Reference manual - version orea_version
This is the complete list of members for SensitivityAnalysis, including all inherited members.
| asof() const | SensitivityAnalysis | |
| asof_ (defined in SensitivityAnalysis) | SensitivityAnalysis | protected |
| buildFactory() const | SensitivityAnalysis | protected |
| buildValuationCalculators() const | SensitivityAnalysis | protected |
| context_ (defined in SensitivityAnalysis) | SensitivityAnalysis | protected |
| continueOnError_ (defined in SensitivityAnalysis) | SensitivityAnalysis | protected |
| curveConfigs_ | SensitivityAnalysis | protected |
| dryRun_ | SensitivityAnalysis | protected |
| engineData_ | SensitivityAnalysis | protected |
| generateSensitivities(boost::shared_ptr< NPVSensiCube > cube=boost::shared_ptr< NPVSensiCube >()) | SensitivityAnalysis | |
| iborFallbackConfig_ (defined in SensitivityAnalysis) | SensitivityAnalysis | protected |
| initialize(boost::shared_ptr< NPVSensiCube > &cube) | SensitivityAnalysis | protected |
| initializeCube(boost::shared_ptr< NPVSensiCube > &cube) const | SensitivityAnalysis | protected |
| initialized_ | SensitivityAnalysis | protected |
| initializeSimMarket(boost::shared_ptr< ScenarioFactory > scenFact={}) | SensitivityAnalysis | protected |
| loader_ (defined in SensitivityAnalysis) | SensitivityAnalysis | protected |
| market_ (defined in SensitivityAnalysis) | SensitivityAnalysis | protected |
| marketConfiguration() const | SensitivityAnalysis | |
| marketConfiguration_ (defined in SensitivityAnalysis) | SensitivityAnalysis | protected |
| modelBuilders_ | SensitivityAnalysis | protected |
| nonShiftedBaseCurrencyConversion_ (defined in SensitivityAnalysis) | SensitivityAnalysis | protected |
| nThreads_ (defined in SensitivityAnalysis) | SensitivityAnalysis | protected |
| overrideTenors(const bool b) | SensitivityAnalysis | |
| overrideTenors_ (defined in SensitivityAnalysis) | SensitivityAnalysis | protected |
| portfolio() const | SensitivityAnalysis | |
| portfolio_ | SensitivityAnalysis | protected |
| progressIndicators() const | ProgressReporter | |
| recalibrateModels_ (defined in SensitivityAnalysis) | SensitivityAnalysis | protected |
| referenceData_ (defined in SensitivityAnalysis) | SensitivityAnalysis | protected |
| registerProgressIndicator(const boost::shared_ptr< ProgressIndicator > &indicator) | ProgressReporter | |
| resetPortfolio(const boost::shared_ptr< EngineFactory > &factory) | SensitivityAnalysis | protected |
| resetProgress() | ProgressReporter | |
| scenarioGenerator() const | SensitivityAnalysis | |
| scenarioGenerator_ (defined in SensitivityAnalysis) | SensitivityAnalysis | protected |
| sensiCube() const | SensitivityAnalysis | |
| sensiCube_ | SensitivityAnalysis | protected |
| SensitivityAnalysis(const boost::shared_ptr< ore::data::Portfolio > &portfolio, const boost::shared_ptr< ore::data::Market > &market, const string &marketConfiguration, const boost::shared_ptr< ore::data::EngineData > &engineData, const boost::shared_ptr< ScenarioSimMarketParameters > &simMarketData, const boost::shared_ptr< SensitivityScenarioData > &sensitivityData, const bool recalibrateModels, const boost::shared_ptr< ore::data::CurveConfigurations > &curveConfigs=nullptr, const boost::shared_ptr< ore::data::TodaysMarketParameters > &todaysMarketParams=nullptr, const bool nonShiftedBaseCurrencyConversion=false, const boost::shared_ptr< ReferenceDataManager > &referenceData=nullptr, const IborFallbackConfig &iborFallbackConfig=IborFallbackConfig::defaultConfig(), const bool continueOnError=false, bool dryRun=false) | SensitivityAnalysis | |
| SensitivityAnalysis(const Size nThreads, const Date &asof, const boost::shared_ptr< ore::data::Loader > &loader, const boost::shared_ptr< ore::data::Portfolio > &portfolio, const string &marketConfiguration, const boost::shared_ptr< ore::data::EngineData > &engineData, const boost::shared_ptr< ore::analytics::ScenarioSimMarketParameters > &simMarketData, const boost::shared_ptr< ore::analytics::SensitivityScenarioData > &sensitivityData, const bool recalibrateModels, const boost::shared_ptr< ore::data::CurveConfigurations > &curveConfigs, const boost::shared_ptr< ore::data::TodaysMarketParameters > &todaysMarketParams, const bool nonShiftedBaseCurrencyConversion=false, const boost::shared_ptr< ReferenceDataManager > &referenceData=nullptr, const IborFallbackConfig &iborFallbackConfig=IborFallbackConfig::defaultConfig(), const bool continueOnError=false, bool dryRun=false, const std::string &context="sensi analysis") | SensitivityAnalysis | |
| sensitivityData() const | SensitivityAnalysis | |
| sensitivityData_ (defined in SensitivityAnalysis) | SensitivityAnalysis | protected |
| simMarket() const | SensitivityAnalysis | |
| simMarket_ (defined in SensitivityAnalysis) | SensitivityAnalysis | protected |
| simMarketData() const | SensitivityAnalysis | |
| simMarketData_ (defined in SensitivityAnalysis) | SensitivityAnalysis | protected |
| todaysMarketParams_ | SensitivityAnalysis | protected |
| unregisterAllProgressIndicators() | ProgressReporter | |
| unregisterProgressIndicator(const boost::shared_ptr< ProgressIndicator > &indicator) | ProgressReporter | |
| updateProgress(const unsigned long progress, const unsigned long total) | ProgressReporter | |
| useSingleThreadedEngine_ (defined in SensitivityAnalysis) | SensitivityAnalysis | protected |
| ~SensitivityAnalysis() (defined in SensitivityAnalysis) | SensitivityAnalysis | virtual |