Reference manual - version orea_version
This is the complete list of members for InputParameters, including all inherited members.
| alignPillars() const (defined in InputParameters) | InputParameters | |
| alignPillars_ (defined in InputParameters) | InputParameters | protected |
| allFixings() (defined in InputParameters) | InputParameters | |
| allFixings_ (defined in InputParameters) | InputParameters | protected |
| amc() (defined in InputParameters) | InputParameters | |
| amc_ (defined in InputParameters) | InputParameters | protected |
| amcPricingEngine() (defined in InputParameters) | InputParameters | |
| amcPricingEngine_ (defined in InputParameters) | InputParameters | protected |
| amcTradeTypes() (defined in InputParameters) | InputParameters | |
| amcTradeTypes_ (defined in InputParameters) | InputParameters | protected |
| analytics() (defined in InputParameters) | InputParameters | |
| analytics_ (defined in InputParameters) | InputParameters | protected |
| asof() (defined in InputParameters) | InputParameters | |
| asof_ (defined in InputParameters) | InputParameters | protected |
| baseCurrency() (defined in InputParameters) | InputParameters | |
| baseCurrency_ (defined in InputParameters) | InputParameters | protected |
| buildFailedTrades() (defined in InputParameters) | InputParameters | |
| buildFailedTrades_ (defined in InputParameters) | InputParameters | protected |
| cashflowHorizon() const (defined in InputParameters) | InputParameters | |
| cashflowHorizon_ (defined in InputParameters) | InputParameters | protected |
| collateralCalculationType() (defined in InputParameters) | InputParameters | |
| collateralCalculationType_ (defined in InputParameters) | InputParameters | protected |
| collateralFloorAnalytic() (defined in InputParameters) | InputParameters | |
| collateralFloorAnalytic_ (defined in InputParameters) | InputParameters | protected |
| colvaAnalytic() (defined in InputParameters) | InputParameters | |
| colvaAnalytic_ (defined in InputParameters) | InputParameters | protected |
| continueOnError() (defined in InputParameters) | InputParameters | |
| continueOnError_ (defined in InputParameters) | InputParameters | protected |
| conventions() (defined in InputParameters) | InputParameters | |
| conventions_ (defined in InputParameters) | InputParameters | protected |
| covarianceData() (defined in InputParameters) | InputParameters | |
| covarianceData_ (defined in InputParameters) | InputParameters | protected |
| cptyCube() (defined in InputParameters) | InputParameters | |
| cptyCube_ (defined in InputParameters) | InputParameters | protected |
| creditMigrationAnalytic() const (defined in InputParameters) | InputParameters | |
| creditMigrationAnalytic_ (defined in InputParameters) | InputParameters | protected |
| creditMigrationDistributionGrid() const (defined in InputParameters) | InputParameters | |
| creditMigrationDistributionGrid_ (defined in InputParameters) | InputParameters | protected |
| creditMigrationOutputFiles() const (defined in InputParameters) | InputParameters | |
| creditMigrationOutputFiles_ (defined in InputParameters) | InputParameters | protected |
| creditMigrationTimeSteps() const (defined in InputParameters) | InputParameters | |
| creditMigrationTimeSteps_ (defined in InputParameters) | InputParameters | protected |
| creditSimulationParameters() const (defined in InputParameters) | InputParameters | |
| creditSimulationParameters_ (defined in InputParameters) | InputParameters | protected |
| crifLoader() (defined in InputParameters) | InputParameters | |
| crifLoader_ (defined in InputParameters) | InputParameters | protected |
| crossAssetModelData() (defined in InputParameters) | InputParameters | |
| crossAssetModelData_ (defined in InputParameters) | InputParameters | protected |
| csvCommentCharacter() const (defined in InputParameters) | InputParameters | |
| csvCommentCharacter_ (defined in InputParameters) | InputParameters | protected |
| csvEolChar() const (defined in InputParameters) | InputParameters | |
| csvEolChar_ (defined in InputParameters) | InputParameters | protected |
| csvEscapeChar() const (defined in InputParameters) | InputParameters | |
| csvEscapeChar_ (defined in InputParameters) | InputParameters | protected |
| csvQuoteChar() const (defined in InputParameters) | InputParameters | |
| csvQuoteChar_ (defined in InputParameters) | InputParameters | protected |
| csvSeparator() const (defined in InputParameters) | InputParameters | |
| csvSeparator_ (defined in InputParameters) | InputParameters | protected |
| cube() (defined in InputParameters) | InputParameters | |
| cube_ (defined in InputParameters) | InputParameters | protected |
| curveConfigs() (defined in InputParameters) | InputParameters | |
| curveConfigs_ (defined in InputParameters) | InputParameters | protected |
| curvesGrid() const (defined in InputParameters) | InputParameters | |
| curvesGrid_ (defined in InputParameters) | InputParameters | protected |
| curvesMarketConfig() (defined in InputParameters) | InputParameters | |
| curvesMarketConfig_ (defined in InputParameters) | InputParameters | protected |
| cvaAnalytic() (defined in InputParameters) | InputParameters | |
| cvaAnalytic_ (defined in InputParameters) | InputParameters | protected |
| cvaSensi() (defined in InputParameters) | InputParameters | |
| cvaSensi_ (defined in InputParameters) | InputParameters | protected |
| cvaSensiGrid() (defined in InputParameters) | InputParameters | |
| cvaSensiGrid_ (defined in InputParameters) | InputParameters | protected |
| cvaSensiShiftSize() (defined in InputParameters) | InputParameters | |
| cvaSensiShiftSize_ (defined in InputParameters) | InputParameters | protected |
| deterministicInitialMargin(const std::string &n) (defined in InputParameters) | InputParameters | |
| deterministicInitialMargin_ (defined in InputParameters) | InputParameters | protected |
| dimAnalytic() (defined in InputParameters) | InputParameters | |
| dimAnalytic_ (defined in InputParameters) | InputParameters | protected |
| dimHorizonCalendarDays() (defined in InputParameters) | InputParameters | |
| dimHorizonCalendarDays_ (defined in InputParameters) | InputParameters | protected |
| dimLocalRegressionBandwidth() (defined in InputParameters) | InputParameters | |
| dimLocalRegressionBandwidth_ (defined in InputParameters) | InputParameters | protected |
| dimLocalRegressionEvaluations() (defined in InputParameters) | InputParameters | |
| dimLocalRegressionEvaluations_ (defined in InputParameters) | InputParameters | protected |
| dimOutputGridPoints() (defined in InputParameters) | InputParameters | |
| dimOutputGridPoints_ (defined in InputParameters) | InputParameters | protected |
| dimOutputNettingSet() (defined in InputParameters) | InputParameters | |
| dimOutputNettingSet_ (defined in InputParameters) | InputParameters | protected |
| dimQuantile() (defined in InputParameters) | InputParameters | |
| dimQuantile_ (defined in InputParameters) | InputParameters | protected |
| dimRegressionOrder() (defined in InputParameters) | InputParameters | |
| dimRegressionOrder_ (defined in InputParameters) | InputParameters | protected |
| dimRegressors() (defined in InputParameters) | InputParameters | |
| dimRegressors_ (defined in InputParameters) | InputParameters | protected |
| dryRun() const (defined in InputParameters) | InputParameters | |
| dryRun_ (defined in InputParameters) | InputParameters | protected |
| dvaAnalytic() (defined in InputParameters) | InputParameters | |
| dvaAnalytic_ (defined in InputParameters) | InputParameters | protected |
| dvaName() (defined in InputParameters) | InputParameters | |
| dvaName_ (defined in InputParameters) | InputParameters | protected |
| dynamicCredit() (defined in InputParameters) | InputParameters | |
| dynamicCredit_ (defined in InputParameters) | InputParameters | protected |
| enforceIMRegulations() (defined in InputParameters) | InputParameters | |
| enforceIMRegulations_ (defined in InputParameters) | InputParameters | protected |
| entireMarket() (defined in InputParameters) | InputParameters | |
| entireMarket_ (defined in InputParameters) | InputParameters | protected |
| eomInflationFixings() (defined in InputParameters) | InputParameters | |
| eomInflationFixings_ (defined in InputParameters) | InputParameters | protected |
| exerciseNextBreak() (defined in InputParameters) | InputParameters | |
| exerciseNextBreak_ (defined in InputParameters) | InputParameters | protected |
| exposureAllocationMethod() (defined in InputParameters) | InputParameters | |
| exposureAllocationMethod_ (defined in InputParameters) | InputParameters | protected |
| exposureBaseCurrency() (defined in InputParameters) | InputParameters | |
| exposureBaseCurrency_ (defined in InputParameters) | InputParameters | protected |
| exposureObservationModel() (defined in InputParameters) | InputParameters | |
| exposureObservationModel_ (defined in InputParameters) | InputParameters | protected |
| exposureProfiles() (defined in InputParameters) | InputParameters | |
| exposureProfiles_ (defined in InputParameters) | InputParameters | protected |
| exposureProfilesByTrade() (defined in InputParameters) | InputParameters | |
| exposureProfilesByTrade_ (defined in InputParameters) | InputParameters | protected |
| exposureSimMarketParams() (defined in InputParameters) | InputParameters | |
| exposureSimMarketParams_ (defined in InputParameters) | InputParameters | protected |
| flipViewBorrowingCurvePostfix() (defined in InputParameters) | InputParameters | |
| flipViewBorrowingCurvePostfix_ (defined in InputParameters) | InputParameters | protected |
| flipViewLendingCurvePostfix() (defined in InputParameters) | InputParameters | |
| flipViewLendingCurvePostfix_ (defined in InputParameters) | InputParameters | protected |
| flipViewXVA() (defined in InputParameters) | InputParameters | |
| flipViewXVA_ (defined in InputParameters) | InputParameters | protected |
| fullInitialCollateralisation() (defined in InputParameters) | InputParameters | |
| fullInitialCollateralisation_ (defined in InputParameters) | InputParameters | protected |
| fvaAnalytic() (defined in InputParameters) | InputParameters | |
| fvaAnalytic_ (defined in InputParameters) | InputParameters | protected |
| fvaBorrowingCurve() (defined in InputParameters) | InputParameters | |
| fvaBorrowingCurve_ (defined in InputParameters) | InputParameters | protected |
| fvaLendingCurve() (defined in InputParameters) | InputParameters | |
| fvaLendingCurve_ (defined in InputParameters) | InputParameters | protected |
| iborFallbackConfig() const (defined in InputParameters) | InputParameters | |
| iborFallbackConfig_ (defined in InputParameters) | InputParameters | protected |
| iborFallbackOverride() (defined in InputParameters) | InputParameters | |
| iborFallbackOverride_ (defined in InputParameters) | InputParameters | protected |
| implyTodaysFixings() (defined in InputParameters) | InputParameters | |
| implyTodaysFixings_ (defined in InputParameters) | InputParameters | protected |
| includePastCashflows() (defined in InputParameters) | InputParameters | |
| includePastCashflows_ (defined in InputParameters) | InputParameters | protected |
| InputParameters() (defined in InputParameters) | InputParameters | |
| insertAnalytic(const std::string &s) (defined in InputParameters) | InputParameters | |
| kvaAlpha() (defined in InputParameters) | InputParameters | |
| kvaAlpha_ (defined in InputParameters) | InputParameters | protected |
| kvaAnalytic() (defined in InputParameters) | InputParameters | |
| kvaAnalytic_ (defined in InputParameters) | InputParameters | protected |
| kvaCapitalDiscountRate() (defined in InputParameters) | InputParameters | |
| kvaCapitalDiscountRate_ (defined in InputParameters) | InputParameters | protected |
| kvaCapitalHurdle() (defined in InputParameters) | InputParameters | |
| kvaCapitalHurdle_ (defined in InputParameters) | InputParameters | protected |
| kvaOurCvaRiskWeight() (defined in InputParameters) | InputParameters | |
| kvaOurCvaRiskWeight_ (defined in InputParameters) | InputParameters | protected |
| kvaOurPdFloor() (defined in InputParameters) | InputParameters | |
| kvaOurPdFloor_ (defined in InputParameters) | InputParameters | protected |
| kvaRegAdjustment() (defined in InputParameters) | InputParameters | |
| kvaRegAdjustment_ (defined in InputParameters) | InputParameters | protected |
| kvaTheirCvaRiskWeight() (defined in InputParameters) | InputParameters | |
| kvaTheirCvaRiskWeight_ (defined in InputParameters) | InputParameters | protected |
| kvaTheirPdFloor() (defined in InputParameters) | InputParameters | |
| kvaTheirPdFloor_ (defined in InputParameters) | InputParameters | protected |
| lazyMarketBuilding() (defined in InputParameters) | InputParameters | |
| lazyMarketBuilding_ (defined in InputParameters) | InputParameters | protected |
| loadCube() (defined in InputParameters) | InputParameters | |
| loadCube_ (defined in InputParameters) | InputParameters | protected |
| loadParameters() (defined in InputParameters) | InputParameters | virtual |
| marginalAllocationLimit() (defined in InputParameters) | InputParameters | |
| marginalAllocationLimit_ (defined in InputParameters) | InputParameters | protected |
| marketConfig(const std::string &context) (defined in InputParameters) | InputParameters | |
| marketConfigs() (defined in InputParameters) | InputParameters | |
| marketConfigs_ (defined in InputParameters) | InputParameters | protected |
| maxRetries() const (defined in InputParameters) | InputParameters | |
| maxRetries_ (defined in InputParameters) | InputParameters | protected |
| mcVarSamples() (defined in InputParameters) | InputParameters | |
| mcVarSamples_ (defined in InputParameters) | InputParameters | protected |
| mcVarSeed() (defined in InputParameters) | InputParameters | |
| mcVarSeed_ (defined in InputParameters) | InputParameters | protected |
| mktCube() (defined in InputParameters) | InputParameters | |
| mktCube_ (defined in InputParameters) | InputParameters | protected |
| mporCalendar() (defined in InputParameters) | InputParameters | |
| mporCalendar_ (defined in InputParameters) | InputParameters | protected |
| mporDate() (defined in InputParameters) | InputParameters | |
| mporDate_ (defined in InputParameters) | InputParameters | protected |
| mporDays() (defined in InputParameters) | InputParameters | |
| mporDays_ (defined in InputParameters) | InputParameters | protected |
| mporForward() (defined in InputParameters) | InputParameters | |
| mporForward_ (defined in InputParameters) | InputParameters | protected |
| mvaAnalytic() (defined in InputParameters) | InputParameters | |
| mvaAnalytic_ (defined in InputParameters) | InputParameters | protected |
| netCubeOutput() (defined in InputParameters) | InputParameters | |
| netCubeOutput_ (defined in InputParameters) | InputParameters | protected |
| netCubeOutputFile() (defined in InputParameters) | InputParameters | |
| netCubeOutputFile_ (defined in InputParameters) | InputParameters | protected |
| nettingSetCube() (defined in InputParameters) | InputParameters | |
| nettingSetCube_ (defined in InputParameters) | InputParameters | protected |
| nettingSetId() (defined in InputParameters) | InputParameters | |
| nettingSetId_ (defined in InputParameters) | InputParameters | protected |
| nettingSetManager() (defined in InputParameters) | InputParameters | |
| nettingSetManager_ (defined in InputParameters) | InputParameters | protected |
| nThreads() const (defined in InputParameters) | InputParameters | |
| nThreads_ (defined in InputParameters) | InputParameters | protected |
| observationModel() (defined in InputParameters) | InputParameters | |
| observationModel_ (defined in InputParameters) | InputParameters | protected |
| outputAdditionalResults() const (defined in InputParameters) | InputParameters | |
| outputAdditionalResults_ (defined in InputParameters) | InputParameters | protected |
| outputCurves() const (defined in InputParameters) | InputParameters | |
| outputCurves_ (defined in InputParameters) | InputParameters | protected |
| outputJacobi() const (defined in InputParameters) | InputParameters | |
| outputJacobi_ (defined in InputParameters) | InputParameters | protected |
| outputTodaysMarketCalibration() const (defined in InputParameters) | InputParameters | |
| outputTodaysMarketCalibration_ (defined in InputParameters) | InputParameters | protected |
| parConversionAlignPillars() const (defined in InputParameters) | InputParameters | |
| parConversionAlignPillars_ (defined in InputParameters) | InputParameters | protected |
| parConversionInputBaseNpvColumn() (defined in InputParameters) | InputParameters | |
| parConversionInputBaseNpvColumn_ (defined in InputParameters) | InputParameters | protected |
| parConversionInputCurrencyColumn() (defined in InputParameters) | InputParameters | |
| parConversionInputCurrencyColumn_ (defined in InputParameters) | InputParameters | protected |
| parConversionInputDeltaColumn() (defined in InputParameters) | InputParameters | |
| parConversionInputDeltaColumn_ (defined in InputParameters) | InputParameters | protected |
| parConversionInputFile() const (defined in InputParameters) | InputParameters | |
| parConversionInputFile_ (defined in InputParameters) | InputParameters | protected |
| parConversionInputIdColumn() (defined in InputParameters) | InputParameters | |
| parConversionInputIdColumn_ (defined in InputParameters) | InputParameters | protected |
| parConversionInputRiskFactorColumn() (defined in InputParameters) | InputParameters | |
| parConversionInputRiskFactorColumn_ (defined in InputParameters) | InputParameters | protected |
| parConversionInputShiftSizeColumn() (defined in InputParameters) | InputParameters | |
| parConversionInputShiftSizeColumn_ (defined in InputParameters) | InputParameters | protected |
| parConversionOutputJacobi() const (defined in InputParameters) | InputParameters | |
| parConversionOutputJacobi_ (defined in InputParameters) | InputParameters | protected |
| parConversionPricingEngine() (defined in InputParameters) | InputParameters | |
| parConversionPricingEngine_ (defined in InputParameters) | InputParameters | protected |
| parConversionScenarioData() (defined in InputParameters) | InputParameters | |
| parConversionScenarioData_ (defined in InputParameters) | InputParameters | protected |
| parConversionSimMarketParams() (defined in InputParameters) | InputParameters | |
| parConversionSimMarketParams_ (defined in InputParameters) | InputParameters | protected |
| parConversionThreshold() const (defined in InputParameters) | InputParameters | |
| parConversionThreshold_ (defined in InputParameters) | InputParameters | protected |
| parConversionXbsParConversion() (defined in InputParameters) | InputParameters | |
| parConversionXbsParConversion_ (defined in InputParameters) | InputParameters | protected |
| parSensi() const (defined in InputParameters) | InputParameters | |
| parSensi_ (defined in InputParameters) | InputParameters | protected |
| pfeQuantile() (defined in InputParameters) | InputParameters | |
| pfeQuantile_ (defined in InputParameters) | InputParameters | protected |
| portfolio() (defined in InputParameters) | InputParameters | |
| portfolio_ (defined in InputParameters) | InputParameters | protected |
| portfolioFilter() (defined in InputParameters) | InputParameters | |
| portfolioFilter_ (defined in InputParameters) | InputParameters | protected |
| portfolioFilterDate() const (defined in InputParameters) | InputParameters | |
| portfolioFilterDate_ (defined in InputParameters) | InputParameters | protected |
| pricingEngine() (defined in InputParameters) | InputParameters | |
| pricingEngine_ (defined in InputParameters) | InputParameters | protected |
| rawCubeOutput() (defined in InputParameters) | InputParameters | |
| rawCubeOutput_ (defined in InputParameters) | InputParameters | protected |
| rawCubeOutputFile() (defined in InputParameters) | InputParameters | |
| rawCubeOutputFile_ (defined in InputParameters) | InputParameters | protected |
| refDataManager() (defined in InputParameters) | InputParameters | |
| refDataManager_ (defined in InputParameters) | InputParameters | protected |
| reportNaString() (defined in InputParameters) | InputParameters | |
| reportNaString_ (defined in InputParameters) | InputParameters | protected |
| resultCurrency() (defined in InputParameters) | InputParameters | |
| resultCurrency_ (defined in InputParameters) | InputParameters | protected |
| resultsPath() const (defined in InputParameters) | InputParameters | |
| resultsPath_ (defined in InputParameters) | InputParameters | protected |
| salvageCorrelationMatrix() (defined in InputParameters) | InputParameters | |
| salvageCorrelationMatrix_ (defined in InputParameters) | InputParameters | protected |
| salvageCovariance() (defined in InputParameters) | InputParameters | |
| salvageCovariance_ (defined in InputParameters) | InputParameters | protected |
| scenarioDistributionSteps() (defined in InputParameters) | InputParameters | |
| scenarioDistributionSteps_ (defined in InputParameters) | InputParameters | protected |
| scenarioGeneratorData() (defined in InputParameters) | InputParameters | |
| scenarioGeneratorData_ (defined in InputParameters) | InputParameters | protected |
| scenarioGenType() (defined in InputParameters) | InputParameters | |
| scenarioGenType_ (defined in InputParameters) | InputParameters | protected |
| scenarioOutputZeroRate() (defined in InputParameters) | InputParameters | |
| scenarioOutputZeroRate_ (defined in InputParameters) | InputParameters | protected |
| sensiPricingEngine() (defined in InputParameters) | InputParameters | |
| sensiPricingEngine_ (defined in InputParameters) | InputParameters | protected |
| sensiScenarioData() (defined in InputParameters) | InputParameters | |
| sensiScenarioData_ (defined in InputParameters) | InputParameters | protected |
| sensiSimMarketParams() (defined in InputParameters) | InputParameters | |
| sensiSimMarketParams_ (defined in InputParameters) | InputParameters | protected |
| sensiThreshold() const (defined in InputParameters) | InputParameters | |
| sensiThreshold_ (defined in InputParameters) | InputParameters | protected |
| sensitivityStream() (defined in InputParameters) | InputParameters | |
| sensitivityStream_ (defined in InputParameters) | InputParameters | protected |
| setAlignPillars(bool b) (defined in InputParameters) | InputParameters | |
| setAllFixings(bool b) (defined in InputParameters) | InputParameters | |
| setAmc(bool b) (defined in InputParameters) | InputParameters | |
| setAmcPricingEngine(const std::string &xml) (defined in InputParameters) | InputParameters | |
| setAmcPricingEngine(const boost::shared_ptr< EngineData > &engineData) (defined in InputParameters) | InputParameters | |
| setAmcPricingEngineFromFile(const std::string &fileName) (defined in InputParameters) | InputParameters | |
| setAmcTradeTypes(const std::string &s) (defined in InputParameters) | InputParameters | |
| setAnalytics(const std::string &s) (defined in InputParameters) | InputParameters | |
| setAsOfDate(const std::string &s) (defined in InputParameters) | InputParameters | |
| setBaseCurrency(const std::string &s) (defined in InputParameters) | InputParameters | |
| setBuildFailedTrades(bool b) (defined in InputParameters) | InputParameters | |
| setCashflowHorizon(const std::string &s) (defined in InputParameters) | InputParameters | |
| setCollateralCalculationType(const std::string &s) (defined in InputParameters) | InputParameters | |
| setCollateralFloorAnalytic(bool b) (defined in InputParameters) | InputParameters | |
| setColvaAnalytic(bool b) (defined in InputParameters) | InputParameters | |
| setContinueOnError(bool b) (defined in InputParameters) | InputParameters | |
| setConventions(const std::string &xml) (defined in InputParameters) | InputParameters | |
| setConventionsFromFile(const std::string &fileName) (defined in InputParameters) | InputParameters | |
| setCovarianceData(ore::data::CSVReader &reader) (defined in InputParameters) | InputParameters | |
| setCovarianceDataFromBuffer(const std::string &xml) (defined in InputParameters) | InputParameters | |
| setCovarianceDataFromFile(const std::string &fileName) (defined in InputParameters) | InputParameters | |
| setCptyCubeFromFile(const std::string &file) (defined in InputParameters) | InputParameters | |
| setCreditMigrationAnalytic(bool b) (defined in InputParameters) | InputParameters | |
| setCreditMigrationDistributionGrid(const std::vector< Real > &grid) (defined in InputParameters) | InputParameters | |
| setCreditMigrationOutputFiles(const std::string &s) (defined in InputParameters) | InputParameters | |
| setCreditMigrationTimeSteps(const std::vector< Size > &ts) (defined in InputParameters) | InputParameters | |
| setCreditSimulationParameters(const boost::shared_ptr< CreditSimulationParameters > &c) (defined in InputParameters) | InputParameters | |
| setCreditSimulationParametersFromBuffer(const std::string &xml) (defined in InputParameters) | InputParameters | |
| setCreditSimulationParametersFromFile(const std::string &fileName) (defined in InputParameters) | InputParameters | |
| setCrifFromBuffer(const std::string &csvBuffer, char eol='\n', char delim=',', char quoteChar='\0', char escapeChar='\\') (defined in InputParameters) | InputParameters | |
| setCrifFromFile(const std::string &fileName, char eol='\n', char delim=',', char quoteChar='\0', char escapeChar='\\') (defined in InputParameters) | InputParameters | |
| setCrifLoader() (defined in InputParameters) | InputParameters | |
| setCrossAssetModelData(const std::string &xml) (defined in InputParameters) | InputParameters | |
| setCrossAssetModelDataFromFile(const std::string &fileName) (defined in InputParameters) | InputParameters | |
| setCsvCommentCharacter(const char &c) (defined in InputParameters) | InputParameters | |
| setCsvQuoteChar(const char &c) (defined in InputParameters) | InputParameters | |
| setCsvSeparator(const char &c) (defined in InputParameters) | InputParameters | |
| setCubeFromFile(const std::string &file) (defined in InputParameters) | InputParameters | |
| setCurveConfigs(const std::string &xml) (defined in InputParameters) | InputParameters | |
| setCurveConfigsFromFile(const std::string &fileName) (defined in InputParameters) | InputParameters | |
| setCurvesGrid(const std::string &s) (defined in InputParameters) | InputParameters | |
| setCurvesMarketConfig(const std::string &s) (defined in InputParameters) | InputParameters | |
| setCvaAnalytic(bool b) (defined in InputParameters) | InputParameters | |
| setCvaSensi(bool b) (defined in InputParameters) | InputParameters | |
| setCvaSensiGrid(const std::string &s) (defined in InputParameters) | InputParameters | |
| setCvaSensiShiftSize(Real r) (defined in InputParameters) | InputParameters | |
| setDeterministicInitialMargin(const std::string &n, TimeSeries< Real > v) (defined in InputParameters) | InputParameters | |
| setDeterministicInitialMarginFromFile(const std::string &fileName) (defined in InputParameters) | InputParameters | |
| setDimAnalytic(bool b) (defined in InputParameters) | InputParameters | |
| setDimHorizonCalendarDays(Size s) (defined in InputParameters) | InputParameters | |
| setDimLocalRegressionBandwidth(Real r) (defined in InputParameters) | InputParameters | |
| setDimLocalRegressionEvaluations(Size s) (defined in InputParameters) | InputParameters | |
| setDimOutputGridPoints(const std::string &s) (defined in InputParameters) | InputParameters | |
| setDimOutputNettingSet(const std::string &s) (defined in InputParameters) | InputParameters | |
| setDimQuantile(Real r) (defined in InputParameters) | InputParameters | |
| setDimRegressionOrder(Size s) (defined in InputParameters) | InputParameters | |
| setDimRegressors(const std::string &s) (defined in InputParameters) | InputParameters | |
| setDryRun(bool b) (defined in InputParameters) | InputParameters | |
| setDvaAnalytic(bool b) (defined in InputParameters) | InputParameters | |
| setDvaName(const std::string &s) (defined in InputParameters) | InputParameters | |
| setDynamicCredit(bool b) (defined in InputParameters) | InputParameters | |
| setEnforceIMRegulations(bool b) (defined in InputParameters) | InputParameters | |
| setEntireMarket(bool b) (defined in InputParameters) | InputParameters | |
| setEomInflationFixings(bool b) (defined in InputParameters) | InputParameters | |
| setExerciseNextBreak(bool b) (defined in InputParameters) | InputParameters | |
| setExposureAllocationMethod(const std::string &s) (defined in InputParameters) | InputParameters | |
| setExposureBaseCurrency(const std::string &s) (defined in InputParameters) | InputParameters | |
| setExposureObservationModel(const std::string &s) (defined in InputParameters) | InputParameters | |
| setExposureProfiles(bool b) (defined in InputParameters) | InputParameters | |
| setExposureProfilesByTrade(bool b) (defined in InputParameters) | InputParameters | |
| setExposureSimMarketParams(const std::string &xml) (defined in InputParameters) | InputParameters | |
| setExposureSimMarketParamsFromFile(const std::string &fileName) (defined in InputParameters) | InputParameters | |
| setFlipViewBorrowingCurvePostfix(const std::string &s) (defined in InputParameters) | InputParameters | |
| setFlipViewLendingCurvePostfix(const std::string &s) (defined in InputParameters) | InputParameters | |
| setFlipViewXVA(bool b) (defined in InputParameters) | InputParameters | |
| setFullInitialCollateralisation(bool b) (defined in InputParameters) | InputParameters | |
| setFvaAnalytic(bool b) (defined in InputParameters) | InputParameters | |
| setFvaBorrowingCurve(const std::string &s) (defined in InputParameters) | InputParameters | |
| setFvaLendingCurve(const std::string &s) (defined in InputParameters) | InputParameters | |
| setIborFallbackConfig(const std::string &xml) (defined in InputParameters) | InputParameters | |
| setIborFallbackConfigFromFile(const std::string &fileName) (defined in InputParameters) | InputParameters | |
| setIborFallbackOverride(bool b) (defined in InputParameters) | InputParameters | |
| setImplyTodaysFixings(bool b) (defined in InputParameters) | InputParameters | |
| setIncludePastCashflows(bool b) (defined in InputParameters) | InputParameters | |
| setKvaAlpha(Real r) (defined in InputParameters) | InputParameters | |
| setKvaAnalytic(bool b) (defined in InputParameters) | InputParameters | |
| setKvaCapitalDiscountRate(Real r) (defined in InputParameters) | InputParameters | |
| setKvaCapitalHurdle(Real r) (defined in InputParameters) | InputParameters | |
| setKvaOurCvaRiskWeight(Real r) (defined in InputParameters) | InputParameters | |
| setKvaOurPdFloor(Real r) (defined in InputParameters) | InputParameters | |
| setKvaRegAdjustment(Real r) (defined in InputParameters) | InputParameters | |
| setKvaTheirCvaRiskWeight(Real r) (defined in InputParameters) | InputParameters | |
| setKvaTheirPdFloor(Real r) (defined in InputParameters) | InputParameters | |
| setLazyMarketBuilding(bool b) (defined in InputParameters) | InputParameters | |
| setLoadCube(bool b) (defined in InputParameters) | InputParameters | |
| setMarginalAllocationLimit(Real r) (defined in InputParameters) | InputParameters | |
| setMarketConfig(const std::string &config, const std::string &context) (defined in InputParameters) | InputParameters | |
| setMarketConfigs(const std::map< std::string, std::string > &m) (defined in InputParameters) | InputParameters | |
| setMarketCubeFromFile(const std::string &file) (defined in InputParameters) | InputParameters | |
| setMcVarSamples(Size s) (defined in InputParameters) | InputParameters | |
| setMcVarSeed(long l) (defined in InputParameters) | InputParameters | |
| setMporCalendar(const std::string &s) (defined in InputParameters) | InputParameters | |
| setMporDate(const QuantLib::Date &d) (defined in InputParameters) | InputParameters | |
| setMporDays(Size s) (defined in InputParameters) | InputParameters | |
| setMporForward(bool b) (defined in InputParameters) | InputParameters | |
| setMvaAnalytic(bool b) (defined in InputParameters) | InputParameters | |
| setNetCubeOutput(bool b) (defined in InputParameters) | InputParameters | |
| setNetCubeOutputFile(const std::string &s) (defined in InputParameters) | InputParameters | |
| setNettingSetCubeFromFile(const std::string &file) (defined in InputParameters) | InputParameters | |
| setNettingSetId(const std::string &s) (defined in InputParameters) | InputParameters | |
| setNettingSetManager(const std::string &xml) (defined in InputParameters) | InputParameters | |
| setNettingSetManagerFromFile(const std::string &fileName) (defined in InputParameters) | InputParameters | |
| setObservationModel(const std::string &s) (defined in InputParameters) | InputParameters | |
| setOutputAdditionalResults(bool b) (defined in InputParameters) | InputParameters | |
| setOutputCurves(bool b) (defined in InputParameters) | InputParameters | |
| setOutputJacobi(bool b) (defined in InputParameters) | InputParameters | |
| setOutputTodaysMarketCalibration(bool b) (defined in InputParameters) | InputParameters | |
| setParConversionAlignPillars(bool b) (defined in InputParameters) | InputParameters | |
| setParConversionInputBaseNpvColumn(const std::string &s) (defined in InputParameters) | InputParameters | |
| setParConversionInputCurrencyColumn(const std::string &s) (defined in InputParameters) | InputParameters | |
| setParConversionInputDeltaColumn(const std::string &s) (defined in InputParameters) | InputParameters | |
| setParConversionInputFile(const std::string &s) (defined in InputParameters) | InputParameters | |
| setParConversionInputIdColumn(const std::string &s) (defined in InputParameters) | InputParameters | |
| setParConversionInputRiskFactorColumn(const std::string &s) (defined in InputParameters) | InputParameters | |
| setParConversionInputShiftSizeColumn(const std::string &s) (defined in InputParameters) | InputParameters | |
| setParConversionOutputJacobi(bool b) (defined in InputParameters) | InputParameters | |
| setParConversionPricingEngine(const std::string &xml) (defined in InputParameters) | InputParameters | |
| setParConversionPricingEngine(const boost::shared_ptr< EngineData > &engineData) (defined in InputParameters) | InputParameters | |
| setParConversionPricingEngineFromFile(const std::string &fileName) (defined in InputParameters) | InputParameters | |
| setParConversionScenarioData(const std::string &xml) (defined in InputParameters) | InputParameters | |
| setParConversionScenarioDataFromFile(const std::string &fileName) (defined in InputParameters) | InputParameters | |
| setParConversionSimMarketParams(const std::string &xml) (defined in InputParameters) | InputParameters | |
| setParConversionSimMarketParamsFromFile(const std::string &fileName) (defined in InputParameters) | InputParameters | |
| setParConversionThreshold(Real r) (defined in InputParameters) | InputParameters | |
| setParConversionXbsParConversion(bool b) (defined in InputParameters) | InputParameters | |
| setParSensi(bool b) (defined in InputParameters) | InputParameters | |
| setPfeQuantile(Real r) (defined in InputParameters) | InputParameters | |
| setPortfolio(const std::string &xml) (defined in InputParameters) | InputParameters | |
| setPortfolioFilter(const std::string &s) (defined in InputParameters) | InputParameters | |
| setPortfolioFilterDate(const std::string &s) (defined in InputParameters) | InputParameters | |
| setPortfolioFromFile(const std::string &fileNameString, const std::string &inputPath) (defined in InputParameters) | InputParameters | |
| setPricingEngine(const std::string &xml) (defined in InputParameters) | InputParameters | |
| setPricingEngineFromFile(const std::string &fileName) (defined in InputParameters) | InputParameters | |
| setRawCubeOutput(bool b) (defined in InputParameters) | InputParameters | |
| setRawCubeOutputFile(const std::string &s) (defined in InputParameters) | InputParameters | |
| setRefDataManager(const std::string &xml) (defined in InputParameters) | InputParameters | |
| setRefDataManagerFromFile(const std::string &fileName) (defined in InputParameters) | InputParameters | |
| setReportNaString(const std::string &s) (defined in InputParameters) | InputParameters | |
| setResultsPath(const std::string &s) (defined in InputParameters) | InputParameters | |
| setSalvageCorrelationMatrix(bool b) (defined in InputParameters) | InputParameters | |
| setSalvageCovariance(bool b) (defined in InputParameters) | InputParameters | |
| setScenarioDistributionSteps(const Size s) (defined in InputParameters) | InputParameters | |
| setScenarioGeneratorData(const std::string &xml) (defined in InputParameters) | InputParameters | |
| setScenarioGeneratorDataFromFile(const std::string &fileName) (defined in InputParameters) | InputParameters | |
| setScenarioGenType(const std::string &s) (defined in InputParameters) | InputParameters | |
| setScenarioOutputZeroRate(const bool b) (defined in InputParameters) | InputParameters | |
| setScriptLibrary(const std::string &xml) (defined in InputParameters) | InputParameters | |
| setScriptLibraryFromFile(const std::string &fileName) (defined in InputParameters) | InputParameters | |
| setSensiPricingEngine(const std::string &xml) (defined in InputParameters) | InputParameters | |
| setSensiPricingEngine(const boost::shared_ptr< EngineData > &engineData) (defined in InputParameters) | InputParameters | |
| setSensiPricingEngineFromFile(const std::string &fileName) (defined in InputParameters) | InputParameters | |
| setSensiScenarioData(const std::string &xml) (defined in InputParameters) | InputParameters | |
| setSensiScenarioDataFromFile(const std::string &fileName) (defined in InputParameters) | InputParameters | |
| setSensiSimMarketParams(const std::string &xml) (defined in InputParameters) | InputParameters | |
| setSensiSimMarketParamsFromFile(const std::string &fileName) (defined in InputParameters) | InputParameters | |
| setSensiThreshold(Real r) (defined in InputParameters) | InputParameters | |
| setSensitivityStreamFromBuffer(const std::string &buffer) (defined in InputParameters) | InputParameters | |
| setSensitivityStreamFromFile(const std::string &fileName) (defined in InputParameters) | InputParameters | |
| setSimmBucketMapper(const boost::shared_ptr< ore::analytics::SimmBucketMapper > &p) (defined in InputParameters) | InputParameters | |
| setSimmBucketMapper(const std::string &xml) (defined in InputParameters) | InputParameters | |
| setSimmBucketMapperFromFile(const std::string &fileName) (defined in InputParameters) | InputParameters | |
| setSimmCalculationCurrency(const std::string &s) (defined in InputParameters) | InputParameters | |
| setSimmNameMapper(const boost::shared_ptr< ore::analytics::SimmBasicNameMapper > &p) (defined in InputParameters) | InputParameters | |
| setSimmNameMapper(const std::string &xml) (defined in InputParameters) | InputParameters | |
| setSimmNameMapperFromFile(const std::string &fileName) (defined in InputParameters) | InputParameters | |
| setSimmReportingCurrency(const std::string &s) (defined in InputParameters) | InputParameters | |
| setSimmResultCurrency(const std::string &s) (defined in InputParameters) | InputParameters | |
| setSimmVersion(const std::string &s) (defined in InputParameters) | InputParameters | |
| setSimulationPricingEngine(const std::string &xml) (defined in InputParameters) | InputParameters | |
| setSimulationPricingEngine(const boost::shared_ptr< EngineData > &engineData) (defined in InputParameters) | InputParameters | |
| setSimulationPricingEngineFromFile(const std::string &fileName) (defined in InputParameters) | InputParameters | |
| setStoreCreditStateNPVs(Size states) (defined in InputParameters) | InputParameters | |
| setStoreFlows(bool b) (defined in InputParameters) | InputParameters | |
| setStoreSurvivalProbabilities(bool b) (defined in InputParameters) | InputParameters | |
| setStressPricingEngine(const std::string &xml) (defined in InputParameters) | InputParameters | |
| setStressPricingEngine(const boost::shared_ptr< EngineData > &engineData) (defined in InputParameters) | InputParameters | |
| setStressPricingEngineFromFile(const std::string &fileName) (defined in InputParameters) | InputParameters | |
| setStressScenarioData(const std::string &xml) (defined in InputParameters) | InputParameters | |
| setStressScenarioDataFromFile(const std::string &fileName) (defined in InputParameters) | InputParameters | |
| setStressSimMarketParams(const std::string &xml) (defined in InputParameters) | InputParameters | |
| setStressSimMarketParamsFromFile(const std::string &fileName) (defined in InputParameters) | InputParameters | |
| setStressThreshold(Real r) (defined in InputParameters) | InputParameters | |
| setThreads(int i) (defined in InputParameters) | InputParameters | |
| setTodaysMarketParams(const std::string &xml) (defined in InputParameters) | InputParameters | |
| setTodaysMarketParamsFromFile(const std::string &fileName) (defined in InputParameters) | InputParameters | |
| setUseMarketDataFixings(bool b) (defined in InputParameters) | InputParameters | |
| setUseSensiSpreadedTermStructures(bool b) (defined in InputParameters) | InputParameters | |
| setVarBreakDown(bool b) (defined in InputParameters) | InputParameters | |
| setVarMethod(const std::string &s) (defined in InputParameters) | InputParameters | |
| setVarQuantiles(const std::string &s) (defined in InputParameters) | InputParameters | |
| setWriteCube(bool b) (defined in InputParameters) | InputParameters | |
| setWriteScenarios(bool b) (defined in InputParameters) | InputParameters | |
| setXbsParConversion(bool b) (defined in InputParameters) | InputParameters | |
| setXvaBaseCurrency(const std::string &s) (defined in InputParameters) | InputParameters | |
| simmBucketMapper() (defined in InputParameters) | InputParameters | |
| simmBucketMapper_ (defined in InputParameters) | InputParameters | protected |
| simmCalculationCurrency() (defined in InputParameters) | InputParameters | |
| simmCalculationCurrency_ (defined in InputParameters) | InputParameters | protected |
| simmNameMapper() (defined in InputParameters) | InputParameters | |
| simmNameMapper_ (defined in InputParameters) | InputParameters | protected |
| simmReportingCurrency() (defined in InputParameters) | InputParameters | |
| simmReportingCurrency_ (defined in InputParameters) | InputParameters | protected |
| simmResultCurrency() (defined in InputParameters) | InputParameters | |
| simmResultCurrency_ (defined in InputParameters) | InputParameters | protected |
| simmVersion() (defined in InputParameters) | InputParameters | |
| simmVersion_ (defined in InputParameters) | InputParameters | protected |
| simulationPricingEngine() (defined in InputParameters) | InputParameters | |
| simulationPricingEngine_ (defined in InputParameters) | InputParameters | protected |
| storeCreditStateNPVs() (defined in InputParameters) | InputParameters | |
| storeCreditStateNPVs_ (defined in InputParameters) | InputParameters | protected |
| storeFlows() (defined in InputParameters) | InputParameters | |
| storeFlows_ (defined in InputParameters) | InputParameters | protected |
| storeSurvivalProbabilities() (defined in InputParameters) | InputParameters | |
| storeSurvivalProbabilities_ (defined in InputParameters) | InputParameters | protected |
| stressPricingEngine() (defined in InputParameters) | InputParameters | |
| stressPricingEngine_ (defined in InputParameters) | InputParameters | protected |
| stressScenarioData() (defined in InputParameters) | InputParameters | |
| stressScenarioData_ (defined in InputParameters) | InputParameters | protected |
| stressSimMarketParams() (defined in InputParameters) | InputParameters | |
| stressSimMarketParams_ (defined in InputParameters) | InputParameters | protected |
| stressThreshold() (defined in InputParameters) | InputParameters | |
| stressThreshold_ (defined in InputParameters) | InputParameters | protected |
| todaysMarketParams() (defined in InputParameters) | InputParameters | |
| todaysMarketParams_ (defined in InputParameters) | InputParameters | protected |
| useCounterpartyOriginalPortfolio() (defined in InputParameters) | InputParameters | |
| useCounterpartyOriginalPortfolio_ (defined in InputParameters) | InputParameters | protected |
| useMarketDataFixings() (defined in InputParameters) | InputParameters | |
| useMarketDataFixings_ (defined in InputParameters) | InputParameters | protected |
| useSensiSpreadedTermStructures() (defined in InputParameters) | InputParameters | |
| useSensiSpreadedTermStructures_ (defined in InputParameters) | InputParameters | protected |
| useSimmParameters_ (defined in InputParameters) | InputParameters | protected |
| varBreakDown() (defined in InputParameters) | InputParameters | |
| varBreakDown_ (defined in InputParameters) | InputParameters | protected |
| varMethod() (defined in InputParameters) | InputParameters | |
| varMethod_ (defined in InputParameters) | InputParameters | protected |
| varQuantiles() (defined in InputParameters) | InputParameters | |
| varQuantiles_ (defined in InputParameters) | InputParameters | protected |
| writeCube() (defined in InputParameters) | InputParameters | |
| writeCube_ (defined in InputParameters) | InputParameters | protected |
| writeOutParameters() (defined in InputParameters) | InputParameters | virtual |
| writeScenarios() (defined in InputParameters) | InputParameters | |
| writeScenarios_ (defined in InputParameters) | InputParameters | protected |
| xbsParConversion() (defined in InputParameters) | InputParameters | |
| xbsParConversion_ (defined in InputParameters) | InputParameters | protected |
| xvaBaseCurrency() (defined in InputParameters) | InputParameters | |
| xvaBaseCurrency_ (defined in InputParameters) | InputParameters | protected |
| ~InputParameters() (defined in InputParameters) | InputParameters | virtual |