#include <orea/app/analytic.hpp>
Public Attributes | |
bool | simulationConfigRequired = false |
Booleans to determine if these configs are needed. More... | |
bool | sensitivityConfigRequired = false |
bool | scenarioGeneratorConfigRequired = false |
bool | crossAssetModelConfigRequired = false |
QuantLib::ext::shared_ptr< ore::data::TodaysMarketParameters > | todaysMarketParams |
QuantLib::ext::shared_ptr< ore::analytics::ScenarioSimMarketParameters > | simMarketParams |
QuantLib::ext::shared_ptr< ore::analytics::SensitivityScenarioData > | sensiScenarioData |
QuantLib::ext::shared_ptr< ore::analytics::ScenarioGeneratorData > | scenarioGeneratorData |
QuantLib::ext::shared_ptr< ore::analytics::CrossAssetModelData > | crossAssetModelData |
QuantLib::ext::shared_ptr< CurveConfigurations > | curveConfig |
QuantLib::ext::shared_ptr< ore::data::EngineData > | engineData |
QuantLib::Date | asofDate |
Definition at line 62 of file analytic.hpp.
bool simulationConfigRequired = false |
Booleans to determine if these configs are needed.
Definition at line 64 of file analytic.hpp.
bool sensitivityConfigRequired = false |
Definition at line 65 of file analytic.hpp.
bool scenarioGeneratorConfigRequired = false |
Definition at line 66 of file analytic.hpp.
bool crossAssetModelConfigRequired = false |
Definition at line 67 of file analytic.hpp.
QuantLib::ext::shared_ptr<ore::data::TodaysMarketParameters> todaysMarketParams |
Definition at line 68 of file analytic.hpp.
QuantLib::ext::shared_ptr<ore::analytics::ScenarioSimMarketParameters> simMarketParams |
Definition at line 69 of file analytic.hpp.
QuantLib::ext::shared_ptr<ore::analytics::SensitivityScenarioData> sensiScenarioData |
Definition at line 70 of file analytic.hpp.
QuantLib::ext::shared_ptr<ore::analytics::ScenarioGeneratorData> scenarioGeneratorData |
Definition at line 71 of file analytic.hpp.
QuantLib::ext::shared_ptr<ore::analytics::CrossAssetModelData> crossAssetModelData |
Definition at line 72 of file analytic.hpp.
QuantLib::ext::shared_ptr<CurveConfigurations> curveConfig |
Definition at line 73 of file analytic.hpp.
QuantLib::ext::shared_ptr<ore::data::EngineData> engineData |
Definition at line 74 of file analytic.hpp.
QuantLib::Date asofDate |
Definition at line 75 of file analytic.hpp.