This is the complete list of members for AMCValuationEngine, including all inherited members.
aggregationScenarioData() | AMCValuationEngine | |
aggregationScenarioData() const | AMCValuationEngine | |
AMCValuationEngine(const boost::shared_ptr< QuantExt::CrossAssetModel > &model, const boost::shared_ptr< ore::analytics::ScenarioGeneratorData > &scenarioGeneratorData, const boost::shared_ptr< ore::data::Market > &market, const std::vector< string > &aggDataIndices, const std::vector< string > &aggDataCurrencies, const Size aggDataNumberCreditStates) | AMCValuationEngine | |
AMCValuationEngine(const QuantLib::Size nThreads, const QuantLib::Date &today, const QuantLib::Size nSamples, const boost::shared_ptr< ore::data::Loader > &loader, const boost::shared_ptr< ScenarioGeneratorData > &scenarioGeneratorData, const std::vector< string > &aggDataIndices, const std::vector< string > &aggDataCurrencies, const Size aggDataNumberCreditStates, const boost::shared_ptr< CrossAssetModelData > &crossAssetModelData, const boost::shared_ptr< ore::data::EngineData > &engineData, const boost::shared_ptr< ore::data::CurveConfigurations > &curveConfigs, const boost::shared_ptr< ore::data::TodaysMarketParameters > &todaysMarketParams, const std::string &configurationLgmCalibration, const std::string &configurationFxCalibration, const std::string &configurationEqCalibration, const std::string &configurationInfCalibration, const std::string &configurationCrCalibration, const std::string &configurationFinalModel, const boost::shared_ptr< ore::data::ReferenceDataManager > &referenceData=nullptr, const ore::data::IborFallbackConfig &iborFallbackConfig=ore::data::IborFallbackConfig::defaultConfig(), const bool handlePseudoCurrenciesTodaysMarket=true, const std::function< boost::shared_ptr< ore::analytics::NPVCube >(const QuantLib::Date &, const std::set< std::string > &, const std::vector< QuantLib::Date > &, const QuantLib::Size)> &cubeFactory={}) | AMCValuationEngine | |
buildCube(const boost::shared_ptr< ore::data::Portfolio > &portfolio, boost::shared_ptr< ore::analytics::NPVCube > &outputCube) | AMCValuationEngine | |
buildCube(const boost::shared_ptr< ore::data::Portfolio > &portfolio) | AMCValuationEngine | |
outputCubes() const (defined in AMCValuationEngine) | AMCValuationEngine | |
progressIndicators() const | ProgressReporter | |
registerProgressIndicator(const boost::shared_ptr< ProgressIndicator > &indicator) | ProgressReporter | |
resetProgress() | ProgressReporter | |
unregisterAllProgressIndicators() | ProgressReporter | |
unregisterProgressIndicator(const boost::shared_ptr< ProgressIndicator > &indicator) | ProgressReporter | |
updateProgress(const unsigned long progress, const unsigned long total) | ProgressReporter |