This is the complete list of members for SimmConfiguration, including all inherited members.
addLabels2(const RiskType &rt, const std::string &label_2)=0 | SimmConfiguration | pure virtual |
AMFQ enum value (defined in SimmConfiguration) | SimmConfiguration | |
APRA enum value (defined in SimmConfiguration) | SimmConfiguration | |
BACEN enum value (defined in SimmConfiguration) | SimmConfiguration | |
bucket(const RiskType &rt, const std::string &qualifier) const =0 | SimmConfiguration | pure virtual |
bucketMapper() const =0 | SimmConfiguration | pure virtual |
buckets(const RiskType &rt) const =0 | SimmConfiguration | pure virtual |
CFTC enum value (defined in SimmConfiguration) | SimmConfiguration | |
concentrationThreshold(const RiskType &rt, const std::string &qualifier) const =0 | SimmConfiguration | pure virtual |
correlation(const RiskType &firstRt, const std::string &firstQualifier, const std::string &firstLabel_1, const std::string &firstLabel_2, const RiskType &secondRt, const std::string &secondQualifier, const std::string &secondLabel_1, const std::string &secondLabel_2, const std::string &calculationCurrency="") const =0 | SimmConfiguration | pure virtual |
correlationRiskClasses(const RiskClass &rc_1, const RiskClass &rc_2) const =0 | SimmConfiguration | pure virtual |
curvatureMarginScaling() const =0 | SimmConfiguration | pure virtual |
curvatureWeight(const RiskType &rt, const std::string &label_1) const =0 | SimmConfiguration | pure virtual |
ESA enum value (defined in SimmConfiguration) | SimmConfiguration | |
FINMA enum value (defined in SimmConfiguration) | SimmConfiguration | |
greater_than(const ProductClass &lhs, const ProductClass &rhs) (defined in SimmConfiguration) | SimmConfiguration | static |
greater_than_or_equal_to(const ProductClass &lhs, const ProductClass &rhs) (defined in SimmConfiguration) | SimmConfiguration | static |
hasBuckets(const RiskType &rt) const =0 | SimmConfiguration | pure virtual |
historicalVolatilityRatio(const RiskType &rt) const =0 | SimmConfiguration | pure virtual |
HKMA enum value (defined in SimmConfiguration) | SimmConfiguration | |
IMModel enum name (defined in SimmConfiguration) | SimmConfiguration | |
Included enum value (defined in SimmConfiguration) | SimmConfiguration | |
Invalid enum value (defined in SimmConfiguration) | SimmConfiguration | |
isValidRiskType(const RiskType &rt) const =0 | SimmConfiguration | pure virtual |
JFSA enum value (defined in SimmConfiguration) | SimmConfiguration | |
KFSC enum value (defined in SimmConfiguration) | SimmConfiguration | |
labels1(const RiskType &rt) const =0 | SimmConfiguration | pure virtual |
labels2(const RiskType &rt) const =0 | SimmConfiguration | pure virtual |
labels2(const boost::shared_ptr< QuantLib::InterestRateIndex > &irIndex) const =0 | SimmConfiguration | pure virtual |
labels2(const QuantLib::Period &p) const =0 | SimmConfiguration | pure virtual |
less_than(const ProductClass &lhs, const ProductClass &rhs) | SimmConfiguration | static |
less_than_or_equal_to(const ProductClass &lhs, const ProductClass &rhs) (defined in SimmConfiguration) | SimmConfiguration | static |
MarginType enum name | SimmConfiguration | |
marginTypes(bool includeAll=false) | SimmConfiguration | static |
MAS enum value (defined in SimmConfiguration) | SimmConfiguration | |
maxProductClass(ProductClass pc1, ProductClass pc2) | SimmConfiguration | static |
name() const =0 | SimmConfiguration | pure virtual |
NONREG enum value (defined in SimmConfiguration) | SimmConfiguration | |
numberOfMarginTypes | SimmConfiguration | protectedstatic |
numberOfProductClasses | SimmConfiguration | protectedstatic |
numberOfRegulations | SimmConfiguration | protectedstatic |
numberOfRiskClasses | SimmConfiguration | protectedstatic |
numberOfRiskTypes | SimmConfiguration | protectedstatic |
OSFI enum value (defined in SimmConfiguration) | SimmConfiguration | |
ProductClass enum name | SimmConfiguration | |
productClasses(bool includeAll=false) | SimmConfiguration | static |
RBI enum value (defined in SimmConfiguration) | SimmConfiguration | |
Regulation enum name | SimmConfiguration | |
RiskClass enum name | SimmConfiguration | |
riskClasses(bool includeAll=false) | SimmConfiguration | static |
RiskType enum name | SimmConfiguration | |
riskTypes(bool includeAll=false) | SimmConfiguration | static |
SANT enum value (defined in SimmConfiguration) | SimmConfiguration | |
SEC enum value (defined in SimmConfiguration) | SimmConfiguration | |
SEC_unseg enum value (defined in SimmConfiguration) | SimmConfiguration | |
SFC enum value (defined in SimmConfiguration) | SimmConfiguration | |
sigma(const RiskType &rt, boost::optional< std::string > qualifier=boost::none, boost::optional< std::string > label_1=boost::none, const std::string &calculationCurrency="") const =0 | SimmConfiguration | pure virtual |
SimmSide enum name | SimmConfiguration | |
UK enum value (defined in SimmConfiguration) | SimmConfiguration | |
Unspecified enum value (defined in SimmConfiguration) | SimmConfiguration | |
USPR enum value (defined in SimmConfiguration) | SimmConfiguration | |
version() const =0 | SimmConfiguration | pure virtual |
weight(const RiskType &rt, boost::optional< std::string > qualifier=boost::none, boost::optional< std::string > label_1=boost::none, const std::string &calculationCurrency="") const =0 | SimmConfiguration | pure virtual |
~SimmConfiguration() (defined in SimmConfiguration) | SimmConfiguration | virtual |