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