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Reference manual - version orea_version
MultiThreadedValuationEngine Member List

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

buildCube(const boost::shared_ptr< ore::data::Portfolio > &portfolio, const std::function< std::vector< boost::shared_ptr< ore::analytics::ValuationCalculator >>()> &calculators, const std::function< std::vector< boost::shared_ptr< ore::analytics::CounterpartyCalculator >>()> &cptyCalculators={}, bool mporStickyDate=true, bool dryRun=false) (defined in MultiThreadedValuationEngine)MultiThreadedValuationEngine
MultiThreadedValuationEngine(const QuantLib::Size nThreads, const QuantLib::Date &today, const boost::shared_ptr< ore::analytics::DateGrid > &dateGrid, const QuantLib::Size nSamples, const boost::shared_ptr< ore::data::Loader > &loader, const boost::shared_ptr< ore::analytics::ScenarioGenerator > &scenarioGenerator, const boost::shared_ptr< ore::data::EngineData > &engineData, const boost::shared_ptr< ore::data::CurveConfigurations > &curveConfigs, const boost::shared_ptr< ore::data::TodaysMarketParameters > &todaysMarketParams, const std::string &configuration, const boost::shared_ptr< ore::analytics::ScenarioSimMarketParameters > &simMarketData, const bool useSpreadedTermStructures=false, const bool cacheSimData=false, const boost::shared_ptr< ore::analytics::ScenarioFilter > &scenarioFilter=boost::make_shared< ore::analytics::ScenarioFilter >(), const boost::shared_ptr< ore::data::ReferenceDataManager > &referenceData=nullptr, const ore::data::IborFallbackConfig &iborFallbackConfig=ore::data::IborFallbackConfig::defaultConfig(), const bool handlePseudoCurrenciesTodaysMarket=true, const bool handlePseudoCurrenciesSimMarket=true, const std::function< boost::shared_ptr< ore::analytics::NPVCube >(const QuantLib::Date &, const std::set< std::string > &, const std::vector< QuantLib::Date > &, const QuantLib::Size)> &cubeFactory={}, const std::function< boost::shared_ptr< ore::analytics::NPVCube >(const QuantLib::Date &, const std::vector< QuantLib::Date > &, const QuantLib::Size)> &nettingSetCubeFactory={}, const std::function< boost::shared_ptr< ore::analytics::NPVCube >(const QuantLib::Date &, const std::set< std::string > &, const std::vector< QuantLib::Date > &, const QuantLib::Size)> &cptyCubeFactory={}, const std::string &context="unspecified") (defined in MultiThreadedValuationEngine)MultiThreadedValuationEngine
outputCptyCubes() const (defined in MultiThreadedValuationEngine)MultiThreadedValuationEngine
outputCubes() const (defined in MultiThreadedValuationEngine)MultiThreadedValuationEngine
outputNettingSetCubes() const (defined in MultiThreadedValuationEngine)MultiThreadedValuationEngine
progressIndicators() constProgressReporter
registerProgressIndicator(const boost::shared_ptr< ProgressIndicator > &indicator)ProgressReporter
resetProgress()ProgressReporter
setAggregationScenarioData(const boost::shared_ptr< AggregationScenarioData > &aggregationScenarioData) (defined in MultiThreadedValuationEngine)MultiThreadedValuationEngine
unregisterAllProgressIndicators()ProgressReporter
unregisterProgressIndicator(const boost::shared_ptr< ProgressIndicator > &indicator)ProgressReporter
updateProgress(const unsigned long progress, const unsigned long total)ProgressReporter