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Reference manual - version orea_version
CashflowCalculator Member List

This is the complete list of members for CashflowCalculator, including all inherited members.

calculate(const boost::shared_ptr< Trade > &trade, Size tradeIndex, const boost::shared_ptr< SimMarket > &simMarket, boost::shared_ptr< NPVCube > &outputCube, boost::shared_ptr< NPVCube > &outputCubeNettingSet, const Date &date, Size dateIndex, Size sample, bool isCloseOut=false) override (defined in CashflowCalculator)CashflowCalculatorvirtual
calculateT0(const boost::shared_ptr< Trade > &trade, Size tradeIndex, const boost::shared_ptr< SimMarket > &simMarket, boost::shared_ptr< NPVCube > &outputCube, boost::shared_ptr< NPVCube > &outputCubeNettingSet) override (defined in CashflowCalculator)CashflowCalculatorvirtual
CashflowCalculator(const std::string &baseCcyCode, const Date &t0Date, const boost::shared_ptr< DateGrid > &dateGrid, Size index)CashflowCalculator
init(const boost::shared_ptr< Portfolio > &portfolio, const boost::shared_ptr< SimMarket > &simMarket) override (defined in CashflowCalculator)CashflowCalculatorvirtual
initScenario() override (defined in CashflowCalculator)CashflowCalculatorvirtual
~ValuationCalculator() (defined in ValuationCalculator)ValuationCalculatorvirtual