Reference manual - version orea_version
This is the complete list of members for ValuationCalculator, including all inherited members.
| calculate(const boost::shared_ptr< Trade > &trade, Size tradeIndex, const boost::shared_ptr< SimMarket > &simMarket, boost::shared_ptr< NPVCube > &outputCube, boost::shared_ptr< NPVCube > &outputCubeNettingSet, const Date &date, Size dateIndex, Size sample, bool isCloseOut=false)=0 | ValuationCalculator | pure virtual |
| calculateT0(const boost::shared_ptr< Trade > &trade, Size tradeIndex, const boost::shared_ptr< SimMarket > &simMarket, boost::shared_ptr< NPVCube > &outputCube, boost::shared_ptr< NPVCube > &outputCubeNettingSet)=0 | ValuationCalculator | pure virtual |
| init(const boost::shared_ptr< Portfolio > &portfolio, const boost::shared_ptr< SimMarket > &simMarket)=0 (defined in ValuationCalculator) | ValuationCalculator | pure virtual |
| initScenario()=0 (defined in ValuationCalculator) | ValuationCalculator | pure virtual |
| ~ValuationCalculator() (defined in ValuationCalculator) | ValuationCalculator | virtual |