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

Classes

struct  CalibrationFilters
 

Public Member Functions

 MarketCalibrationReportBase (const std::string &calibrationFilter)
 
virtual void initialise (const std::string &label)
 
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
 
virtual void addInflationCurve (const QuantLib::Date &refdate, boost::shared_ptr< ore::data::InflationCurveCalibrationInfo > yts, const std::string &name, const std::string &label)=0
 
virtual void addCommodityCurve (const QuantLib::Date &refdate, boost::shared_ptr< ore::data::CommodityCurveCalibrationInfo > yts, std::string const &name, std::string const &label)=0
 
virtual void addFxVol (const QuantLib::Date &refdate, boost::shared_ptr< ore::data::FxEqCommVolCalibrationInfo > vol, const std::string &name, const std::string &label)=0
 
virtual void addEqVol (const QuantLib::Date &refdate, boost::shared_ptr< ore::data::FxEqCommVolCalibrationInfo > vol, const std::string &name, const std::string &label)=0
 
virtual void addCommVol (const QuantLib::Date &refdate, boost::shared_ptr< ore::data::FxEqCommVolCalibrationInfo > vol, const std::string &name, const std::string &label)=0
 
virtual void addIrVol (const QuantLib::Date &refdate, boost::shared_ptr< ore::data::IrVolCalibrationInfo > vol, const std::string &name, const std::string &label)=0
 
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())
 
virtual boost::shared_ptr< ore::data::ReportoutputCalibrationReport ()=0