scenarioReader
must be in ascending order. If not, an exception is thrown. Null<Real>()
is added for the given risk factor key externalName
cannot be mapped to a qualifier the externalName itself is returned. In this way, the mapper is basic and places the burden on the caller to call it only when a mapping is needed. QL_MAX_REAL
is returned i.e. no concentration threshold QL_MAX_REAL
is returned i.e. no concentration threshold QL_MAX_REAL
is returned i.e. no concentration threshold QL_MAX_REAL
is returned i.e. no concentration threshold QL_MAX_REAL
is returned i.e. no concentration threshold QL_MAX_REAL
is returned i.e. no concentration threshold QL_MAX_REAL
is returned i.e. no concentration threshold QL_MAX_REAL
is returned i.e. no concentration threshold QL_MAX_REAL
is returned i.e. no concentration threshold QL_MAX_REAL
is returned i.e. no concentration threshold rt
The ordering here matters. It is used in indexing in to correlation matrices for the correlation between risk classes.
rt
QuantLib::Null<QuantLib::Real>
if there is no initial margin value in the results for the given combination. Can avoid this by first checking the results using the has
method.