Reference manual - version orea_version
This is the complete list of members for XvaAnalyticImpl, including all inherited members.
| amcCube_ (defined in XvaAnalyticImpl) | XvaAnalyticImpl | protected |
| amcEngineFactory(const boost::shared_ptr< QuantExt::CrossAssetModel > &cam, const std::vector< Date > &grid) (defined in XvaAnalyticImpl) | XvaAnalyticImpl | protected |
| amcPortfolio_ (defined in XvaAnalyticImpl) | XvaAnalyticImpl | protected |
| amcRun(bool doClassicRun) (defined in XvaAnalyticImpl) | XvaAnalyticImpl | protected |
| analytic() const (defined in Analytic::Impl) | Analytic::Impl | |
| buildAmcPortfolio() (defined in XvaAnalyticImpl) | XvaAnalyticImpl | protected |
| buildClassicCube(const boost::shared_ptr< Portfolio > &portfolio) (defined in XvaAnalyticImpl) | XvaAnalyticImpl | protected |
| buildCrossAssetModel(bool continueOnError) (defined in XvaAnalyticImpl) | XvaAnalyticImpl | protected |
| buildScenarioGenerator(bool continueOnError) (defined in XvaAnalyticImpl) | XvaAnalyticImpl | protected |
| buildScenarioSimMarket() (defined in XvaAnalyticImpl) | XvaAnalyticImpl | protected |
| checkConfigurations(const boost::shared_ptr< Portfolio > &portfolio) (defined in XvaAnalyticImpl) | XvaAnalyticImpl | |
| classicPortfolio_ (defined in XvaAnalyticImpl) | XvaAnalyticImpl | protected |
| classicRun(const boost::shared_ptr< Portfolio > &portfolio) (defined in XvaAnalyticImpl) | XvaAnalyticImpl | protected |
| cptyCube_ (defined in XvaAnalyticImpl) | XvaAnalyticImpl | protected |
| creditStateCorrelationMatrix() const (defined in XvaAnalyticImpl) | XvaAnalyticImpl | protected |
| cube_ (defined in XvaAnalyticImpl) | XvaAnalyticImpl | protected |
| cubeDepth_ (defined in XvaAnalyticImpl) | XvaAnalyticImpl | protected |
| cubeInterpreter_ (defined in XvaAnalyticImpl) | XvaAnalyticImpl | protected |
| dimCalculator_ (defined in XvaAnalyticImpl) | XvaAnalyticImpl | protected |
| engineFactory() override | XvaAnalyticImpl | protectedvirtual |
| engineFactory_ (defined in XvaAnalyticImpl) | XvaAnalyticImpl | protected |
| generateAdditionalResults() const (defined in Analytic::Impl) | Analytic::Impl | |
| grid_ (defined in XvaAnalyticImpl) | XvaAnalyticImpl | protected |
| Impl() (defined in Analytic::Impl) | Analytic::Impl | |
| Impl(const boost::shared_ptr< InputParameters > &inputs) (defined in Analytic::Impl) | Analytic::Impl | |
| initClassicRun(const boost::shared_ptr< Portfolio > &portfolio) (defined in XvaAnalyticImpl) | XvaAnalyticImpl | protected |
| initCube(boost::shared_ptr< NPVCube > &cube, const std::set< std::string > &ids, Size cubeDepth) (defined in XvaAnalyticImpl) | XvaAnalyticImpl | protected |
| initCubeDepth() (defined in XvaAnalyticImpl) | XvaAnalyticImpl | protected |
| inputs_ (defined in Analytic::Impl) | Analytic::Impl | protected |
| LABEL (defined in XvaAnalyticImpl) | XvaAnalyticImpl | static |
| label() const (defined in Analytic::Impl) | Analytic::Impl | |
| model_ (defined in XvaAnalyticImpl) | XvaAnalyticImpl | protected |
| nettingSetCube_ (defined in XvaAnalyticImpl) | XvaAnalyticImpl | protected |
| postProcess_ (defined in XvaAnalyticImpl) | XvaAnalyticImpl | protected |
| runAnalytic(const boost::shared_ptr< ore::data::InMemoryLoader > &loader, const std::set< std::string > &runTypes={}) override (defined in XvaAnalyticImpl) | XvaAnalyticImpl | virtual |
| runPostProcessor() (defined in XvaAnalyticImpl) | XvaAnalyticImpl | protected |
| runSimulation_ (defined in XvaAnalyticImpl) | XvaAnalyticImpl | protected |
| runXva_ (defined in XvaAnalyticImpl) | XvaAnalyticImpl | protected |
| samples_ (defined in XvaAnalyticImpl) | XvaAnalyticImpl | protected |
| scenarioData_ (defined in XvaAnalyticImpl) | XvaAnalyticImpl | protected |
| scenarioGenerator_ (defined in XvaAnalyticImpl) | XvaAnalyticImpl | protected |
| setAnalytic(Analytic *analytic) (defined in Analytic::Impl) | Analytic::Impl | |
| setGenerateAdditionalResults(const bool generateAdditionalResults) (defined in Analytic::Impl) | Analytic::Impl | |
| setInputs(const QuantLib::ext::shared_ptr< InputParameters > &inputs) (defined in Analytic::Impl) | Analytic::Impl | |
| setLabel(const string &label) (defined in Analytic::Impl) | Analytic::Impl | |
| setUpConfigurations() override (defined in XvaAnalyticImpl) | XvaAnalyticImpl | virtual |
| simMarket_ (defined in XvaAnalyticImpl) | XvaAnalyticImpl | protected |
| XvaAnalyticImpl(const boost::shared_ptr< InputParameters > &inputs) (defined in XvaAnalyticImpl) | XvaAnalyticImpl | |
| ~Impl() (defined in Analytic::Impl) | Analytic::Impl | virtual |