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Reference manual - version orea_version
Class Index
A | B | C | D | E | F | G | H | I | J | L | M | N | O | P | Q | R | S | T | V | X | Z
A
AggregationScenarioData (ore::analytics)
AMCValuationEngine (ore::analytics)
Analytic (ore::analytics)
AnalyticsManager (ore::analytics)
B
SensitivityScenarioData::BaseCorrelationShiftData (ore::analytics)
BucketMapping (ore::analytics)
BucketQualifierTag (ore::analytics)
BucketTag (ore::analytics)
BufferedSensitivityStream (ore::analytics)
C
MarketCalibrationReportBase::CalibrationFilters (ore::analytics)
SensitivityScenarioData::CapFloorVolShiftData (ore::analytics)
StressTestScenarioData::CapFloorVolShiftData (ore::analytics)
SensitivityScenarioData::CapFloorVolShiftParData (ore::analytics)
CashflowCalculator (ore::analytics)
SensitivityScenarioData::CdsVolShiftData (ore::analytics)
ClonedScenarioGenerator (ore::analytics)
CloneScenarioFactory (ore::analytics)
CollateralAccount (ore::analytics)
CollateralExposureHelper (ore::analytics)
CompositeScenarioFilter (ore::analytics)
Analytic::Configurations (ore::analytics)
ConstantDepthCalculator (ore::analytics)
CounterpartyCalculator (ore::analytics)
CovarianceCalculator (ore::analytics)
CreditMigrationCalculator (ore::analytics)
CreditMigrationHelper (ore::analytics)
CreditSimulationParameters (ore::analytics)
CrifLoader (ore::analytics)
CrifRecord (ore::analytics)
CrossAssetModelScenarioGenerator (ore::analytics)
CSVScenarioGenerator (ore::analytics)
CubeCsvReader (ore::analytics)
CubeInterpretation (ore::analytics)
CubeWriter (ore::analytics)
SensitivityScenarioData::CurveShiftData (ore::analytics)
StressTestScenarioData::CurveShiftData (ore::analytics)
SensitivityScenarioData::CurveShiftParData (ore::analytics)
CVASpreadSensitivityCalculator (ore::analytics)
D
DeltaScenario (ore::analytics)
DeltaScenarioFactory (ore::analytics)
DepthCalculator (ore::analytics)
DynamicCreditXvaCalculator (ore::analytics)
DynamicInitialMarginCalculator (ore::analytics)
E
ExposureAllocator (ore::analytics)
ExposureCalculator (ore::analytics)
F
SensitivityCube::FactorData (ore::analytics)
SimmBucketMapper::FailedMapping (ore::analytics)
FilteredSensitivityStream (ore::analytics)
FixingManager (ore::analytics)
G
SensitivityScenarioData::GenericYieldVolShiftData (ore::analytics)
H
HistoricalPnlGenerator (ore::analytics)
HistoricalScenarioGenerator::HistoricalScenarioCalculationDetails (ore::analytics)
HistoricalScenarioFileReader (ore::analytics)
HistoricalScenarioGenerator (ore::analytics)
HistoricalScenarioGeneratorRandom (ore::analytics)
HistoricalScenarioGeneratorTransform (ore::analytics)
HistoricalScenarioGeneratorWithFilteredDates (ore::analytics)
HistoricalScenarioLoader (ore::analytics)
HistoricalScenarioReader (ore::analytics)
HistoricalSensiPnlCalculator (ore::analytics)
HistoricalSimulationVarCalculator (ore::analytics)
I
Analytic::Impl (ore::analytics)
IndexComparator (ore::analytics::detail)
InMemoryAggregationScenarioData (ore::analytics)
InMemoryCube1 (ore::analytics)
InMemoryCubeBase (ore::analytics)
InMemoryCubeN (ore::analytics)
InputParameters (ore::analytics)
J
JaggedCube (ore::analytics)
JointNPVCube (ore::analytics)
JointNPVSensiCube (ore::analytics)
L
LgmScenarioGenerator (ore::analytics)
M
CollateralAccount::MarginCall (ore::analytics)
MarketCalibrationReport (ore::analytics)
MarketCalibrationReportBase (ore::analytics)
MarketDataAnalytic (ore::analytics)
MarketDataAnalyticImpl (ore::analytics)
MarketDataCsvLoader (ore::analytics)
MarketDataCsvLoaderImpl (ore::analytics)
MarketDataInMemoryLoader (ore::analytics)
MarketDataInMemoryLoaderImpl (ore::analytics)
MarketDataLoader (ore::analytics)
MarketDataLoaderImpl (ore::analytics)
MPORCalculator (ore::analytics)
MultiStateNPVCalculator (ore::analytics)
MultiThreadedValuationEngine (ore::analytics)
N
NettedExposureCalculator (ore::analytics)
NoneExposureAllocator (ore::analytics)
NoProductClassQualifierTag (ore::analytics)
NPVCalculator (ore::analytics)
NPVCalculatorFXT0 (ore::analytics)
NPVCube (ore::analytics)
NpvRecord (ore::analytics)
NPVSensiCube (ore::analytics)
O
ObservationMode (ore::analytics)
OnlyRiskTypeTag (ore::analytics)
OREApp (ore::analytics)
OreaTopLevelFixture (ore::test)
OutputParameters (ore::analytics)
P
Parameters (ore::analytics)
ParametricVarCalculator (ore::analytics)
ParametricVarCalculator::ParametricVarParams (ore::analytics)
ParametricVarReport (ore::analytics)
ParConversionAnalytic (ore::analytics)
ParConversionAnalyticImpl (ore::analytics)
ParSensitivityAnalysis (ore::analytics)
ParSensitivityAnalysisManualTest (testsuite)
ParSensitivityAnalysisTest (testsuite)
ParSensitivityConverter (ore::analytics)
ParSensitivityCubeStream (ore::analytics)
PNLCalculator (ore::analytics)
PortfolioTag (ore::analytics)
PostProcess (ore::analytics)
PricingAnalytic (ore::analytics)
PricingAnalyticImpl (ore::analytics)
ProductClassTag (ore::analytics)
Q
QualifierTag (ore::analytics)
R
RegressionDynamicInitialMarginCalculator (ore::analytics)
RelativeFairValueGrossExposureAllocator (ore::analytics)
RelativeFairValueNetExposureAllocator (ore::analytics)
RelativeXvaExposureAllocator (ore::analytics)
ReportWriter (ore::analytics)
ReturnConfiguration (ore::analytics)
RiskFactorKey (ore::analytics)
RiskFactorScenarioFilter (ore::analytics)
RiskFactorTypeScenarioFilter (ore::analytics)
RiskFilter (ore::analytics)
RiskTypeTag (ore::analytics)
S
Scenario (ore::analytics)
ShiftScenarioGenerator::ScenarioDescription (ore::analytics)
ScenarioFactory (ore::analytics)
ScenarioFilter (ore::analytics)
ScenarioGenerator (ore::analytics)
ScenarioGeneratorBuilder (ore::analytics)
ScenarioGeneratorData (ore::analytics)
ScenarioGeneratorTransform (ore::analytics)
ScenarioPathGenerator (ore::analytics)
ScenarioShiftCalculator (ore::analytics)
ScenarioSimMarket (ore::analytics)
ScenarioSimMarketParameters (ore::analytics)
ScenarioStatisticsAnalytic (ore::analytics)
ScenarioStatisticsAnalyticImpl (ore::analytics)
ScenarioWriter (ore::analytics)
SensiCube (ore::analytics)
SensitivityAggregator (ore::analytics)
SensitivityAnalysis (ore::analytics)
SensitivityBufferStream (ore::analytics)
SensitivityCube (ore::analytics)
SensitivityCubeStream (ore::analytics)
SensitivityFileStream (ore::analytics)
SensitivityInMemoryStream (ore::analytics)
SensitivityInputStream (ore::analytics)
SensitivityPerformancePlusTest (testsuite)
SensitivityRecord (ore::analytics)
SensitivityRunner (ore::analytics)
SensitivityScenarioData (ore::analytics)
SensitivityScenarioGenerator (ore::analytics)
SensitivityStream (ore::analytics)
SensitivityScenarioData::ShiftData (ore::analytics)
ShiftScenarioGenerator (ore::analytics)
SimmAnalytic (ore::analytics)
SimmAnalyticImpl (ore::analytics)
SimMarket (ore::analytics)
SimmBasicNameMapper (ore::analytics)
SimmBucketMapper (ore::analytics)
SimmBucketMapperBase (ore::analytics)
SimmCalculator (ore::analytics)
SimmConcentration (ore::analytics)
SimmConcentration_ISDA_V1_3 (ore::analytics)
SimmConcentration_ISDA_V1_3_38 (ore::analytics)
SimmConcentration_ISDA_V2_0 (ore::analytics)
SimmConcentration_ISDA_V2_1 (ore::analytics)
SimmConcentration_ISDA_V2_2 (ore::analytics)
SimmConcentration_ISDA_V2_3 (ore::analytics)
SimmConcentration_ISDA_V2_3_8 (ore::analytics)
SimmConcentration_ISDA_V2_5 (ore::analytics)
SimmConcentration_ISDA_V2_5A (ore::analytics)
SimmConcentration_ISDA_V2_6 (ore::analytics)
SimmConcentrationBase (ore::analytics)
SimmConfiguration (ore::analytics)
SimmConfiguration_ISDA_V1_0 (ore::analytics)
SimmConfiguration_ISDA_V1_3 (ore::analytics)
SimmConfiguration_ISDA_V1_3_38 (ore::analytics)
SimmConfiguration_ISDA_V2_0 (ore::analytics)
SimmConfiguration_ISDA_V2_1 (ore::analytics)
SimmConfiguration_ISDA_V2_2 (ore::analytics)
SimmConfiguration_ISDA_V2_3 (ore::analytics)
SimmConfiguration_ISDA_V2_3_8 (ore::analytics)
SimmConfiguration_ISDA_V2_5 (ore::analytics)
SimmConfiguration_ISDA_V2_5A (ore::analytics)
SimmConfiguration_ISDA_V2_6 (ore::analytics)
SimmConfigurationBase (ore::analytics)
SimmNameMapper (ore::analytics)
SimmResults (ore::analytics)
SimpleScenario (ore::analytics)
SimpleScenarioFactory (ore::analytics)
SparseNpvCube (ore::analytics)
SensitivityScenarioData::SpotShiftData (ore::analytics)
StressTestScenarioData::SpotShiftData (ore::analytics)
StaticCreditXvaCalculator (ore::analytics)
StaticScenarioGenerator (ore::analytics)
StressScenarioGenerator (ore::analytics)
StressTest (ore::analytics)
StressTestScenarioData::StressTestData (ore::analytics)
StressTestScenarioData (ore::analytics)
StructuredAnalyticsErrorMessage (ore::analytics)
StructuredAnalyticsWarningMessage (ore::analytics)
StructuredFixingWarningMessage (ore::analytics)
SurvivalProbabilityCalculator (ore::analytics)
StressTestScenarioData::SwaptionVolShiftData (ore::analytics)
T
TestConfigurationObjects (testsuite)
TestMarket (testsuite)
TestMarketParCurves (testsuite)
TopLevelFixture
TradeBlock (ore::analytics)
TradeIdTag (ore::analytics)
V
ValuationCalculator (ore::analytics)
ValuationEngine (ore::analytics)
ValueAdjustmentCalculator (ore::analytics)
VarAnalytic (ore::analytics)
VarAnalyticImpl (ore::analytics)
VarCalculator (ore::analytics)
SensitivityScenarioData::VolShiftData (ore::analytics)
StressTestScenarioData::VolShiftData (ore::analytics)
X
XvaAnalytic (ore::analytics)
XvaAnalyticImpl (ore::analytics)
XvaRunner (ore::analytics)
Z
ZeroSensitivityLoader::ZeroSensitivity (ore::analytics)
ZeroSensitivityLoader (ore::analytics)
ZeroToParCube (ore::analytics)