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Reference manual - version orea_version
NPVCalculatorFXT0 Member List

This is the complete list of members for NPVCalculatorFXT0, including all inherited members.

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 NPVCalculatorFXT0)NPVCalculatorFXT0virtual
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 NPVCalculatorFXT0)NPVCalculatorFXT0virtual
init(const boost::shared_ptr< Portfolio > &portfolio, const boost::shared_ptr< SimMarket > &simMarket) override (defined in NPVCalculatorFXT0)NPVCalculatorFXT0virtual
initScenario() override (defined in NPVCalculatorFXT0)NPVCalculatorFXT0virtual
npv(Size tradeIndex, const boost::shared_ptr< Trade > &trade, const boost::shared_ptr< SimMarket > &simMarket) (defined in NPVCalculatorFXT0)NPVCalculatorFXT0
NPVCalculatorFXT0(const std::string &baseCcyCode, const boost::shared_ptr< Market > &t0Market, Size index=0)NPVCalculatorFXT0
~ValuationCalculator() (defined in ValuationCalculator)ValuationCalculatorvirtual