Fully annotated reference manual - version 1.8.12
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This is the complete list of members for ValuationEngine, including all inherited members.
| buildCube(const QuantLib::ext::shared_ptr< data::Portfolio > &portfolio, QuantLib::ext::shared_ptr< analytics::NPVCube > outputCube, std::vector< QuantLib::ext::shared_ptr< ValuationCalculator > > calculators, bool mporStickyDate=true, QuantLib::ext::shared_ptr< analytics::NPVCube > outputCubeNettingSet=nullptr, QuantLib::ext::shared_ptr< analytics::NPVCube > outputCptyCube=nullptr, std::vector< QuantLib::ext::shared_ptr< CounterpartyCalculator > > cptyCalculators={}, bool dryRun=false) | ValuationEngine | |
| dg_ | ValuationEngine | private |
| indicators_ | ProgressReporter | private |
| modelBuilders_ | ValuationEngine | private |
| populateCube(const QuantLib::Date &d, size_t cubeDateIndex, size_t sample, bool isValueDate, bool isStickyDate, bool scenarioUpdated, const std::map< std::string, QuantLib::ext::shared_ptr< ore::data::Trade > > &trades, std::vector< bool > &tradeHasError, const std::vector< QuantLib::ext::shared_ptr< ValuationCalculator > > &calculators, QuantLib::ext::shared_ptr< analytics::NPVCube > &outputCube, QuantLib::ext::shared_ptr< analytics::NPVCube > &outputCubeNettingSet, const std::map< std::string, size_t > &counterparties, const std::vector< QuantLib::ext::shared_ptr< CounterpartyCalculator > > &cptyCalculators, QuantLib::ext::shared_ptr< analytics::NPVCube > &outputCptyCube) | ValuationEngine | private |
| progressIndicators() const | ProgressReporter | |
| ProgressReporter() | ProgressReporter | |
| recalibrateModels() | ValuationEngine | private |
| registerProgressIndicator(const QuantLib::ext::shared_ptr< ProgressIndicator > &indicator) | ProgressReporter | |
| resetProgress() | ProgressReporter | |
| runCalculators(bool isCloseOutDate, const std::map< std::string, QuantLib::ext::shared_ptr< ore::data::Trade > > &trades, std::vector< bool > &tradeHasError, const std::vector< QuantLib::ext::shared_ptr< ValuationCalculator > > &calculators, QuantLib::ext::shared_ptr< analytics::NPVCube > &outputCube, QuantLib::ext::shared_ptr< analytics::NPVCube > &outputCubeSensis, const QuantLib::Date &d, const QuantLib::Size cubeDateIndex, const QuantLib::Size sample, const std::string &label="") | ValuationEngine | private |
| runCalculators(bool isCloseOutDate, const std::map< std::string, QuantLib::Size > &counterparties, const std::vector< QuantLib::ext::shared_ptr< CounterpartyCalculator > > &calculators, QuantLib::ext::shared_ptr< analytics::NPVCube > &cptyCube, const QuantLib::Date &d, const QuantLib::Size cubeDateIndex, const QuantLib::Size sample) | ValuationEngine | private |
| simMarket_ | ValuationEngine | private |
| today_ | ValuationEngine | private |
| tradeExercisable(bool enable, const std::map< std::string, QuantLib::ext::shared_ptr< ore::data::Trade > > &trades) | ValuationEngine | private |
| unregisterAllProgressIndicators() | ProgressReporter | |
| unregisterProgressIndicator(const QuantLib::ext::shared_ptr< ProgressIndicator > &indicator) | ProgressReporter | |
| updateProgress(const unsigned long progress, const unsigned long total, const std::string &detail="") | ProgressReporter | |
| ValuationEngine(const QuantLib::Date &today, const QuantLib::ext::shared_ptr< ore::data::DateGrid > &dg, const QuantLib::ext::shared_ptr< analytics::SimMarket > &simMarket, const set< std::pair< std::string, QuantLib::ext::shared_ptr< QuantExt::ModelBuilder > > > &modelBuilders=set< std::pair< std::string, QuantLib::ext::shared_ptr< QuantExt::ModelBuilder > > >()) | ValuationEngine |