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Reference manual - version orea_version
HistoricalScenarioGenerator Member List

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

adjFactors() constHistoricalScenarioGenerator
adjustedPrice(RiskFactorKey key, QuantLib::Date d, QuantLib::Real price)HistoricalScenarioGeneratorprotected
baseScenario()HistoricalScenarioGenerator
baseScenario() constHistoricalScenarioGenerator
baseScenario_ (defined in HistoricalScenarioGenerator)HistoricalScenarioGeneratorprotected
cal() constHistoricalScenarioGenerator
cal_ (defined in HistoricalScenarioGenerator)HistoricalScenarioGeneratorprotected
calculationDetails_ (defined in HistoricalScenarioGenerator)HistoricalScenarioGeneratorprotected
endDates() constHistoricalScenarioGenerator
endDates_ (defined in HistoricalScenarioGenerator)HistoricalScenarioGeneratorprotected
filteredScenarioDates(const ore::data::TimePeriod &period) constHistoricalScenarioGenerator
HistoricalScenarioGenerator(const QuantLib::ext::shared_ptr< HistoricalScenarioLoader > &historicalScenarioLoader, const QuantLib::ext::shared_ptr< ScenarioFactory > &scenarioFactory, const QuantLib::Calendar &cal, const QuantLib::ext::shared_ptr< ore::data::AdjustmentFactors > &adjFactors=nullptr, const Size mporDays=10, const bool overlapping=true, const ReturnConfiguration &returnConfiguration=ReturnConfiguration(), const std::string &labelPrefix="")HistoricalScenarioGenerator
HistoricalScenarioGenerator(const boost::shared_ptr< HistoricalScenarioLoader > &historicalScenarioLoader, const boost::shared_ptr< ScenarioFactory > &scenarioFactory, const boost::shared_ptr< ore::data::AdjustmentFactors > &adjFactors=nullptr, const ReturnConfiguration &returnConfiguration=ReturnConfiguration(), const std::string &labelPrefix="")HistoricalScenarioGenerator
historicalScenarioLoader_ (defined in HistoricalScenarioGenerator)HistoricalScenarioGeneratorprotected
i_ (defined in HistoricalScenarioGenerator)HistoricalScenarioGeneratorprotected
labelPrefix() constHistoricalScenarioGenerator
lastHistoricalScenarioCalculationDetails() constHistoricalScenarioGenerator
mporDays() constHistoricalScenarioGenerator
mporDays_ (defined in HistoricalScenarioGenerator)HistoricalScenarioGeneratorprotected
next(const QuantLib::Date &d) overrideHistoricalScenarioGenerator
ore::analytics::ScenarioGenerator::next(const Date &d)=0ScenarioGeneratorpure virtual
numScenarios() constHistoricalScenarioGeneratorvirtual
overlapping() constHistoricalScenarioGenerator
reset() overrideHistoricalScenarioGeneratorvirtual
returnConfiguration() constHistoricalScenarioGenerator
scaling(const RiskFactorKey &key, const QuantLib::Real &keyReturn)HistoricalScenarioGeneratorvirtual
scenarioFactory() constHistoricalScenarioGenerator
scenarioFactory_ (defined in HistoricalScenarioGenerator)HistoricalScenarioGeneratorprotected
scenarioLoader() constHistoricalScenarioGenerator
scenarioPair()HistoricalScenarioGeneratorprotected
setDates()HistoricalScenarioGeneratorvirtual
startDates() constHistoricalScenarioGenerator
startDates_ (defined in HistoricalScenarioGenerator)HistoricalScenarioGeneratorprotected
~ScenarioGenerator()ScenarioGeneratorvirtual