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Reference manual - version orea_version
MPORCalculator Member List

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

calculate(const boost::shared_ptr< Trade > &trade, Size tradeIndex, const boost::shared_ptr< SimMarket > &simMarket, boost::shared_ptr< NPVCube > &outputCube, boost::shared_ptr< NPVCube > &outputCubeNettingSet, const Date &date, Size dateIndex, Size sample, bool isCloseOut=false) override (defined in MPORCalculator)MPORCalculatorvirtual
calculateT0(const boost::shared_ptr< Trade > &trade, Size tradeIndex, const boost::shared_ptr< SimMarket > &simMarket, boost::shared_ptr< NPVCube > &outputCube, boost::shared_ptr< NPVCube > &outputCubeNettingSet) override (defined in MPORCalculator)MPORCalculatorvirtual
init(const boost::shared_ptr< Portfolio > &portfolio, const boost::shared_ptr< SimMarket > &simMarket) override (defined in MPORCalculator)MPORCalculatorvirtual
initScenario() override (defined in MPORCalculator)MPORCalculatorvirtual
MPORCalculator(const boost::shared_ptr< NPVCalculator > &npvCalc, Size defaultIndex=0, Size closeOutIndex=1)MPORCalculator
~ValuationCalculator() (defined in ValuationCalculator)ValuationCalculatorvirtual