Fully annotated reference manual - version 1.8.13.0
Loading...
Searching...
No Matches
This is the complete list of members for StressScenarioGenerator, including all inherited members.
| addCapFloorVolShifts(StressTestScenarioData::StressTestData &data, QuantLib::ext::shared_ptr< Scenario > &scenario) | StressScenarioGenerator | private |
| addDefaultCurveShifts(StressTestScenarioData::StressTestData &data, QuantLib::ext::shared_ptr< Scenario > &scenario) | StressScenarioGenerator | private |
| addDiscountCurveShifts(StressTestScenarioData::StressTestData &data, QuantLib::ext::shared_ptr< Scenario > &scenario) | StressScenarioGenerator | private |
| addEquityShifts(StressTestScenarioData::StressTestData &data, QuantLib::ext::shared_ptr< Scenario > &scenario) | StressScenarioGenerator | private |
| addEquityVolShifts(StressTestScenarioData::StressTestData &data, QuantLib::ext::shared_ptr< Scenario > &scenario) | StressScenarioGenerator | private |
| addFxShifts(StressTestScenarioData::StressTestData &data, QuantLib::ext::shared_ptr< Scenario > &scenario) | StressScenarioGenerator | private |
| addFxVolShifts(StressTestScenarioData::StressTestData &data, QuantLib::ext::shared_ptr< Scenario > &scenario) | StressScenarioGenerator | private |
| addIndexCurveShifts(StressTestScenarioData::StressTestData &data, QuantLib::ext::shared_ptr< Scenario > &scenario) | StressScenarioGenerator | private |
| addRecoveryRateShifts(StressTestScenarioData::StressTestData &data, QuantLib::ext::shared_ptr< Scenario > &scenario) | StressScenarioGenerator | private |
| addSecuritySpreadShifts(StressTestScenarioData::StressTestData &data, QuantLib::ext::shared_ptr< Scenario > &scenario) | StressScenarioGenerator | private |
| addSurvivalProbabilityShifts(StressTestScenarioData::StressTestData &data, QuantLib::ext::shared_ptr< Scenario > &scenario) | StressScenarioGenerator | private |
| addSwaptionVolShifts(StressTestScenarioData::StressTestData &data, QuantLib::ext::shared_ptr< Scenario > &scenario) | StressScenarioGenerator | private |
| addYieldCurveShifts(StressTestScenarioData::StressTestData &data, QuantLib::ext::shared_ptr< Scenario > &scenario) | StressScenarioGenerator | private |
| applyShift(Size j, Real shiftSize, bool up, ShiftType type, const vector< Time > &shiftTimes, const vector< Real > &values, const vector< Time > ×, vector< Real > &shiftedValues, bool initialise) | ShiftScenarioGenerator | |
| applyShift(Size j, Size k, Real shiftSize, bool up, ShiftType type, const vector< Time > &shiftX, const vector< Time > &shiftY, const vector< Time > &dataX, const vector< Time > &dataY, const vector< vector< Real > > &data, vector< vector< Real > > &shiftedData, bool initialise) | ShiftScenarioGenerator | |
| baseScenario() | ShiftScenarioGenerator | |
| baseScenario() const | ShiftScenarioGenerator | |
| baseScenario_ | ShiftScenarioGenerator | protected |
| baseScenarioAbsolute_ | StressScenarioGenerator | private |
| counter_ | ShiftScenarioGenerator | protected |
| factorToKey() | ShiftScenarioGenerator | |
| factorToKey_ | ShiftScenarioGenerator | protected |
| generateScenarios() | StressScenarioGenerator | private |
| keyToFactor() | ShiftScenarioGenerator | |
| keyToFactor_ | ShiftScenarioGenerator | protected |
| next(const Date &d) override | ShiftScenarioGenerator | virtual |
| reset() override | ShiftScenarioGenerator | virtual |
| samples() | ShiftScenarioGenerator | |
| scenarioDescriptions() | ShiftScenarioGenerator | |
| scenarioDescriptions_ | ShiftScenarioGenerator | protected |
| scenarios() | ShiftScenarioGenerator | |
| scenarios_ | ShiftScenarioGenerator | protected |
| ShiftScenarioGenerator(const QuantLib::ext::shared_ptr< Scenario > &baseScenario, const QuantLib::ext::shared_ptr< ScenarioSimMarketParameters > &simMarketData, const QuantLib::ext::weak_ptr< ScenarioSimMarket > &simMarket) | ShiftScenarioGenerator | |
| simMarket_ | ShiftScenarioGenerator | protected |
| simMarketData_ | ShiftScenarioGenerator | protected |
| stressData_ | StressScenarioGenerator | private |
| stressScenarioFactory_ | StressScenarioGenerator | private |
| StressScenarioGenerator(const QuantLib::ext::shared_ptr< StressTestScenarioData > &stressData, const QuantLib::ext::shared_ptr< Scenario > &baseScenario, const QuantLib::ext::shared_ptr< ScenarioSimMarketParameters > &simMarketData, const QuantLib::ext::shared_ptr< ScenarioSimMarket > &simMarket, const QuantLib::ext::shared_ptr< ScenarioFactory > &stressScenarioFactory, const QuantLib::ext::shared_ptr< Scenario > &baseScenarioAbsolute=nullptr) | StressScenarioGenerator | |
| ~ScenarioGenerator() | ScenarioGenerator | virtual |
| ~ShiftScenarioGenerator() | ShiftScenarioGenerator | |
| ~StressScenarioGenerator() | StressScenarioGenerator |