MultiThreadedValuationEngine Class Reference

Inheritance diagram for MultiThreadedValuationEngine:

Public Member Functions
	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")
void	setAggregationScenarioData (const boost::shared_ptr< AggregationScenarioData > &aggregationScenarioData)
void	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)
std::vector< boost::shared_ptr< ore::analytics::NPVCube > >	outputCubes () const
std::vector< boost::shared_ptr< ore::analytics::NPVCube > >	outputNettingSetCubes () const
std::vector< boost::shared_ptr< ore::analytics::NPVCube > >	outputCptyCubes () const
Public Member Functions inherited from ProgressReporter
void	registerProgressIndicator (const boost::shared_ptr< ProgressIndicator > &indicator)
void	unregisterProgressIndicator (const boost::shared_ptr< ProgressIndicator > &indicator)
void	unregisterAllProgressIndicators ()
void	updateProgress (const unsigned long progress, const unsigned long total)
void	resetProgress ()
const std::set< boost::shared_ptr< ProgressIndicator > > &	progressIndicators () const