Reference manual - version orea_version
This is the complete list of members for NettedExposureCalculator, including all inherited members.
| allocatedEneIndex_ (defined in NettedExposureCalculator) | NettedExposureCalculator | protected |
| allocatedEpeIndex_ (defined in NettedExposureCalculator) | NettedExposureCalculator | protected |
| applyInitialMargin_ (defined in NettedExposureCalculator) | NettedExposureCalculator | protected |
| baseCurrency_ (defined in NettedExposureCalculator) | NettedExposureCalculator | protected |
| build() | NettedExposureCalculator | virtual |
| calcType_ (defined in NettedExposureCalculator) | NettedExposureCalculator | protected |
| collateralFloor(const string &nid) (defined in NettedExposureCalculator) | NettedExposureCalculator | |
| collateralFloor_ (defined in NettedExposureCalculator) | NettedExposureCalculator | protected |
| collateralFloorIncrements(const string &nid) (defined in NettedExposureCalculator) | NettedExposureCalculator | |
| collateralPaths(const string &nettingSetId, const Real &nettingSetValueToday, const vector< vector< Real >> &nettingSetValue, const Date &nettingSetMaturity) (defined in NettedExposureCalculator) | NettedExposureCalculator | protected |
| colva(const string &nid) (defined in NettedExposureCalculator) | NettedExposureCalculator | |
| colva_ (defined in NettedExposureCalculator) | NettedExposureCalculator | protected |
| colvaInc_ (defined in NettedExposureCalculator) | NettedExposureCalculator | protected |
| colvaIncrements(const string &nid) (defined in NettedExposureCalculator) | NettedExposureCalculator | |
| configuration_ (defined in NettedExposureCalculator) | NettedExposureCalculator | protected |
| counterparty(const string nettingSetId) (defined in NettedExposureCalculator) | NettedExposureCalculator | |
| counterpartyMap() (defined in NettedExposureCalculator) | NettedExposureCalculator | |
| counterpartyMap_ (defined in NettedExposureCalculator) | NettedExposureCalculator | protected |
| cube_ (defined in NettedExposureCalculator) | NettedExposureCalculator | protected |
| cubeInterpretation_ (defined in NettedExposureCalculator) | NettedExposureCalculator | protected |
| dimCalculator_ (defined in NettedExposureCalculator) | NettedExposureCalculator | protected |
| ee_b(const string &nid) (defined in NettedExposureCalculator) | NettedExposureCalculator | |
| ee_b_ (defined in NettedExposureCalculator) | NettedExposureCalculator | protected |
| eee_b(const string &nid) (defined in NettedExposureCalculator) | NettedExposureCalculator | |
| eee_b_ (defined in NettedExposureCalculator) | NettedExposureCalculator | protected |
| eepe_b(const string &nid) (defined in NettedExposureCalculator) | NettedExposureCalculator | |
| eepe_b_ (defined in NettedExposureCalculator) | NettedExposureCalculator | protected |
| ENE enum value (defined in NettedExposureCalculator) | NettedExposureCalculator | |
| ene(const string &nid) (defined in NettedExposureCalculator) | NettedExposureCalculator | |
| eoniaFloorInc_ (defined in NettedExposureCalculator) | NettedExposureCalculator | protected |
| epe(const string &nid) (defined in NettedExposureCalculator) | NettedExposureCalculator | |
| EPE enum value (defined in NettedExposureCalculator) | NettedExposureCalculator | |
| epe_b(const string &nid) (defined in NettedExposureCalculator) | NettedExposureCalculator | |
| epe_b_ (defined in NettedExposureCalculator) | NettedExposureCalculator | protected |
| expectedCollateral(const string &nid) (defined in NettedExposureCalculator) | NettedExposureCalculator | |
| expectedCollateral_ (defined in NettedExposureCalculator) | NettedExposureCalculator | protected |
| EXPOSURE_CUBE_DEPTH (defined in NettedExposureCalculator) | NettedExposureCalculator | |
| exposureCube() (defined in NettedExposureCalculator) | NettedExposureCalculator | |
| exposureCube_ (defined in NettedExposureCalculator) | NettedExposureCalculator | protected |
| ExposureIndex enum name (defined in NettedExposureCalculator) | NettedExposureCalculator | |
| flipViewXVA_ (defined in NettedExposureCalculator) | NettedExposureCalculator | protected |
| fullInitialCollateralisation_ (defined in NettedExposureCalculator) | NettedExposureCalculator | protected |
| getMeanExposure(const string &tid, ExposureIndex index) (defined in NettedExposureCalculator) | NettedExposureCalculator | protected |
| marginalAllocation_ (defined in NettedExposureCalculator) | NettedExposureCalculator | protected |
| marginalAllocationLimit_ (defined in NettedExposureCalculator) | NettedExposureCalculator | protected |
| market_ (defined in NettedExposureCalculator) | NettedExposureCalculator | protected |
| mporCashFlowMode_ (defined in NettedExposureCalculator) | NettedExposureCalculator | protected |
| multiPath_ (defined in NettedExposureCalculator) | NettedExposureCalculator | protected |
| nettedCube() (defined in NettedExposureCalculator) | NettedExposureCalculator | |
| nettedCube_ (defined in NettedExposureCalculator) | NettedExposureCalculator | protected |
| NettedExposureCalculator(const boost::shared_ptr< Portfolio > &portfolio, const boost::shared_ptr< Market > &market, const boost::shared_ptr< NPVCube > &cube, const string &baseCurrency, const string &configuration, const Real quantile, const CollateralExposureHelper::CalculationType calcType, const bool multiPath, const boost::shared_ptr< NettingSetManager > &nettingSetManager, const map< string, vector< vector< Real >>> &nettingSetDefaultValue, const map< string, vector< vector< Real >>> &nettingSetCloseOutValue, const map< string, vector< vector< Real >>> &nettingSetMporPositiveFlow, const map< string, vector< vector< Real >>> &nettingSetMporNegativeFlow, const boost::shared_ptr< AggregationScenarioData > &scenarioData, const boost::shared_ptr< CubeInterpretation > cubeInterpretation, const bool applyInitialMargin, const boost::shared_ptr< DynamicInitialMarginCalculator > &dimCalculator, const bool fullInitialCollateralisation, const bool marginalAllocation, const Real marginalAllocationLimit, const boost::shared_ptr< NPVCube > &tradeExposureCube, const Size allocatedEpeIndex, const Size allocatedEneIndex, const bool flipViewXVA, const bool withMporStickyDate, const ScenarioGeneratorData::MporCashFlowMode &mporCashFlowMode) (defined in NettedExposureCalculator) | NettedExposureCalculator | |
| nettingSetCloseOutValue() (defined in NettedExposureCalculator) | NettedExposureCalculator | |
| nettingSetCloseOutValue_ (defined in NettedExposureCalculator) | NettedExposureCalculator | protected |
| nettingSetDefaultValue() (defined in NettedExposureCalculator) | NettedExposureCalculator | |
| nettingSetDefaultValue_ (defined in NettedExposureCalculator) | NettedExposureCalculator | protected |
| nettingSetManager_ (defined in NettedExposureCalculator) | NettedExposureCalculator | protected |
| nettingSetMporNegativeFlow() (defined in NettedExposureCalculator) | NettedExposureCalculator | |
| nettingSetMporNegativeFlow_ (defined in NettedExposureCalculator) | NettedExposureCalculator | protected |
| nettingSetMporPositiveFlow() (defined in NettedExposureCalculator) | NettedExposureCalculator | |
| nettingSetMporPositiveFlow_ (defined in NettedExposureCalculator) | NettedExposureCalculator | protected |
| pfe(const string &nid) (defined in NettedExposureCalculator) | NettedExposureCalculator | |
| pfe_ (defined in NettedExposureCalculator) | NettedExposureCalculator | protected |
| portfolio_ (defined in NettedExposureCalculator) | NettedExposureCalculator | protected |
| quantile_ (defined in NettedExposureCalculator) | NettedExposureCalculator | protected |
| scenarioData_ (defined in NettedExposureCalculator) | NettedExposureCalculator | protected |
| tradeExposureCube_ (defined in NettedExposureCalculator) | NettedExposureCalculator | protected |
| withMporStickyDate_ (defined in NettedExposureCalculator) | NettedExposureCalculator | protected |
| ~NettedExposureCalculator() (defined in NettedExposureCalculator) | NettedExposureCalculator | virtual |