- b -

• BacktestArgs() : MarketRiskBacktest::BacktestArgs
• BacktestPNLCalculator() : BacktestPNLCalculator
• BacktestReports() : MarketRiskBacktest::BacktestReports
• balance_t0() : CollateralAccount
• balanceDate() : CollateralAccount
• base() : DeltaScenario
• baseCcy() : ScenarioSimMarketParameters
• baseCorrelation() : SimmCalibration::RiskClassData::CreditQCorrelations
• baseCorrelationDetachmentPoints() : ScenarioSimMarketParameters
• baseCorrelationNames() : ScenarioSimMarketParameters
• baseCorrelationScenarioDescription() : SensitivityScenarioGenerator
• baseCorrelationShiftData() : SensitivityScenarioData
• BaseCorrelationShiftData() : SensitivityScenarioData::BaseCorrelationShiftData
• baseCorrelationTerms() : ScenarioSimMarketParameters
• baseCorrLossLevelsMap() : TestMarketParCurves
• baseCorrRateHelperTenorsMap() : TestMarketParCurves
• baseCorrRateHelperValuesMap() : TestMarketParCurves
• baseCurrency() : ExposureCalculator, InputParameters
• baseNPV() : StressTest
• baseScenario() : HistoricalScenarioGenerator, ScenarioSimMarket, ShiftScenarioGenerator
• baseScenarioAbsolute() : ScenarioSimMarket, SensitivityScenarioGenerator
• baseValues() : SensitivityScenarioGenerator
• begin() : Crif
• benchmarkVarPeriod() : InputParameters
• bucket() : BucketMapping, CrifConfiguration, SimmBucketMapper, SimmBucketMapperBase, SimmCalibration::Amount, SimmConfigurationBase
• bucketMapper() : CrifConfiguration, SimmConfigurationBase
• BucketMapping() : BucketMapping
• buckets() : SimmCalibration::RiskClassData, SimmConfiguration, SimmConfigurationBase
• BufferedSensitivityStream() : BufferedSensitivityStream
• bufferSimulationPaths() : XvaRunner
• build() : AbstractAnalyticBuilder, AnalyticBuilder< T >, AnalyticFactory, CreditMigrationCalculator, CreditMigrationHelper, DynamicInitialMarginCalculator, ExposureAllocator, ExposureCalculator, FlatDynamicInitialMarginCalculator, NettedExposureCalculator, RegressionDynamicInitialMarginCalculator, ScenarioGeneratorBuilder, ValueAdjustmentCalculator
• buildAmcPortfolio() : XvaAnalyticImpl
• buildCamModel() : XvaRunner
• buildClassicCube() : XvaAnalyticImpl
• buildConfigurations() : Analytic
• buildCrossAssetModel() : ScenarioStatisticsAnalyticImpl, XvaAnalyticImpl
• buildCsvLoader() : OREApp
• buildCube() : AMCValuationEngine, MultiThreadedValuationEngine, ValuationEngine, XvaRunner
• buildFailedTrades() : InputParameters
• buildInputParameters() : OREApp
• buildMarket() : Analytic
• buildPortfolio() : Analytic
• buildScenario() : CloneScenarioFactory, DeltaScenarioFactory, ScenarioFactory, SimpleScenarioFactory
• buildScenarioGenerator() : ScenarioStatisticsAnalyticImpl, XvaAnalyticImpl
• buildScenarioSimMarket() : ScenarioStatisticsAnalyticImpl, XvaAnalyticImpl
• buildSimMarket() : XvaRunner