Fully annotated reference manual - version 1.8.12
Toggle main menu visibility
Main Page
Related Pages
Modules
Namespaces
Namespace List
Namespace Members
All
a
b
c
d
e
f
g
h
i
l
m
n
o
p
q
r
s
t
v
w
y
Functions
a
b
c
d
e
f
g
h
i
l
n
o
p
r
s
t
v
w
y
Variables
Typedefs
b
c
d
f
i
m
p
q
r
s
t
Enumerations
Enumerator
Classes
Class List
Class Index
Class Hierarchy
Class Members
All
a
b
c
d
e
f
g
h
i
j
k
l
m
n
o
p
q
r
s
t
u
v
w
x
y
z
~
Functions
a
b
c
d
e
f
g
h
i
j
k
l
m
n
o
p
q
r
s
t
u
v
w
x
y
z
~
Variables
a
b
c
d
e
f
g
h
i
j
k
l
m
n
o
p
q
r
s
t
u
v
w
x
y
z
Typedefs
Enumerations
Enumerator
a
b
c
e
f
h
i
j
k
m
n
o
r
s
u
Related Functions
Files
File List
File Members
All
a
b
c
e
f
o
r
s
t
v
Functions
a
b
c
f
o
r
s
t
Variables
Typedefs
Macros
•
All
Classes
Namespaces
Files
Functions
Variables
Typedefs
Enumerations
Enumerator
Friends
Macros
Modules
Pages
Loading...
Searching...
No Matches
- m -
mapBuckets_ :
SimmConfigurationBase
mapLabels_1_ :
SimmConfigurationBase
mapLabels_2_ :
SimmConfigurationBase
mapping_ :
SimmBasicNameMapper
marginalAllocation_ :
NettedExposureCalculator
marginalAllocationLimit_ :
InputParameters
,
NettedExposureCalculator
marginCalls_ :
CollateralAccount
marginFlowAmount_ :
CollateralAccount::MarginCall
marginPayDate_ :
CollateralAccount::MarginCall
marginRequestDate_ :
CollateralAccount::MarginCall
market_ :
AMCValuationEngine
,
Analytic
,
ExposureCalculator
,
IMScheduleCalculator
,
NettedExposureCalculator
,
PostProcess
,
SensitivityAnalysis
,
SimmCalculator
,
ValueAdjustmentCalculator
marketConfigs_ :
InputParameters
marketConfiguration_ :
ParSensitivityAnalysis
,
SensitivityAnalysis
,
XvaEngineCG
marketConfigurationInCcy_ :
XvaEngineCG
marketData_ :
MarketDataInMemoryLoaderImpl
marketDataLoader_ :
AnalyticsManager
marketRisk_ :
CreditSimulationParameters
maturity :
IMScheduleCalculator::IMScheduleTradeData
maxDepth_ :
JaggedCube< T >
maxDiscountFactor_ :
ParStressScenarioConverter
maxRetries_ :
InputParameters
maxVol_ :
ParStressScenarioConverter
mcVarSamples_ :
InputParameters
mcVarSeed_ :
InputParameters
mdFilterCommCurves :
MarketCalibrationReportBase::CalibrationFilters
mdFilterCommVols :
MarketCalibrationReportBase::CalibrationFilters
mdFilterCurves :
MarketCalibrationReportBase::CalibrationFilters
mdFilterEqVols :
MarketCalibrationReportBase::CalibrationFilters
mdFilterFixings :
MarketCalibrationReportBase::CalibrationFilters
mdFilterFxVols :
MarketCalibrationReportBase::CalibrationFilters
mdFilterInfCurves :
MarketCalibrationReportBase::CalibrationFilters
mdFilterIrVols :
MarketCalibrationReportBase::CalibrationFilters
mdFilterMarketData :
MarketCalibrationReportBase::CalibrationFilters
method :
ParametricVarCalculator::ParametricVarParams
minDiscountFactor_ :
ParStressScenarioConverter
miniCptyCubes_ :
MultiThreadedValuationEngine
miniCubes_ :
AMCValuationEngine
,
MultiThreadedValuationEngine
miniNettingSetCubes_ :
MultiThreadedValuationEngine
minVol_ :
ParStressScenarioConverter
mktCube_ :
InputParameters
mktCubeFileName_ :
OutputParameters
mktCubes_ :
Analytic
mode_ :
ObservationMode
model_ :
AMCValuationEngine
,
CrossAssetModelScenarioGenerator
,
LgmScenarioGenerator
,
ScenarioStatisticsAnalyticImpl
,
XvaAnalyticImpl
,
XvaEngineCG
,
XvaRunner
modelBuilders_ :
SensitivityAnalysis
,
ValuationEngine
modelCcyRelevant_ :
CrossAssetModelScenarioGenerator
modifiedFixingHistory_ :
FixingManager
mporCalendar_ :
InputParameters
mporCashFlowMode_ :
InputParameters
,
NettedExposureCalculator
,
PostProcess
,
ScenarioGeneratorData
mporDate_ :
InputParameters
,
PnlAnalyticImpl
mporDays_ :
HistoricalScenarioGenerator
,
InputParameters
,
SimmConfigurationBase
mporFlowsIndex_ :
CubeInterpretation
mporForward_ :
InputParameters
mporLookupKey :
PnlAnalyticImpl
mporOverlappingPeriods_ :
InputParameters
multiPath_ :
ExposureCalculator
,
NettedExposureCalculator
multiplier :
IMScheduleCalculator::IMScheduleTradeData
multiplierMap_ :
IMScheduleCalculator
multiThreadArgs_ :
MarketRiskReport
mutex_ :
AnalyticFactory
mvaAnalytic_ :
InputParameters
Generated by
Doxygen
1.9.5