Reference manual - version orea_version
This is the complete list of members for SimmConfiguration_ISDA_V2_3_8, including all inherited members.
| addLabels2(const RiskType &rt, const std::string &label_2) override | SimmConfiguration_ISDA_V2_3_8 | virtual |
| addLabels2Impl(const RiskType &rt, const std::string &label_2) | SimmConfigurationBase | protected |
| AMFQ enum value (defined in SimmConfiguration) | SimmConfiguration | |
| APRA enum value (defined in SimmConfiguration) | SimmConfiguration | |
| BACEN enum value (defined in SimmConfiguration) | SimmConfiguration | |
| basecorrCorr_ | SimmConfigurationBase | protected |
| bucket(const RiskType &rt, const std::string &qualifier) const override | SimmConfigurationBase | virtual |
| bucketMapper() const override | SimmConfigurationBase | virtual |
| buckets(const RiskType &rt) const override | SimmConfigurationBase | virtual |
| CFTC enum value (defined in SimmConfiguration) | SimmConfiguration | |
| concentrationThreshold(const RiskType &rt, const std::string &qualifier) const override | SimmConfigurationBase | 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 override | SimmConfiguration_ISDA_V2_3_8 | virtual |
| correlationRiskClasses(const RiskClass &rc_1, const RiskClass &rc_2) const override | SimmConfigurationBase | virtual |
| crnqDiffIntraCorr_ | SimmConfigurationBase | protected |
| crnqInterCorr_ | SimmConfigurationBase | protected |
| crnqResidualIntraCorr_ | SimmConfigurationBase | protected |
| crnqSameIntraCorr_ | SimmConfigurationBase | protected |
| crqDiffIntraCorr_ | SimmConfigurationBase | protected |
| crqResidualIntraCorr_ | SimmConfigurationBase | protected |
| crqSameIntraCorr_ | SimmConfigurationBase | protected |
| curvatureMarginScaling() const override | SimmConfiguration_ISDA_V2_3_8 | virtual |
| curvatureWeight(const RiskType &rt, const std::string &label_1) const override | SimmConfigurationBase | virtual |
| curvatureWeights_ | SimmConfigurationBase | protected |
| ESA enum value (defined in SimmConfiguration) | SimmConfiguration | |
| FINMA enum value (defined in SimmConfiguration) | SimmConfiguration | |
| fxCorr_ | SimmConfigurationBase | protected |
| 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 override | SimmConfigurationBase | virtual |
| historicalVolatilityRatio(const RiskType &rt) const override | SimmConfigurationBase | virtual |
| historicalVolatilityRatios_ | SimmConfigurationBase | protected |
| HKMA enum value (defined in SimmConfiguration) | SimmConfiguration | |
| IMModel enum name (defined in SimmConfiguration) | SimmConfiguration | |
| Included enum value (defined in SimmConfiguration) | SimmConfiguration | |
| infCorr_ | SimmConfigurationBase | protected |
| infVolCorr_ | SimmConfigurationBase | protected |
| interBucketCorrelation_ | SimmConfigurationBase | protected |
| intraBucketCorrelation_ | SimmConfigurationBase | protected |
| Invalid enum value (defined in SimmConfiguration) | SimmConfiguration | |
| irInterCurrencyCorr_ | SimmConfigurationBase | protected |
| irSubCurveCorr_ | SimmConfigurationBase | protected |
| irTenorCorrelation_ | SimmConfigurationBase | protected |
| isValidRiskType(const RiskType &rt) const override | SimmConfigurationBase | virtual |
| JFSA enum value (defined in SimmConfiguration) | SimmConfiguration | |
| KFSC enum value (defined in SimmConfiguration) | SimmConfiguration | |
| labelIndex(const std::string &label, const std::vector< std::string > &labels) const | SimmConfigurationBase | protected |
| labels1(const RiskType &rt) const override | SimmConfigurationBase | virtual |
| labels2(const boost::shared_ptr< QuantLib::InterestRateIndex > &irIndex) const override | SimmConfiguration_ISDA_V2_3_8 | virtual |
| ore::analytics::SimmConfigurationBase::labels2(const RiskType &rt) const override | SimmConfigurationBase | virtual |
| ore::analytics::SimmConfigurationBase::labels2(const QuantLib::Period &p) const override | SimmConfigurationBase | 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 |
| mapBuckets_ | SimmConfigurationBase | protected |
| mapLabels_1_ | SimmConfigurationBase | protected |
| mapLabels_2_ | SimmConfigurationBase | protected |
| MarginType enum name | SimmConfiguration | |
| marginTypes(bool includeAll=false) | SimmConfiguration | static |
| MAS enum value (defined in SimmConfiguration) | SimmConfiguration | |
| maxProductClass(ProductClass pc1, ProductClass pc2) | SimmConfiguration | static |
| mporDays() const | SimmConfigurationBase | |
| mporDays_ | SimmConfigurationBase | protected |
| name() const override | SimmConfigurationBase | 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 | |
| riskClassCorrelation_ | SimmConfigurationBase | protected |
| riskClasses(bool includeAll=false) | SimmConfiguration | static |
| RiskType enum name | SimmConfiguration | |
| riskTypes(bool includeAll=false) | SimmConfiguration | static |
| rwBucket_ (defined in SimmConfigurationBase) | SimmConfigurationBase | protected |
| rwLabel_1_ (defined in SimmConfigurationBase) | SimmConfigurationBase | protected |
| rwRiskType_ | SimmConfigurationBase | protected |
| 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 override | SimmConfigurationBase | virtual |
| simmBucketMapper_ | SimmConfigurationBase | protected |
| simmConcentration_ | SimmConfigurationBase | protected |
| SimmConfiguration_ISDA_V2_3_8(const boost::shared_ptr< SimmBucketMapper > &simmBucketMapper, const QuantLib::Size &mporDays=10, const std::string &name="SIMM ISDA 2.3.8 (26 July 2021)", const std::string version="2.3.8") (defined in SimmConfiguration_ISDA_V2_3_8) | SimmConfiguration_ISDA_V2_3_8 | |
| SimmConfigurationBase(const boost::shared_ptr< SimmBucketMapper > &simmBucketMapper, const std::string &name, const std::string version, QuantLib::Size mporDays=10) | SimmConfigurationBase | protected |
| 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 | |
| validRiskTypes_ | SimmConfigurationBase | protected |
| version() const override | SimmConfigurationBase | 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 override | SimmConfiguration_ISDA_V2_3_8 | virtual |
| xccyCorr_ | SimmConfigurationBase | protected |
| ~SimmConfiguration() (defined in SimmConfiguration) | SimmConfiguration | virtual |