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Reference manual - version orea_version
StressTest Member List

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

baseNPV()StressTest
delta()StressTest
shiftedNPV()StressTest
StressTest(const boost::shared_ptr< ore::data::Portfolio > &portfolio, const boost::shared_ptr< ore::data::Market > &market, const string &marketConfiguration, const boost::shared_ptr< ore::data::EngineData > &engineData, const boost::shared_ptr< ScenarioSimMarketParameters > &simMarketData, const boost::shared_ptr< StressTestScenarioData > &stressData, const ore::data::CurveConfigurations &curveConfigs=ore::data::CurveConfigurations(), const ore::data::TodaysMarketParameters &todaysMarketParams=ore::data::TodaysMarketParameters(), boost::shared_ptr< ScenarioFactory > scenarioFactory={}, const boost::shared_ptr< ReferenceDataManager > &referenceData=nullptr, const IborFallbackConfig &iborFallbackConfig=IborFallbackConfig::defaultConfig(), bool continueOnError=false)StressTest
stressTests()StressTest
trades()StressTest
writeReport(const boost::shared_ptr< ore::data::Report > &report, Real outputThreshold=0.0)StressTest