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

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

calculate(const QuantLib::ext::shared_ptr< Trade > &trade, Size tradeIndex, const QuantLib::ext::shared_ptr< SimMarket > &simMarket, QuantLib::ext::shared_ptr< NPVCube > &outputCube, QuantLib::ext::shared_ptr< NPVCube > &outputCubeNettingSet, const Date &date, Size dateIndex, Size sample, bool isCloseOut=false)=0ValuationCalculatorpure virtual
calculateT0(const QuantLib::ext::shared_ptr< Trade > &trade, Size tradeIndex, const QuantLib::ext::shared_ptr< SimMarket > &simMarket, QuantLib::ext::shared_ptr< NPVCube > &outputCube, QuantLib::ext::shared_ptr< NPVCube > &outputCubeNettingSet)=0ValuationCalculatorpure virtual
init(const QuantLib::ext::shared_ptr< Portfolio > &portfolio, const QuantLib::ext::shared_ptr< SimMarket > &simMarket)=0ValuationCalculatorpure virtual
initScenario()=0ValuationCalculatorpure virtual
~ValuationCalculator()ValuationCalculatorvirtual