Public Member Functions | |
SensitivityRunner (boost::shared_ptr< Parameters > params, const boost::shared_ptr< ore::data::ReferenceDataManager > &referenceData=nullptr, const IborFallbackConfig &iborFallbackConfig=IborFallbackConfig::defaultConfig(), const bool continueOnError=false) | |
virtual void | runSensitivityAnalysis (boost::shared_ptr< ore::data::Market > market, const boost::shared_ptr< ore::data::CurveConfigurations > &curveConfigs, const boost::shared_ptr< ore::data::TodaysMarketParameters > &todaysMarketParams) |
virtual void | sensiInputInitialize (boost::shared_ptr< ScenarioSimMarketParameters > &simMarketData, boost::shared_ptr< SensitivityScenarioData > &sensiData, boost::shared_ptr< EngineData > &engineData, boost::shared_ptr< Portfolio > &sensiPortfolio) |
Initialize input parameters to the sensitivities analysis. | |
virtual void | sensiOutputReports (const boost::shared_ptr< SensitivityAnalysis > &sensiAnalysis) |
Write out some standard sensitivities reports. | |
Inspectors | |
boost::shared_ptr< Parameters > | params_ |
boost::shared_ptr< ore::data::ReferenceDataManager > | referenceData_ |
IborFallbackConfig | iborFallbackConfig_ |
const bool | continueOnError_ |
boost::shared_ptr< ScenarioSimMarket > | simMarket_ |
Scenario simulation market that is bumped for the sensitivity run. | |
boost::shared_ptr< SensitivityScenarioData > | sensiData_ |
Sensitivity configuration data used for the sensitivity run. | |
const boost::shared_ptr< ScenarioSimMarket > & | simMarket () const |
const boost::shared_ptr< SensitivityScenarioData > & | sensiData () const |