Reference manual - version orea_version
This is the complete list of members for RelativeFairValueNetExposureAllocator, 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 RelativeFairValueNetExposureAllocator) | RelativeFairValueNetExposureAllocator | protectedvirtual |
| calculateAllocatedEpe(const string &tid, const string &nid, const Date &date, const Size sample) override (defined in RelativeFairValueNetExposureAllocator) | RelativeFairValueNetExposureAllocator | 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 RelativeFairValueNetExposureAllocator) | RelativeFairValueNetExposureAllocator | protected |
| nettingSetPositiveValueToday_ (defined in RelativeFairValueNetExposureAllocator) | RelativeFairValueNetExposureAllocator | protected |
| nettingSetValueToday_ (defined in ExposureAllocator) | ExposureAllocator | protected |
| portfolio_ (defined in ExposureAllocator) | ExposureAllocator | protected |
| RelativeFairValueNetExposureAllocator(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 RelativeFairValueNetExposureAllocator) | RelativeFairValueNetExposureAllocator | |
| tradeEneIndex_ (defined in ExposureAllocator) | ExposureAllocator | protected |
| tradeEpeIndex_ (defined in ExposureAllocator) | ExposureAllocator | protected |
| tradeExposureCube_ (defined in ExposureAllocator) | ExposureAllocator | protected |
| tradeValueToday_ (defined in RelativeFairValueNetExposureAllocator) | RelativeFairValueNetExposureAllocator | protected |
| ~ExposureAllocator() (defined in ExposureAllocator) | ExposureAllocator | virtual |