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Reference manual - version orea_version
Public Member Functions | List of all members
MarketCalibrationReport Class Reference
+ Inheritance diagram for MarketCalibrationReport:

Public Member Functions

 MarketCalibrationReport (const std::string &calibrationFilter, const boost::shared_ptr< ore::data::Report > &report)
 
boost::shared_ptr< ore::data::ReportoutputCalibrationReport () override
 
void addYieldCurve (const QuantLib::Date &refdate, boost::shared_ptr< ore::data::YieldCurveCalibrationInfo > yts, const std::string &name, bool isDiscount, const std::string &label) override
 
void addInflationCurve (const QuantLib::Date &refdate, boost::shared_ptr< ore::data::InflationCurveCalibrationInfo > yts, const std::string &name, const std::string &label) override
 
void addCommodityCurve (const QuantLib::Date &refdate, boost::shared_ptr< ore::data::CommodityCurveCalibrationInfo > yts, const std::string &name, const std::string &label) override
 
void addFxVol (const QuantLib::Date &refdate, boost::shared_ptr< ore::data::FxEqCommVolCalibrationInfo > vol, const std::string &name, const std::string &label) override
 
void addEqVol (const QuantLib::Date &refdate, boost::shared_ptr< ore::data::FxEqCommVolCalibrationInfo > vol, const std::string &name, const std::string &label) override
 
void addCommVol (const QuantLib::Date &refdate, boost::shared_ptr< ore::data::FxEqCommVolCalibrationInfo > vol, const std::string &name, const std::string &label) override
 
void addIrVol (const QuantLib::Date &refdate, boost::shared_ptr< ore::data::IrVolCalibrationInfo > vol, const std::string &name, const std::string &label) override
 
- Public Member Functions inherited from MarketCalibrationReportBase
 MarketCalibrationReportBase (const std::string &calibrationFilter)
 
virtual void initialise (const std::string &label)
 
virtual void populateReport (const boost::shared_ptr< ore::data::Market > &market, const boost::shared_ptr< ore::data::TodaysMarketParameters > &todaysMarketParams, const std::string &label=std::string())