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Reference manual - version orea_version
SimmCalculator Member List

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

calculateRegulationSimm(const SimmNetSensitivities &netRecords, const ore::data::NettingSetDetails &nsd, const string &regulation, const SimmSide &side)SimmCalculator
calculationCurrency() constSimmCalculator
finalSimmResults(const SimmSide &side, const ore::data::NettingSetDetails &nettingSetDetails) constSimmCalculator
finalSimmResults(const SimmSide &side) constSimmCalculator
finalSimmResults() const (defined in SimmCalculator)SimmCalculator
finalTradeIds() const (defined in SimmCalculator)SimmCalculator
populateFinalResults(const std::map< SimmSide, std::map< ore::data::NettingSetDetails, std::string >> &winningRegulations)SimmCalculator
resultCurrency() constSimmCalculator
SimmCalculator(const SimmNetSensitivities &simmNetSensitivities, const boost::shared_ptr< SimmConfiguration > &simmConfiguration, const std::string &calculationCcy="USD", const std::string &resultCcy="", const boost::shared_ptr< ore::data::Market > market=nullptr, const bool determineWinningRegulations=true, const bool enforceIMRegulations=false, const bool quiet=false, const std::map< SimmSide, std::set< NettingSetDetails >> &hasSEC=std::map< SimmSide, std::set< NettingSetDetails >>(), const std::map< SimmSide, std::set< NettingSetDetails >> &hasCFTC=std::map< SimmSide, std::set< NettingSetDetails >>())SimmCalculator
simmResults(const SimmSide &side, const ore::data::NettingSetDetails &nettingSetDetails, const std::string &regulation) constSimmCalculator
simmResults(const SimmSide &side, const ore::data::NettingSetDetails &nettingSetDetails) const (defined in SimmCalculator)SimmCalculator
simmResults(const SimmSide &side) constSimmCalculator
simmResults() const (defined in SimmCalculator)SimmCalculator
SimmSide typedef (defined in SimmCalculator)SimmCalculator
winningRegulations(const SimmSide &side, const ore::data::NettingSetDetails &nettingSetDetails) constSimmCalculator
winningRegulations(const SimmSide &side) const (defined in SimmCalculator)SimmCalculator
winningRegulations() const (defined in SimmCalculator)SimmCalculator