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Reference manual - version orea_version
SensitivityAggregator Member List

This is the complete list of members for SensitivityAggregator, including all inherited members.

aggregate(SensitivityStream &ss, const boost::shared_ptr< ScenarioFilter > &filter=boost::make_shared< ScenarioFilter >())SensitivityAggregator
CrossPair typedefSensitivityAggregator
generateDeltaGamma(const std::string &category, std::map< RiskFactorKey, QuantLib::Real > &deltas, std::map< CrossPair, QuantLib::Real > &gammas) (defined in SensitivityAggregator)SensitivityAggregator
reset()SensitivityAggregator
sensitivities(const std::string &category) constSensitivityAggregator
SensitivityAggregator(const std::map< std::string, std::set< std::pair< std::string, QuantLib::Size >>> &categories)SensitivityAggregator
SensitivityAggregator(const std::map< std::string, std::function< bool(std::string)>> &categories)SensitivityAggregator