Reference manual - version orea_version
This is the complete list of members for NPVCalculator, including all inherited members.
| baseCcyCode_ (defined in NPVCalculator) | NPVCalculator | protected |
| 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 NPVCalculator) | NPVCalculator | virtual |
| 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 NPVCalculator) | NPVCalculator | virtual |
| ccyQuotes_ (defined in NPVCalculator) | NPVCalculator | protected |
| fxRates_ (defined in NPVCalculator) | NPVCalculator | protected |
| index_ (defined in NPVCalculator) | NPVCalculator | protected |
| init(const boost::shared_ptr< Portfolio > &portfolio, const boost::shared_ptr< SimMarket > &simMarket) override (defined in NPVCalculator) | NPVCalculator | virtual |
| initScenario() override (defined in NPVCalculator) | NPVCalculator | virtual |
| npv(Size tradeIndex, const boost::shared_ptr< Trade > &trade, const boost::shared_ptr< SimMarket > &simMarket) (defined in NPVCalculator) | NPVCalculator | virtual |
| NPVCalculator(const std::string &baseCcyCode, Size index=0) | NPVCalculator | |
| tradeCcyIndex_ (defined in NPVCalculator) | NPVCalculator | protected |
| ~ValuationCalculator() (defined in ValuationCalculator) | ValuationCalculator | virtual |