Reference manual - version orea_version
This is the complete list of members for CubeInterpretation, including all inherited members.
| aggregationScenarioData() const (defined in CubeInterpretation) | CubeInterpretation | |
| closeOutDateNpvIndex() const (defined in CubeInterpretation) | CubeInterpretation | |
| creditStateNPVsIndex() const (defined in CubeInterpretation) | CubeInterpretation | |
| CubeInterpretation(const bool storeFlows, const bool withCloseOutLag, const QuantLib::Handle< AggregationScenarioData > &aggregationScenarioData=QuantLib::Handle< AggregationScenarioData >(), const boost::shared_ptr< DateGrid > &dateGrid=nullptr, const Size storeCreditStateNPVs=0, const bool flipViewXVA=false) (defined in CubeInterpretation) | CubeInterpretation | |
| dateGrid() const (defined in CubeInterpretation) | CubeInterpretation | |
| defaultDateNpvIndex() const | CubeInterpretation | |
| flipViewXVA() const (defined in CubeInterpretation) | CubeInterpretation | |
| getCloseOutAggregationScenarioData(const AggregationScenarioDataType &dataType, Size dateIdx, Size sampleIdx, const std::string &qualifier="") const | CubeInterpretation | |
| getCloseOutNpv(const boost::shared_ptr< NPVCube > &cube, Size tradeIdx, Size dateIdx, Size sampleIdx) const | CubeInterpretation | |
| getDefaultAggregationScenarioData(const AggregationScenarioDataType &dataType, Size dateIdx, Size sampleIdx, const std::string &qualifier="") const | CubeInterpretation | |
| getDefaultNpv(const boost::shared_ptr< NPVCube > &cube, Size tradeIdx, Size dateIdx, Size sampleIdx) const | CubeInterpretation | |
| getGenericValue(const boost::shared_ptr< NPVCube > &cube, Size tradeIdx, Size dateIdx, Size sampleIdx, Size depth) const | CubeInterpretation | |
| getMporCalendarDays(const boost::shared_ptr< NPVCube > &cube, Size dateIdx) const | CubeInterpretation | |
| getMporFlows(const boost::shared_ptr< NPVCube > &cube, Size tradeIdx, Size dateIdx, Size sampleIdx) const | CubeInterpretation | |
| getMporNegativeFlows(const boost::shared_ptr< NPVCube > &cube, Size tradeIdx, Size dateIdx, Size sampleIdx) const | CubeInterpretation | |
| getMporPositiveFlows(const boost::shared_ptr< NPVCube > &cube, Size tradeIdx, Size dateIdx, Size sampleIdx) const | CubeInterpretation | |
| mporFlowsIndex() const (defined in CubeInterpretation) | CubeInterpretation | |
| requiredNpvCubeDepth() const | CubeInterpretation | |
| storeCreditStateNPVs() const (defined in CubeInterpretation) | CubeInterpretation | |
| storeFlows() const | CubeInterpretation | |
| withCloseOutLag() const (defined in CubeInterpretation) | CubeInterpretation |