Reference manual - version orea_version
This is the complete list of members for CrossAssetModelScenarioGenerator, including all inherited members.
| CrossAssetModelScenarioGenerator(boost::shared_ptr< QuantExt::CrossAssetModel > model, boost::shared_ptr< QuantExt::MultiPathGeneratorBase > multiPathGenerator, boost::shared_ptr< ScenarioFactory > scenarioFactory, boost::shared_ptr< ScenarioSimMarketParameters > simMarketConfig, QuantLib::Date today, boost::shared_ptr< DateGrid > grid, boost::shared_ptr< ore::data::Market > initMarket, const std::string &configuration=Market::defaultConfiguration) | CrossAssetModelScenarioGenerator | |
| dates_ (defined in ScenarioPathGenerator) | ScenarioPathGenerator | protected |
| next(const Date &d) override | ScenarioPathGenerator | virtual |
| nextPath() override (defined in CrossAssetModelScenarioGenerator) | CrossAssetModelScenarioGenerator | virtual |
| path_ (defined in ScenarioPathGenerator) | ScenarioPathGenerator | protected |
| pathStep_ (defined in ScenarioPathGenerator) | ScenarioPathGenerator | protected |
| reset() override | CrossAssetModelScenarioGenerator | virtual |
| ScenarioPathGenerator(Date today, const vector< Date > &dates, TimeGrid timeGrid) | ScenarioPathGenerator | |
| timeGrid_ (defined in ScenarioPathGenerator) | ScenarioPathGenerator | protected |
| today_ (defined in ScenarioPathGenerator) | ScenarioPathGenerator | protected |
| ~CrossAssetModelScenarioGenerator() | CrossAssetModelScenarioGenerator | |
| ~ScenarioGenerator() | ScenarioGenerator | virtual |