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

cube() const	HistoricalPnlGenerator
generateCube(const boost::shared_ptr< ScenarioFilter > &filter)	HistoricalPnlGenerator
HistoricalPnlGenerator(const std::string &baseCurrency, const boost::shared_ptr< ore::data::Portfolio > &portfolio, const boost::shared_ptr< ScenarioSimMarket > &simMarket, const boost::shared_ptr< HistoricalScenarioGenerator > &hisScenGen, const boost::shared_ptr< NPVCube > &cube, const set< std::pair< string, boost::shared_ptr< QuantExt::ModelBuilder >>> &modelBuilders={}, bool dryRun=false)	HistoricalPnlGenerator
HistoricalPnlGenerator(const string &baseCurrency, const boost::shared_ptr< Portfolio > &portfolio, const boost::shared_ptr< HistoricalScenarioGenerator > &hisScenGen, const boost::shared_ptr< EngineData > &engineData, const Size nThreads, const Date &today, const boost::shared_ptr< ore::data::Loader > &loader, const boost::shared_ptr< ore::data::CurveConfigurations > &curveConfigs, const boost::shared_ptr< ore::data::TodaysMarketParameters > &todaysMarketParams, const std::string &configuration, const boost::shared_ptr< ScenarioSimMarketParameters > &simMarketData, const boost::shared_ptr< ReferenceDataManager > &referenceData=nullptr, const IborFallbackConfig &iborFallbackConfig=IborFallbackConfig::defaultConfig(), bool dryRun=false, const std::string &context="historical pnl generation")	HistoricalPnlGenerator
pnl(const ore::data::TimePeriod &period, const std::set< std::pair< std::string, QuantLib::Size >> &tradeIds) const	HistoricalPnlGenerator
pnl(const ore::data::TimePeriod &period) const	HistoricalPnlGenerator
pnl(const std::set< std::pair< std::string, QuantLib::Size >> &tradeIds) const	HistoricalPnlGenerator
pnl() const	HistoricalPnlGenerator
progressIndicators() const	ProgressReporter
registerProgressIndicator(const boost::shared_ptr< ProgressIndicator > &indicator)	ProgressReporter
resetProgress()	ProgressReporter
timePeriod() const	HistoricalPnlGenerator
tradeIdIndexPairs() const	HistoricalPnlGenerator
tradeLevelPnl(const ore::data::TimePeriod &period, const std::set< std::pair< std::string, QuantLib::Size >> &tradeIds) const (defined in HistoricalPnlGenerator)	HistoricalPnlGenerator
tradeLevelPnl(const ore::data::TimePeriod &period) const	HistoricalPnlGenerator
tradeLevelPnl(const std::set< std::pair< std::string, QuantLib::Size >> &tradeIds) const	HistoricalPnlGenerator
tradeLevelPnl() const	HistoricalPnlGenerator
TradePnlStore typedef	HistoricalPnlGenerator
unregisterAllProgressIndicators()	ProgressReporter
unregisterProgressIndicator(const boost::shared_ptr< ProgressIndicator > &indicator)	ProgressReporter
updateProgress(const unsigned long progress, const unsigned long total)	ProgressReporter