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

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

baseNPV()StressTest
baseNPV_StressTestprivate
delta()StressTest
delta_StressTestprivate
labels_StressTestprivate
shiftedNPV()StressTest
shiftedNPV_StressTestprivate
StressTest(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< StressTestScenarioData > &stressData, const ore::data::CurveConfigurations &curveConfigs=ore::data::CurveConfigurations(), const ore::data::TodaysMarketParameters &todaysMarketParams=ore::data::TodaysMarketParameters(), QuantLib::ext::shared_ptr< ScenarioFactory > scenarioFactory={}, const QuantLib::ext::shared_ptr< ReferenceDataManager > &referenceData=nullptr, const IborFallbackConfig &iborFallbackConfig=IborFallbackConfig::defaultConfig(), bool continueOnError=false)StressTest
stressTests()StressTest
trades()StressTest
trades_StressTestprivate
writeReport(const QuantLib::ext::shared_ptr< ore::data::Report > &report, Real outputThreshold=0.0)StressTest