Reference manual - version orea_version
This is the complete list of members for SensitivityScenarioGenerator, including all inherited members.
| applyShift(Size j, Real shiftSize, bool up, ShiftType type, const vector< Time > &shiftTimes, const vector< Real > &values, const vector< Time > ×, vector< Real > &shiftedValues, bool initialise) | ShiftScenarioGenerator | |
| applyShift(Size j, Size k, Real shiftSize, bool up, ShiftType type, const vector< Time > &shiftX, const vector< Time > &shiftY, const vector< Time > &dataX, const vector< Time > &dataY, const vector< vector< Real >> &data, vector< vector< Real >> &shiftedData, bool initialise) | ShiftScenarioGenerator | |
| baseScenario() | ShiftScenarioGenerator | |
| baseScenario() const | ShiftScenarioGenerator | |
| baseScenario_ (defined in ShiftScenarioGenerator) | ShiftScenarioGenerator | protected |
| baseScenarioAbsolute() const (defined in SensitivityScenarioGenerator) | SensitivityScenarioGenerator | |
| baseValues() const | SensitivityScenarioGenerator | |
| counter_ (defined in ShiftScenarioGenerator) | ShiftScenarioGenerator | protected |
| factorToKey() | ShiftScenarioGenerator | |
| factorToKey_ (defined in ShiftScenarioGenerator) | ShiftScenarioGenerator | protected |
| keyToFactor() (defined in ShiftScenarioGenerator) | ShiftScenarioGenerator | |
| keyToFactor_ (defined in ShiftScenarioGenerator) | ShiftScenarioGenerator | protected |
| next(const Date &d) override | ShiftScenarioGenerator | virtual |
| numScenarios() const (defined in SensitivityScenarioGenerator) | SensitivityScenarioGenerator | |
| reset() override | ShiftScenarioGenerator | virtual |
| samples() | ShiftScenarioGenerator | |
| scenarioDescriptions() | ShiftScenarioGenerator | |
| scenarioDescriptions_ (defined in ShiftScenarioGenerator) | ShiftScenarioGenerator | protected |
| scenarios() | ShiftScenarioGenerator | |
| scenarios_ (defined in ShiftScenarioGenerator) | ShiftScenarioGenerator | protected |
| SensitivityScenarioGenerator(const QuantLib::ext::shared_ptr< SensitivityScenarioData > &sensitivityData, const QuantLib::ext::shared_ptr< Scenario > &baseScenario, const QuantLib::ext::shared_ptr< ScenarioSimMarketParameters > &simMarketData, const QuantLib::ext::shared_ptr< ScenarioSimMarket > &simMarket, const QuantLib::ext::shared_ptr< ScenarioFactory > &sensiScenarioFactory, const bool overrideTenors, const std::string &sensitivityTemplate=std::string(), const bool continueOnError=false, const QuantLib::ext::shared_ptr< Scenario > &baseScenarioAbsolute=nullptr) | SensitivityScenarioGenerator | |
| ShiftScenarioGenerator(const QuantLib::ext::shared_ptr< Scenario > &baseScenario, const QuantLib::ext::shared_ptr< ScenarioSimMarketParameters > &simMarketData, const QuantLib::ext::weak_ptr< ScenarioSimMarket > &simMarket) | ShiftScenarioGenerator | |
| shiftSchemes() const (defined in SensitivityScenarioGenerator) | SensitivityScenarioGenerator | |
| shiftSizes() const | SensitivityScenarioGenerator | |
| simMarket_ (defined in ShiftScenarioGenerator) | ShiftScenarioGenerator | protected |
| simMarketData_ (defined in ShiftScenarioGenerator) | ShiftScenarioGenerator | protected |
| ~ScenarioGenerator() | ScenarioGenerator | virtual |
| ~SensitivityScenarioGenerator() | SensitivityScenarioGenerator | |
| ~ShiftScenarioGenerator() | ShiftScenarioGenerator |