Fully annotated reference manual - version 1.8.12
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This is the complete list of members for XvaEngineCG, including all inherited members.
| asof_ | XvaEngineCG | private |
| baseModelParams_ | XvaEngineCG | private |
| bumpCvaSensis_ | XvaEngineCG | private |
| camBuilder_ | XvaEngineCG | private |
| context_ | XvaEngineCG | private |
| continueOnCalibrationError_ | XvaEngineCG | private |
| continueOnError_ | XvaEngineCG | private |
| crossAssetModelData_ | XvaEngineCG | private |
| curveConfigs_ | XvaEngineCG | private |
| engineData_ | XvaEngineCG | private |
| epeReport_ | XvaEngineCG | private |
| exposureReport() | XvaEngineCG | |
| grads_ | XvaEngineCG | private |
| iborFallbackConfig_ | XvaEngineCG | private |
| indicators_ | ProgressReporter | private |
| initMarket_ | XvaEngineCG | private |
| loader_ | XvaEngineCG | private |
| marketConfiguration_ | XvaEngineCG | private |
| marketConfigurationInCcy_ | XvaEngineCG | private |
| model_ | XvaEngineCG | private |
| nodesA_ | XvaEngineCG | private |
| nodesB_ | XvaEngineCG | private |
| nodesC_ | XvaEngineCG | private |
| nodesD_ | XvaEngineCG | private |
| opNodeRequirements_ | XvaEngineCG | private |
| ops_ | XvaEngineCG | private |
| populateConstants(std::vector< RandomVariable > &values) const | XvaEngineCG | private |
| populateModelParameters(std::vector< RandomVariable > &values, const std::vector< std::pair< std::size_t, double > > &modelParameters) const | XvaEngineCG | private |
| populateRandomVariates(std::vector< RandomVariable > &values) const | XvaEngineCG | private |
| portfolio_ | XvaEngineCG | private |
| progressIndicators() const | ProgressReporter | |
| ProgressReporter() | ProgressReporter | |
| referenceData_ | XvaEngineCG | private |
| registerProgressIndicator(const QuantLib::ext::shared_ptr< ProgressIndicator > &indicator) | ProgressReporter | |
| resetProgress() | ProgressReporter | |
| scenarioGeneratorData_ | XvaEngineCG | private |
| sensiReport() | XvaEngineCG | |
| sensiReport_ | XvaEngineCG | private |
| sensiScenarioGenerator_ | XvaEngineCG | private |
| sensitivityData_ | XvaEngineCG | private |
| simMarket_ | XvaEngineCG | private |
| simMarketData_ | XvaEngineCG | private |
| todaysMarketParams_ | XvaEngineCG | 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 | |
| XvaEngineCG(const Size nThreads, const Date &asof, const QuantLib::ext::shared_ptr< ore::data::Loader > &loader, const QuantLib::ext::shared_ptr< ore::data::CurveConfigurations > &curveConfigs, const QuantLib::ext::shared_ptr< ore::data::TodaysMarketParameters > &todaysMarketParams, const QuantLib::ext::shared_ptr< ore::analytics::ScenarioSimMarketParameters > &simMarketData, const QuantLib::ext::shared_ptr< ore::data::EngineData > &engineData, const QuantLib::ext::shared_ptr< ore::analytics::CrossAssetModelData > &crossAssetModelData, const QuantLib::ext::shared_ptr< ore::analytics::ScenarioGeneratorData > &scenarioGeneratorData, const QuantLib::ext::shared_ptr< ore::data::Portfolio > &portfolio, const string &marketConfiguration=Market::defaultConfiguration, const string &marketConfigurationInCcy=Market::inCcyConfiguration, const QuantLib::ext::shared_ptr< ore::analytics::SensitivityScenarioData > &sensitivityData=nullptr, const QuantLib::ext::shared_ptr< ReferenceDataManager > &referenceData=nullptr, const IborFallbackConfig &iborFallbackConfig=IborFallbackConfig::defaultConfig(), const bool bumpCvaSensis=false, const bool continueOnCalibrationError=true, const bool continueOnError=true, const std::string &context="xva engine cg") | XvaEngineCG |