This is the complete list of members for StressTest, including all inherited members.
baseNPV() | StressTest | |
baseNPV_ | StressTest | private |
delta() | StressTest | |
delta_ | StressTest | private |
labels_ | StressTest | private |
shiftedNPV() | StressTest | |
shiftedNPV_ | StressTest | private |
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_ | StressTest | private |
writeReport(const QuantLib::ext::shared_ptr< ore::data::Report > &report, Real outputThreshold=0.0) | StressTest |