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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 | addYieldCurve (const QuantLib::Date &refdate, boost::shared_ptr< ore::data::YieldCurveCalibrationInfo > yts, const std::string &name, bool isDiscount, const std::string &label)=0 |
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virtual void | addInflationCurve (const QuantLib::Date &refdate, boost::shared_ptr< ore::data::InflationCurveCalibrationInfo > yts, const std::string &name, const std::string &label)=0 |
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virtual void | addCommodityCurve (const QuantLib::Date &refdate, boost::shared_ptr< ore::data::CommodityCurveCalibrationInfo > yts, std::string const &name, std::string const &label)=0 |
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virtual void | addFxVol (const QuantLib::Date &refdate, boost::shared_ptr< ore::data::FxEqCommVolCalibrationInfo > vol, const std::string &name, const std::string &label)=0 |
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virtual void | addEqVol (const QuantLib::Date &refdate, boost::shared_ptr< ore::data::FxEqCommVolCalibrationInfo > vol, const std::string &name, const std::string &label)=0 |
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virtual void | addCommVol (const QuantLib::Date &refdate, boost::shared_ptr< ore::data::FxEqCommVolCalibrationInfo > vol, const std::string &name, const std::string &label)=0 |
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virtual void | addIrVol (const QuantLib::Date &refdate, boost::shared_ptr< ore::data::IrVolCalibrationInfo > vol, const std::string &name, const std::string &label)=0 |
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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()) |
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virtual boost::shared_ptr< ore::data::Report > | outputCalibrationReport ()=0 |
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