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