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| MarketDataAnalyticImpl (const QuantLib::ext::shared_ptr< InputParameters > &inputs) |
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void | runAnalytic (const QuantLib::ext::shared_ptr< ore::data::InMemoryLoader > &loader, const std::set< std::string > &runTypes={}) override |
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void | setUpConfigurations () override |
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| Impl (const QuantLib::ext::shared_ptr< InputParameters > &inputs) |
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virtual QuantLib::ext::shared_ptr< ore::data::EngineFactory > | engineFactory () |
| build an engine factory
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void | setLabel (const string &label) |
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const std::string & | label () const |
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void | setAnalytic (Analytic *analytic) |
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Analytic * | analytic () const |
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void | setInputs (const QuantLib::ext::shared_ptr< InputParameters > &inputs) |
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bool | generateAdditionalResults () const |
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void | setGenerateAdditionalResults (const bool generateAdditionalResults) |
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bool | hasDependentAnalytic (const std::string &key) |
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template<class T > |
QuantLib::ext::shared_ptr< T > | dependentAnalytic (const std::string &key) const |
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QuantLib::ext::shared_ptr< Analytic > | dependentAnalytic (const std::string &key) const |
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const std::map< std::string, QuantLib::ext::shared_ptr< Analytic > > & | dependentAnalytics () const |
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void | addDependentAnalytic (const std::string &key, const QuantLib::ext::shared_ptr< Analytic > &analytic) |
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std::vector< QuantLib::ext::shared_ptr< Analytic > > | allDependentAnalytics () const |
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virtual std::vector< QuantLib::Date > | additionalMarketDates () const |
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Market analytics Does not need a portfolio Builds the market Reports market calibration and curves