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| PNLCalculator (ore::data::TimePeriod pnlPeriod) |
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virtual void | writePNL (QuantLib::Size scenarioIdx, bool isCall, const RiskFactorKey &key_1, QuantLib::Real shift_1, QuantLib::Real delta, QuantLib::Real gamma, QuantLib::Real deltaPnl, Real gammaPnl, const RiskFactorKey &key_2=RiskFactorKey(), QuantLib::Real shift_2=0.0, const std::string &tradeId="") |
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const bool | isInTimePeriod (QuantLib::Date startDate, QuantLib::Date endDate) |
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void | populatePNLs (const std::vector< QuantLib::Real > &allPnls, const std::vector< QuantLib::Real > &foPnls, const std::vector< QuantLib::Date > &startDates, const std::vector< QuantLib::Date > &endDates) |
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virtual void | populateTradePNLs (const TradePnLStore &allPnls, const TradePnLStore &foPnls) |
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const std::vector< QuantLib::Real > & | pnls () |
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const std::vector< QuantLib::Real > & | foPnls () |
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