidRiskType(const CrifRecord::RiskType &rt) const override | SimmConfigurationBase | virtual |
| JFSA enum value | SimmConfiguration | |
| KFSC enum value | SimmConfiguration | |
| label2(const QuantLib::ext::shared_ptr< QuantLib::InterestRateIndex > &irIndex) const override | SimmConfigurationCalibration | virtual |
| ore::analytics::SimmConfigurationBase::label2(const QuantLib::Period &p) const | CrifConfiguration | virtual |
| labelIndex(const std::string &label, const std::vector< std::string > &labels) const | SimmConfigurationBase | protected |
| labels1(const CrifRecord::RiskType &rt) const override | SimmConfigurationBase | virtual |
| labels2(const CrifRecord::RiskType &rt) const override | SimmConfigurationBase | virtual |
| less_than(const CrifRecord::ProductClass &lhs, const CrifRecord::ProductClass &rhs) | SimmConfiguration | static |
| less_than_or_equal_to(const CrifRecord::ProductClass &lhs, const CrifRecord::ProductClass &rhs) | SimmConfiguration | static |
| makeKey(const std::string &, const std::string &, const std::string &) const | SimmConfigurationBase | protected |
| mapBuckets_ | SimmConfigurationBase | protected |
| mapLabels_1_ | SimmConfigurationBase | protected |
| mapLabels_2_ | SimmConfigurationBase | protected |
| MarginType enum name | SimmConfiguration | |
| marginTypes(bool includeAll=false) | SimmConfiguration | static |
| MAS enum value | SimmConfiguration | |
| maxProductClass(CrifRecord::ProductClass pc1, CrifRecord::ProductClass pc2) | SimmConfiguration | static |
| mporDays() const | SimmConfigurationBase | |
| mporDays_ | SimmConfigurationBase | protected |
| name() const override | SimmConfigurationBase | virtual |
| name_ | SimmConfigurationBase | private |
| NONREG enum value | SimmConfiguration | |
| numberOfMarginTypes | SimmConfiguration | protectedstatic |
| numberOfRegulations | SimmConfiguration | protectedstatic |
| numberOfRiskClasses | SimmConfiguration | protectedstatic |
| OSFI enum value | SimmConfiguration | |
| productClasses(bool includeAll=false) | SimmConfiguration | static |
| RBI enum value | SimmConfiguration | |
| Regulation enum name | SimmConfiguration | |
| RiskClass enum name | SimmConfiguration | |
| riskClassCorrelation_ | SimmConfigurationBase | protected |
| riskClasses(bool includeAll=false) | SimmConfiguration | static |
| riskClassToRiskType(const RiskClass &rc) | SimmConfiguration | static |
| riskTypes(bool includeAll=false) | SimmConfiguration | static |
| riskTypeToRiskClass(const CrifRecord::RiskType &rt) | SimmConfiguration | static |
| rwBucket_ | SimmConfigurationBase | protected |
| rwLabel_1_ | SimmConfigurationBase | protected |
| rwRiskType_ | SimmConfigurationBase | protected |
| SANT enum value | SimmConfiguration | |
| SEC enum value | SimmConfiguration | |
| SEC_unseg enum value | SimmConfiguration | |
| SFC enum value | SimmConfiguration | |
| sigma(const CrifRecord::RiskType &rt, boost::optional< std::string > qualifier=boost::none, boost::optional< std::string > label_1=boost::none, const std::string &calculationCurrency="") const override | SimmConfigurationBase | virtual |
| sigmaMultiplier() const | SimmConfigurationBase | private |
| simmBucketMapper_ | SimmConfigurationBase | protected |
| simmConcentration_ | SimmConfigurationBase | protected |
| SimmConfigurationBase(const QuantLib::ext::shared_ptr< SimmBucketMapper > &simmBucketMapper, const std::string &name, const std::string version, QuantLib::Size mporDays=10) | SimmConfigurationBase | protected |
| SimmConfigurationCalibration(const QuantLib::ext::shared_ptr< SimmBucketMapper > &simmBucketMapper, const QuantLib::ext::shared_ptr< SimmCalibration > &simmCalibration, const QuantLib::Size &mporDays=10, const std::string &name="SIMM Calibration") | SimmConfigurationCalibration | |
| SimmSide enum name | SimmConfiguration | |
| UK enum value | SimmConfiguration | |
| Unspecified enum value | SimmConfiguration | |
| USPR enum value | SimmConfiguration | |
| validRiskTypes_ | SimmConfigurationBase | protected |
| version() const override | SimmConfigurationBase | virtual |
| version_ | SimmConfigurationBase | protected |
| weight(const CrifRecord::RiskType &rt, boost::optional< std::string > qualifier=boost::none, boost::optional< std::string > label_1=boost::none, const std::string &calculationCurrency="") const override | SimmConfigurationCalibration | virtual |
| xccyCorr_ | SimmConfigurationBase | protected |
| ~CrifConfiguration() | CrifConfiguration | virtual |
| ~SimmConfiguration() | SimmConfiguration | virtual |