Reference manual - version orea_version
This is the complete list of members for ExposureCalculator, including all inherited members.
| allocatedEne(const string &tid) (defined in ExposureCalculator) | ExposureCalculator | |
| allocatedENE enum value (defined in ExposureCalculator) | ExposureCalculator | |
| allocatedEPE enum value (defined in ExposureCalculator) | ExposureCalculator | |
| allocatedEpe(const string &tid) (defined in ExposureCalculator) | ExposureCalculator | |
| baseCurrency() (defined in ExposureCalculator) | ExposureCalculator | |
| baseCurrency_ (defined in ExposureCalculator) | ExposureCalculator | protected |
| build() | ExposureCalculator | virtual |
| calcType() (defined in ExposureCalculator) | ExposureCalculator | |
| calcType_ (defined in ExposureCalculator) | ExposureCalculator | protected |
| configuration() (defined in ExposureCalculator) | ExposureCalculator | |
| configuration_ (defined in ExposureCalculator) | ExposureCalculator | protected |
| cube_ (defined in ExposureCalculator) | ExposureCalculator | protected |
| cubeInterpretation() (defined in ExposureCalculator) | ExposureCalculator | |
| cubeInterpretation_ (defined in ExposureCalculator) | ExposureCalculator | protected |
| dates() (defined in ExposureCalculator) | ExposureCalculator | |
| dates_ (defined in ExposureCalculator) | ExposureCalculator | protected |
| dc() (defined in ExposureCalculator) | ExposureCalculator | |
| dc_ (defined in ExposureCalculator) | ExposureCalculator | protected |
| ee_b(const string &tid) (defined in ExposureCalculator) | ExposureCalculator | |
| ee_b_ (defined in ExposureCalculator) | ExposureCalculator | protected |
| eee_b(const string &tid) (defined in ExposureCalculator) | ExposureCalculator | |
| eee_b_ (defined in ExposureCalculator) | ExposureCalculator | protected |
| eepe_b(const string &tid) (defined in ExposureCalculator) | ExposureCalculator | |
| eepe_b_ (defined in ExposureCalculator) | ExposureCalculator | protected |
| ene(const string &tid) (defined in ExposureCalculator) | ExposureCalculator | |
| ENE enum value (defined in ExposureCalculator) | ExposureCalculator | |
| epe(const string &tid) (defined in ExposureCalculator) | ExposureCalculator | |
| EPE enum value (defined in ExposureCalculator) | ExposureCalculator | |
| epe_b(const string &tid) (defined in ExposureCalculator) | ExposureCalculator | |
| epe_b_ (defined in ExposureCalculator) | ExposureCalculator | protected |
| exerciseNextBreak() (defined in ExposureCalculator) | ExposureCalculator | |
| exerciseNextBreak_ (defined in ExposureCalculator) | ExposureCalculator | protected |
| EXPOSURE_CUBE_DEPTH (defined in ExposureCalculator) | ExposureCalculator | |
| ExposureCalculator(const boost::shared_ptr< Portfolio > &portfolio, const boost::shared_ptr< NPVCube > &cube, const boost::shared_ptr< CubeInterpretation > cubeInterpretation, const boost::shared_ptr< Market > &market, const bool exerciseNextBreak, const string &baseCurrency, const string &configuration, const Real quantile, const CollateralExposureHelper::CalculationType calcType, const bool multiPath, const bool flipViewXVA) | ExposureCalculator | |
| exposureCube() (defined in ExposureCalculator) | ExposureCalculator | |
| exposureCube_ (defined in ExposureCalculator) | ExposureCalculator | protected |
| ExposureIndex enum name (defined in ExposureCalculator) | ExposureCalculator | |
| flipViewXVA_ (defined in ExposureCalculator) | ExposureCalculator | protected |
| getMeanExposure(const string &tid, ExposureIndex index) (defined in ExposureCalculator) | ExposureCalculator | protected |
| isRegularCubeStorage() (defined in ExposureCalculator) | ExposureCalculator | |
| isRegularCubeStorage_ (defined in ExposureCalculator) | ExposureCalculator | protected |
| market() (defined in ExposureCalculator) | ExposureCalculator | |
| market_ (defined in ExposureCalculator) | ExposureCalculator | protected |
| multiPath() (defined in ExposureCalculator) | ExposureCalculator | |
| multiPath_ (defined in ExposureCalculator) | ExposureCalculator | protected |
| nettingSetCloseOutValue() (defined in ExposureCalculator) | ExposureCalculator | |
| nettingSetCloseOutValue_ (defined in ExposureCalculator) | ExposureCalculator | protected |
| nettingSetDefaultValue() (defined in ExposureCalculator) | ExposureCalculator | |
| nettingSetDefaultValue_ (defined in ExposureCalculator) | ExposureCalculator | protected |
| nettingSetIds() (defined in ExposureCalculator) | ExposureCalculator | |
| nettingSetIds_ (defined in ExposureCalculator) | ExposureCalculator | protected |
| nettingSetMaturity() (defined in ExposureCalculator) | ExposureCalculator | |
| nettingSetMaturity_ (defined in ExposureCalculator) | ExposureCalculator | protected |
| nettingSetMporNegativeFlow() (defined in ExposureCalculator) | ExposureCalculator | |
| nettingSetMporNegativeFlow_ (defined in ExposureCalculator) | ExposureCalculator | protected |
| nettingSetMporPositiveFlow() (defined in ExposureCalculator) | ExposureCalculator | |
| nettingSetMporPositiveFlow_ (defined in ExposureCalculator) | ExposureCalculator | protected |
| nettingSetValueToday() (defined in ExposureCalculator) | ExposureCalculator | |
| nettingSetValueToday_ (defined in ExposureCalculator) | ExposureCalculator | protected |
| npvCube() (defined in ExposureCalculator) | ExposureCalculator | |
| pfe(const string &tid) (defined in ExposureCalculator) | ExposureCalculator | |
| pfe_ (defined in ExposureCalculator) | ExposureCalculator | protected |
| portfolio() (defined in ExposureCalculator) | ExposureCalculator | |
| portfolio_ (defined in ExposureCalculator) | ExposureCalculator | protected |
| quantile() (defined in ExposureCalculator) | ExposureCalculator | |
| quantile_ (defined in ExposureCalculator) | ExposureCalculator | protected |
| times() (defined in ExposureCalculator) | ExposureCalculator | |
| times_ (defined in ExposureCalculator) | ExposureCalculator | protected |
| today() (defined in ExposureCalculator) | ExposureCalculator | |
| today_ (defined in ExposureCalculator) | ExposureCalculator | protected |
| ~ExposureCalculator() (defined in ExposureCalculator) | ExposureCalculator | virtual |