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Reference manual - version orea_version
MultiStateNPVCalculator Member List

This is the complete list of members for MultiStateNPVCalculator, including all inherited members.

baseCcyCode_ (defined in NPVCalculator)NPVCalculatorprotected
calculate(const boost::shared_ptr< Trade > &trade, Size tradeIndex, const boost::shared_ptr< SimMarket > &simMarket, boost::shared_ptr< NPVCube > &outputCube, boost::shared_ptr< NPVCube > &outputCubeNettingSet, const Date &date, Size dateIndex, Size sample, bool isCloseOut=false) override (defined in MultiStateNPVCalculator)MultiStateNPVCalculatorvirtual
calculateT0(const boost::shared_ptr< Trade > &trade, Size tradeIndex, const boost::shared_ptr< SimMarket > &simMarket, boost::shared_ptr< NPVCube > &outputCube, boost::shared_ptr< NPVCube > &outputCubeNettingSet) override (defined in MultiStateNPVCalculator)MultiStateNPVCalculatorvirtual
ccyQuotes_ (defined in NPVCalculator)NPVCalculatorprotected
fxRates_ (defined in NPVCalculator)NPVCalculatorprotected
index_ (defined in NPVCalculator)NPVCalculatorprotected
init(const boost::shared_ptr< Portfolio > &portfolio, const boost::shared_ptr< SimMarket > &simMarket) override (defined in NPVCalculator)NPVCalculatorvirtual
initScenario() override (defined in NPVCalculator)NPVCalculatorvirtual
multiStateNpv(Size tradeIndex, const boost::shared_ptr< Trade > &trade, const boost::shared_ptr< SimMarket > &simMarket) (defined in MultiStateNPVCalculator)MultiStateNPVCalculator
MultiStateNPVCalculator(const std::string &baseCcyCode, Size index, Size states)MultiStateNPVCalculator
npv(Size tradeIndex, const boost::shared_ptr< Trade > &trade, const boost::shared_ptr< SimMarket > &simMarket) (defined in NPVCalculator)NPVCalculatorvirtual
NPVCalculator(const std::string &baseCcyCode, Size index=0)NPVCalculator
states_ (defined in MultiStateNPVCalculator)MultiStateNPVCalculatorprotected
tradeCcyIndex_ (defined in NPVCalculator)NPVCalculatorprotected
~ValuationCalculator() (defined in ValuationCalculator)ValuationCalculatorvirtual