Reference manual - version orea_version
Inheritance diagram for Analytic:Classes | |
| struct | Configurations |
| class | Impl |
Public Types | |
| typedef std::map< std::string, std::map< std::string, QuantLib::ext::shared_ptr< ore::data::InMemoryReport > > > | analytic_reports |
| typedef std::map< std::string, std::map< std::string, QuantLib::ext::shared_ptr< NPVCube > > > | analytic_npvcubes |
| typedef std::map< std::string, std::map< std::string, QuantLib::ext::shared_ptr< AggregationScenarioData > > > | analytic_mktcubes |
| typedef std::map< std::string, std::map< std::string, QuantLib::ext::shared_ptr< StressTestScenarioData > > > | analytic_stresstests |
Public Member Functions | |
| Analytic () | |
| Constructors. | |
| Analytic (std::unique_ptr< Impl > impl, const std::set< std::string > &analyticTypes, const QuantLib::ext::shared_ptr< InputParameters > &inputs, bool simulationConfig=false, bool sensitivityConfig=false, bool scenarioGeneratorConfig=false, bool crossAssetModelConfig=false) | |
| virtual void | runAnalytic (const QuantLib::ext::shared_ptr< ore::data::InMemoryLoader > &loader, const std::set< std::string > &runTypes={}) |
| Run only those analytic types that are inclcuded in the runTypes vector, run all if the runType vector is empty. | |
| virtual void | buildConfigurations (const bool=false) |
| virtual void | setUpConfigurations () |
| virtual void | buildMarket (const QuantLib::ext::shared_ptr< ore::data::InMemoryLoader > &loader, const bool marketRequired=true) |
| virtual void | buildPortfolio () |
| virtual void | marketCalibration (const QuantLib::ext::shared_ptr< MarketCalibrationReportBase > &mcr=nullptr) |
| virtual void | modifyPortfolio () |
| virtual void | replaceTrades () |
| const std::string | label () const |
| Inspectors. | |
| const std::set< std::string > & | analyticTypes () const |
| const QuantLib::ext::shared_ptr< InputParameters > & | inputs () const |
| const QuantLib::ext::shared_ptr< ore::data::Market > & | market () const |
| QuantLib::ext::shared_ptr< MarketImpl > | getMarket () const |
| const QuantLib::ext::shared_ptr< ore::data::Portfolio > & | portfolio () const |
| void | setInputs (const QuantLib::ext::shared_ptr< InputParameters > &inputs) |
| void | setMarket (const QuantLib::ext::shared_ptr< ore::data::Market > &market) |
| void | setPortfolio (const QuantLib::ext::shared_ptr< ore::data::Portfolio > &portfolio) |
| std::vector< QuantLib::ext::shared_ptr< ore::data::TodaysMarketParameters > > | todaysMarketParams () |
| const QuantLib::ext::shared_ptr< ore::data::Loader > & | loader () const |
| Configurations & | configurations () |
| analytic_reports & | reports () |
| Result reports. | |
| analytic_npvcubes & | npvCubes () |
| analytic_mktcubes & | mktCubes () |
| analytic_stresstests & | stressTests () |
| const bool | getWriteIntermediateReports () const |
| void | setWriteIntermediateReports (const bool flag) |
| bool | match (const std::set< std::string > &runTypes) |
| Check whether any of the requested run types is covered by this analytic. | |
| const std::unique_ptr< Impl > & | impl () |
| std::set< QuantLib::Date > | marketDates () const |
| std::vector< QuantLib::ext::shared_ptr< Analytic > > | allDependentAnalytics () const |
Protected Attributes | |
| std::unique_ptr< Impl > | impl_ |
| std::set< std::string > | types_ |
| list of analytic types run by this analytic | |
| QuantLib::ext::shared_ptr< InputParameters > | inputs_ |
| contains all the input parameters for the run | |
| Configurations | configurations_ |
| QuantLib::ext::shared_ptr< ore::data::Market > | market_ |
| QuantLib::ext::shared_ptr< ore::data::Loader > | loader_ |
| QuantLib::ext::shared_ptr< ore::data::Portfolio > | portfolio_ |
| analytic_reports | reports_ |
| analytic_npvcubes | npvCubes_ |
| analytic_mktcubes | mktCubes_ |
| analytic_stresstests | stressTests_ |
| bool | writeIntermediateReports_ = true |
| Analytic | ( | std::unique_ptr< Impl > | impl, |
| const std::set< std::string > & | analyticTypes, | ||
| const QuantLib::ext::shared_ptr< InputParameters > & | inputs, | ||
| bool | simulationConfig = false, |
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| bool | sensitivityConfig = false, |
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| bool | scenarioGeneratorConfig = false, |
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| bool | crossAssetModelConfig = false |
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| ) |
| impl | Concrete implementation of the analytic |
| analyticTypes | The types of all (sub) analytics covered by this Analytic object e.g. NPV, CASHFLOW, CASHFLOWNPV, etc., covered by the PricingAnalytic |
| inputs | Any inputs required by this Analytic |
| simulationConfig | Flag to indicate whether a simulation config file is required for this analytic |
| sensitivityConfig | Flag to indicate whether a sensitivity config file is required for this analytic |
| scenarioGeneratorConfig | Flag to indicate whether a scenario generator config file is required for this analytic |
| crossAssetModelConfig | Flag to indicate whether a cross asset model config file is required for this analytic |
|
protected |
Whether to write intermediate reports or not. This would typically be used when the analytic is being called by another analytic and that parent/calling analytic will be writing its own set of intermediate reports
