SensitivityRunner Class Reference

Public Member Functions
	SensitivityRunner (QuantLib::ext::shared_ptr< Parameters > params, const QuantLib::ext::shared_ptr< ore::data::ReferenceDataManager > &referenceData=nullptr, const IborFallbackConfig &iborFallbackConfig=IborFallbackConfig::defaultConfig(), const bool continueOnError=false)
virtual void	runSensitivityAnalysis (QuantLib::ext::shared_ptr< ore::data::Market > market, const QuantLib::ext::shared_ptr< ore::data::CurveConfigurations > &curveConfigs, const QuantLib::ext::shared_ptr< ore::data::TodaysMarketParameters > &todaysMarketParams)
virtual void	sensiInputInitialize (QuantLib::ext::shared_ptr< ScenarioSimMarketParameters > &simMarketData, QuantLib::ext::shared_ptr< SensitivityScenarioData > &sensiData, QuantLib::ext::shared_ptr< EngineData > &engineData, QuantLib::ext::shared_ptr< Portfolio > &sensiPortfolio)
	Initialize input parameters to the sensitivities analysis.
virtual void	sensiOutputReports (const QuantLib::ext::shared_ptr< SensitivityAnalysis > &sensiAnalysis)
	Write out some standard sensitivities reports.

Inspectors
QuantLib::ext::shared_ptr< Parameters >	params_
QuantLib::ext::shared_ptr< ore::data::ReferenceDataManager >	referenceData_
IborFallbackConfig	iborFallbackConfig_
const bool	continueOnError_
QuantLib::ext::shared_ptr< ScenarioSimMarket >	simMarket_
	Scenario simulation market that is bumped for the sensitivity run.
QuantLib::ext::shared_ptr< SensitivityScenarioData >	sensiData_
	Sensitivity configuration data used for the sensitivity run.
const QuantLib::ext::shared_ptr< ScenarioSimMarket > &	simMarket () const
const QuantLib::ext::shared_ptr< SensitivityScenarioData > &	sensiData () const