This is the complete list of members for RelativeFairValueGrossExposureAllocator, including all inherited members.
allocatedTradeEneIndex_ (defined in ExposureAllocator) | ExposureAllocator | protected |
allocatedTradeEpeIndex_ (defined in ExposureAllocator) | ExposureAllocator | protected |
AllocationMethod enum name (defined in ExposureAllocator) | ExposureAllocator | |
build() | ExposureAllocator | virtual |
calculateAllocatedEne(const string &tid, const string &nid, const Date &date, const Size sample) override (defined in RelativeFairValueGrossExposureAllocator) | RelativeFairValueGrossExposureAllocator | protectedvirtual |
calculateAllocatedEpe(const string &tid, const string &nid, const Date &date, const Size sample) override (defined in RelativeFairValueGrossExposureAllocator) | RelativeFairValueGrossExposureAllocator | protectedvirtual |
ExposureAllocator(const boost::shared_ptr< Portfolio > &portfolio, const boost::shared_ptr< NPVCube > &tradeExposureCube, const boost::shared_ptr< NPVCube > &nettedExposureCube, const Size allocatedTradeEpeIndex=2, const Size allocatedTradeEneIndex=3, const Size tradeEpeIndex=0, const Size tradeEneIndex=1, const Size nettingSetEpeIndex=1, const Size nettingSetEneIndex=2) (defined in ExposureAllocator) | ExposureAllocator | |
exposureCube() (defined in ExposureAllocator) | ExposureAllocator | |
nettedExposureCube_ (defined in ExposureAllocator) | ExposureAllocator | protected |
nettingSetEneIndex_ (defined in ExposureAllocator) | ExposureAllocator | protected |
nettingSetEpeIndex_ (defined in ExposureAllocator) | ExposureAllocator | protected |
nettingSetNegativeValueToday_ (defined in ExposureAllocator) | ExposureAllocator | protected |
nettingSetPositiveValueToday_ (defined in ExposureAllocator) | ExposureAllocator | protected |
nettingSetValueToday_ (defined in RelativeFairValueGrossExposureAllocator) | RelativeFairValueGrossExposureAllocator | protected |
portfolio_ (defined in ExposureAllocator) | ExposureAllocator | protected |
RelativeFairValueGrossExposureAllocator(const boost::shared_ptr< Portfolio > &portfolio, const boost::shared_ptr< NPVCube > &tradeExposureCube, const boost::shared_ptr< NPVCube > &nettedExposureCube, const boost::shared_ptr< NPVCube > &npvCube, const Size allocatedTradeEpeIndex=2, const Size allocatedTradeEneIndex=3, const Size tradeEpeIndex=0, const Size tradeEneIndex=1, const Size nettingSetEpeIndex=1, const Size nettingSetEneIndex=2) (defined in RelativeFairValueGrossExposureAllocator) | RelativeFairValueGrossExposureAllocator | |
tradeEneIndex_ (defined in ExposureAllocator) | ExposureAllocator | protected |
tradeEpeIndex_ (defined in ExposureAllocator) | ExposureAllocator | protected |
tradeExposureCube_ (defined in ExposureAllocator) | ExposureAllocator | protected |
tradeValueToday_ (defined in RelativeFairValueGrossExposureAllocator) | RelativeFairValueGrossExposureAllocator | protected |
~ExposureAllocator() (defined in ExposureAllocator) | ExposureAllocator | virtual |