Reference manual - version orea_version
This is the complete list of members for ReportWriter, including all inherited members.
| addMarketDatum(ore::data::Report &report, const ore::data::MarketDatum &md, const QuantLib::Date &actualDate=Date()) (defined in ReportWriter) | ReportWriter | protected |
| nullString() const (defined in ReportWriter) | ReportWriter | |
| nullString_ (defined in ReportWriter) | ReportWriter | protected |
| ReportWriter(const std::string &nullString="#NA") | ReportWriter | |
| writeAdditionalResultsReport(ore::data::Report &report, boost::shared_ptr< ore::data::Portfolio > portfolio, boost::shared_ptr< Market > market, const std::string &baseCurrency) (defined in ReportWriter) | ReportWriter | virtual |
| writeAggregationScenarioData(ore::data::Report &report, const AggregationScenarioData &data) (defined in ReportWriter) | ReportWriter | virtual |
| writeCashflow(ore::data::Report &report, const std::string &baseCurrency, boost::shared_ptr< ore::data::Portfolio > portfolio, boost::shared_ptr< ore::data::Market > market=boost::shared_ptr< ore::data::Market >(), const std::string &configuration=ore::data::Market::defaultConfiguration, const bool includePastCashflows=false) (defined in ReportWriter) | ReportWriter | virtual |
| writeCashflowNpv(ore::data::Report &report, const ore::data::InMemoryReport &cashflowReport, boost::shared_ptr< ore::data::Market > market, const std::string &configuration, const std::string &baseCcy, const Date &horizon=Date::maxDate()) (defined in ReportWriter) | ReportWriter | virtual |
| writeCrifReport(const boost::shared_ptr< ore::data::Report > &report, const SimmNetSensitivities &crifRecords) | ReportWriter | virtual |
| writeCube(ore::data::Report &report, const boost::shared_ptr< NPVCube > &cube, const std::map< std::string, std::string > &nettingSetMap=std::map< std::string, std::string >()) (defined in ReportWriter) | ReportWriter | virtual |
| writeCurves(ore::data::Report &report, const std::string &configID, const DateGrid &grid, const TodaysMarketParameters &marketConfig, const boost::shared_ptr< Market > &market, const bool continueOnError=false) (defined in ReportWriter) | ReportWriter | virtual |
| writeDividends(ore::data::Report &report, const boost::shared_ptr< ore::data::Loader > &loader) (defined in ReportWriter) | ReportWriter | virtual |
| writeFixings(ore::data::Report &report, const boost::shared_ptr< ore::data::Loader > &loader) (defined in ReportWriter) | ReportWriter | virtual |
| writeMarketData(ore::data::Report &report, const boost::shared_ptr< ore::data::Loader > &loader, const QuantLib::Date &asof, const set< string > "eNames, bool returnAll) (defined in ReportWriter) | ReportWriter | virtual |
| writeNettingSetColva(ore::data::Report &report, boost::shared_ptr< PostProcess > postProcess, const std::string &nettingSetId) (defined in ReportWriter) | ReportWriter | virtual |
| writeNettingSetCvaSensitivities(ore::data::Report &report, boost::shared_ptr< PostProcess > postProcess, const std::string &nettingSetId) (defined in ReportWriter) | ReportWriter | virtual |
| writeNettingSetExposures(ore::data::Report &report, boost::shared_ptr< PostProcess > postProcess, const std::string &nettingSetId) (defined in ReportWriter) | ReportWriter | virtual |
| writeNettingSetExposures(ore::data::Report &report, boost::shared_ptr< PostProcess > postProcess) (defined in ReportWriter) | ReportWriter | virtual |
| writeNpv(ore::data::Report &report, const std::string &baseCurrency, boost::shared_ptr< ore::data::Market > market, const std::string &configuration, boost::shared_ptr< Portfolio > portfolio) (defined in ReportWriter) | ReportWriter | virtual |
| writePricingStats(ore::data::Report &report, const boost::shared_ptr< Portfolio > &portfolio) (defined in ReportWriter) | ReportWriter | virtual |
| writeScenarioDistributions(const boost::shared_ptr< ore::analytics::ScenarioGenerator > &generator, const std::vector< ore::analytics::RiskFactorKey > &keys, QuantLib::Size numPaths, const std::vector< QuantLib::Date > &dates, QuantLib::Size distSteps, ore::data::Report &report) (defined in ReportWriter) | ReportWriter | virtual |
| writeScenarioReport(ore::data::Report &report, const boost::shared_ptr< SensitivityCube > &sensitivityCube, QuantLib::Real outputThreshold=0.0) (defined in ReportWriter) | ReportWriter | virtual |
| writeScenarioStatistics(const boost::shared_ptr< ore::analytics::ScenarioGenerator > &generator, const std::vector< ore::analytics::RiskFactorKey > &keys, QuantLib::Size numPaths, const std::vector< QuantLib::Date > &dates, ore::data::Report &report) (defined in ReportWriter) | ReportWriter | virtual |
| writeSensitivityConfigReport(ore::data::Report &report, const std::map< RiskFactorKey, QuantLib::Real > &shiftSizes, const std::map< RiskFactorKey, QuantLib::Real > &baseValues, const std::map< RiskFactorKey, std::string > &keyToFactor) (defined in ReportWriter) | ReportWriter | virtual |
| writeSensitivityReport(ore::data::Report &report, const boost::shared_ptr< SensitivityStream > &ss, QuantLib::Real outputThreshold=0.0, QuantLib::Size outputPrecision=2) (defined in ReportWriter) | ReportWriter | virtual |
| writeSIMMData(const SimmNetSensitivities &simmData, const boost::shared_ptr< ore::data::Report > &dataReport, const bool hasNettingSetDetails=false) | ReportWriter | virtual |
| writeSIMMReport(const std::map< SimmConfiguration::SimmSide, std::map< NettingSetDetails, std::pair< std::string, SimmResults >>> &simmResultsMap, const boost::shared_ptr< ore::data::Report > report, const bool hasNettingSetDetails=false, const std::string &simmResultCcy="", const std::string &simmCalcCcy="", const std::string &reportCcy="", QuantLib::Real fxSpot=1.0, QuantLib::Real outputThreshold=0.005) | ReportWriter | virtual |
| writeSIMMReport(const std::map< SimmConfiguration::SimmSide, std::map< NettingSetDetails, std::map< std::string, SimmResults >>> &simmResultsMap, const boost::shared_ptr< ore::data::Report > report, const bool hasNettingSetDetails=false, const std::string &simmResultCcy="", const std::string &simmCalcCcy="", const std::string &reportCcy="", const bool isFinalSimm=true, QuantLib::Real fxSpot=1.0, QuantLib::Real outputThreshold=0.005) (defined in ReportWriter) | ReportWriter | virtual |
| writeTradeExposures(ore::data::Report &report, boost::shared_ptr< PostProcess > postProcess, const std::string &tradeId) (defined in ReportWriter) | ReportWriter | virtual |
| writeXVA(ore::data::Report &report, const string &allocationMethod, boost::shared_ptr< Portfolio > portfolio, boost::shared_ptr< PostProcess > postProcess) (defined in ReportWriter) | ReportWriter | virtual |
| ~ReportWriter() (defined in ReportWriter) | ReportWriter | virtual |