Reference manual - version ored_version
This is the complete list of members for CdoEngineBuilder, including all inherited members.
| CachingEngineBuilder(const string &model, const string &engine, const set< string > &tradeTypes) | CachingEngineBuilder< T, U, Args > | |
| calibrateConstituentCurve() const (defined in CdoEngineBuilder) | CdoEngineBuilder | |
| calibrationIndexTerms() const (defined in CdoEngineBuilder) | CdoEngineBuilder | |
| CdoEngineBuilder(const std::string &model, const std::string &engine) (defined in CdoEngineBuilder) | CdoEngineBuilder | |
| configuration(const MarketContext &key) | EngineBuilder | |
| configurations_ (defined in EngineBuilder) | EngineBuilder | protected |
| engine(Args... params) | CachingEngineBuilder< T, U, Args > | |
| ore::data::EngineBuilder::engine() const | EngineBuilder | |
| engine_ (defined in EngineBuilder) | EngineBuilder | protected |
| EngineBuilder(const string &model, const string &engine, const set< string > &tradeTypes) | EngineBuilder | |
| engineImpl(Args...)=0 (defined in CachingEngineBuilder< T, U, Args >) | CachingEngineBuilder< T, U, Args > | protectedpure virtual |
| engineParameter(const std::string &p, const std::vector< std::string > &qualifiers={}, const bool mandatory=true, const std::string &defaultValue="") const | EngineBuilder | |
| engineParameters_ (defined in EngineBuilder) | EngineBuilder | protected |
| engines_ (defined in CachingEngineBuilder< T, U, Args >) | CachingEngineBuilder< T, U, Args > | protected |
| globalParameters_ (defined in EngineBuilder) | EngineBuilder | protected |
| init(const boost::shared_ptr< Market > market, const map< MarketContext, string > &configurations, const map< string, string > &modelParameters, const map< string, string > &engineParameters, const std::map< std::string, std::string > &globalParameters={}) | EngineBuilder | |
| keyImpl(const Currency &ccy, bool isIndexCDS, const vector< string > &creditCurves, const boost::shared_ptr< QuantLib::SimpleQuote > &calibrationFactor, const QuantLib::Real fixedRecovery) override (defined in CdoEngineBuilder) | CdoEngineBuilder | protectedvirtual |
| keyImpl(Args...)=0 (defined in CachingEngineBuilder< T, U, Args >) | CachingEngineBuilder< T, U, Args > | protectedpure virtual |
| lossModel(const string &qualifier, const vector< Real > &recoveryRates, const Real &detachmentPoint, const QuantLib::Date &trancheMaturity, bool homogeneous)=0 (defined in CdoEngineBuilder) | CdoEngineBuilder | pure virtual |
| market_ (defined in EngineBuilder) | EngineBuilder | protected |
| model() const | EngineBuilder | |
| model_ (defined in EngineBuilder) | EngineBuilder | protected |
| modelBuilders() const | EngineBuilder | |
| modelBuilders_ (defined in EngineBuilder) | EngineBuilder | protected |
| modelParameter(const std::string &p, const std::vector< std::string > &qualifiers={}, const bool mandatory=true, const std::string &defaultValue="") const | EngineBuilder | |
| modelParameters_ (defined in EngineBuilder) | EngineBuilder | protected |
| optimizedSensitivityCalculation() const (defined in CdoEngineBuilder) | CdoEngineBuilder | |
| reset() override | CachingEngineBuilder< T, U, Args > | virtual |
| sensitivityDecomposition() const (defined in CdoEngineBuilder) | CdoEngineBuilder | |
| tradeTypes() const | EngineBuilder | |
| tradeTypes_ (defined in EngineBuilder) | EngineBuilder | protected |
| ~EngineBuilder() | EngineBuilder | virtual |