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Reference manual - version orea_version
SensitivityCube Member List

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

crossFactor(const Size crossIndex) constSensitivityCube
crossFactors() constSensitivityCube
crossGamma(const std::string &tradeId, const crossPair &riskFactorKeyPair) constSensitivityCube
crossGamma(QuantLib::Size id, QuantLib::Size upIdx_1, QuantLib::Size upIdx_2, QuantLib::Size crossIdx) constSensitivityCube
crossPair typedef (defined in SensitivityCube)SensitivityCube
delta(const std::string &tradeId, const RiskFactorKey &riskFactorKey) constSensitivityCube
delta(QuantLib::Size id, QuantLib::Size scenarioIdx) constSensitivityCube
delta(QuantLib::Size id, QuantLib::Size upIdx, QuantLib::Size downIdx) constSensitivityCube
downFactor(const Size downIndex) constSensitivityCube
downFactors() constSensitivityCube
factorDescription(const RiskFactorKey &riskFactorKey) constSensitivityCube
factors() constSensitivityCube
gamma(const std::string &tradeId, const RiskFactorKey &riskFactorKey) constSensitivityCube
gamma(QuantLib::Size id, QuantLib::Size upScenarioIdx, QuantLib::Size downScenarioIdx) constSensitivityCube
hasScenario(const ShiftScenarioDescription &scenarioDescription) constSensitivityCube
hasTrade(const std::string &tradeId) constSensitivityCube
npv(const std::string &tradeId) constSensitivityCube
npv(const std::string &tradeId, const ShiftScenarioDescription &scenarioDescription) constSensitivityCube
npv(QuantLib::Size id) constSensitivityCube
npv(QuantLib::Size id, QuantLib::Size scenarioIdx) constSensitivityCube
npvCube() const (defined in SensitivityCube)SensitivityCube
relevantRiskFactors()SensitivityCube
scenarioDescriptions() const (defined in SensitivityCube)SensitivityCube
SensitivityCube(const boost::shared_ptr< NPVSensiCube > &cube, const std::vector< ShiftScenarioDescription > &scenarioDescriptions, const std::map< RiskFactorKey, QuantLib::Real > &shiftSizes, const std::set< RiskFactorKey::KeyType > &twoSidedDeltas={})SensitivityCube
SensitivityCube(const boost::shared_ptr< NPVSensiCube > &cube, const std::vector< std::string > &scenarioDescriptions, const std::map< RiskFactorKey, QuantLib::Real > &shiftSizes, const std::set< RiskFactorKey::KeyType > &twoSidedDeltas={})SensitivityCube
ShiftScenarioDescription typedef (defined in SensitivityCube)SensitivityCube
shiftSize(const RiskFactorKey &riskFactorKey) constSensitivityCube
tradeIdx() constSensitivityCube
twoSidedDelta(const RiskFactorKey::KeyType &keyType) constSensitivityCube
upFactor(const Size upIndex) constSensitivityCube
upFactors() constSensitivityCube