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std::map< ore::analytics::RiskFactorKey, QuantLib::ext::shared_ptr< QuantLib::Instrument > > | parHelpers_ |
| par helpers (all except cap/floors)
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std::map< ore::analytics::RiskFactorKey, QuantLib::ext::shared_ptr< QuantLib::CapFloor > > | parCaps_ |
| par helpers: IR cap / floors
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std::map< ore::analytics::RiskFactorKey, QuantLib::Handle< QuantLib::YieldTermStructure > > | parCapsYts_ |
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std::map< ore::analytics::RiskFactorKey, QuantLib::Handle< QuantLib::OptionletVolatilityStructure > > | parCapsVts_ |
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std::map< ore::analytics::RiskFactorKey, QuantLib::Handle< QuantLib::YieldTermStructure > > | parYoYCapsYts_ |
| par helpers: YoY cap / floors
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std::map< ore::analytics::RiskFactorKey, QuantLib::Handle< QuantLib::YoYInflationIndex > > | parYoYCapsIndex_ |
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std::map< ore::analytics::RiskFactorKey, QuantLib::ext::shared_ptr< QuantLib::YoYInflationCapFloor > > | parYoYCaps_ |
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std::map< ore::analytics::RiskFactorKey, QuantLib::Handle< QuantExt::YoYOptionletVolatilitySurface > > | parYoYCapsVts_ |
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std::map< std::string, std::vector< QuantLib::Period > > | yieldCurvePillars_ |
| par QuantLib::Instrument pillars
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std::map< std::string, std::vector< QuantLib::Period > > | capFloorPillars_ |
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std::map< std::string, std::vector< QuantLib::Period > > | cdsPillars_ |
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std::map< std::string, std::vector< QuantLib::Period > > | equityForecastCurvePillars_ |
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std::map< std::string, std::vector< QuantLib::Period > > | zeroInflationPillars_ |
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std::map< std::string, std::vector< QuantLib::Period > > | yoyInflationPillars_ |
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std::map< std::string, std::vector< QuantLib::Period > > | yoyCapFloorPillars_ |
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std::map< ore::analytics::RiskFactorKey, std::set< ore::analytics::RiskFactorKey > > | parHelperDependencies_ |
| list of (raw) risk factors on which a par helper depends
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std::set< std::string > | removeTodaysFixingIndices_ |
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