Inheritance diagram for Analytic:

Classes
struct	Configurations

class	Impl

Public Types
typedef std::map< std::string, std::map< std::string, boost::shared_ptr< ore::data::InMemoryReport > > >	analytic_reports

typedef std::map< std::string, std::map< std::string, boost::shared_ptr< NPVCube > > >	analytic_npvcubes

typedef std::map< std::string, std::map< std::string, boost::shared_ptr< AggregationScenarioData > > >	analytic_mktcubes

Public Member Functions
	Analytic ()
	Constructors.

	Analytic (std::unique_ptr< Impl > impl, const std::set< std::string > &analyticTypes, const boost::shared_ptr< InputParameters > &inputs, bool simulationConfig=false, bool sensitivityConfig=false, bool scenarioGeneratorConfig=false, bool crossAssetModelConfig=false)

virtual void	runAnalytic (const boost::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 boost::shared_ptr< ore::data::InMemoryLoader > &loader, const bool marketRequired=true)

virtual void	buildPortfolio ()

virtual void	marketCalibration (const boost::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 boost::shared_ptr< InputParameters > &	inputs () const

const boost::shared_ptr< ore::data::Market > &	market () const

boost::shared_ptr< MarketImpl >	getMarket () const

const boost::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 ()

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 ()

bool	hasDependentAnalytic (const std::string &key)

template<class T >
QuantLib::ext::shared_ptr< T >	dependentAnalytic (const std::string &key) const

const std::map< std::string, QuantLib::ext::shared_ptr< Analytic > > &	dependentAnalytics () const

std::vector< QuantLib::ext::shared_ptr< Analytic > >	allDependentAnalytics () const

virtual std::set< QuantLib::Date >	marketDates () const

Protected Attributes
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_

boost::shared_ptr< ore::data::Market >	market_

boost::shared_ptr< ore::data::Loader >	loader_

boost::shared_ptr< ore::data::Portfolio >	portfolio_

analytic_reports	reports_

analytic_npvcubes	npvCubes_

analytic_mktcubes	mktCubes_

bool	writeIntermediateReports_ = true

std::map< std::string, boost::shared_ptr< Analytic > >	dependentAnalytics_

Constructor & Destructor Documentation

◆ Analytic()

Analytic	(	std::unique_ptr< Impl >	impl,
		const std::set< std::string > &	analyticTypes,
		const boost::shared_ptr< InputParameters > &	inputs,
		bool	simulationConfig = `false`,
		bool	sensitivityConfig = `false`,
		bool	scenarioGeneratorConfig = `false`,
		bool	crossAssetModelConfig = `false`
	)

Parameters

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

Member Data Documentation

◆ writeIntermediateReports_

bool writeIntermediateReports_ = true

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

Classes

Public Types

Public Member Functions

Protected Attributes

Constructor & Destructor Documentation

◆ Analytic()

Member Data Documentation

◆ writeIntermediateReports_