Reference manual - version ored_version
This is the complete list of members for ScriptedTradeEngineBuilder, including all inherited members.
| addAmcGridToContext(boost::shared_ptr< Context > &context) const (defined in ScriptedTradeEngineBuilder) | ScriptedTradeEngineBuilder | protected |
| addDates_ (defined in ScriptedTradeEngineBuilder) | ScriptedTradeEngineBuilder | protected |
| amcCam_ (defined in ScriptedTradeEngineBuilder) | ScriptedTradeEngineBuilder | protected |
| amcGrid_ (defined in ScriptedTradeEngineBuilder) | ScriptedTradeEngineBuilder | protected |
| assetClassReplacement_ (defined in ScriptedTradeEngineBuilder) | ScriptedTradeEngineBuilder | protected |
| ast_ (defined in ScriptedTradeEngineBuilder) | ScriptedTradeEngineBuilder | protected |
| astCache_ (defined in ScriptedTradeEngineBuilder) | ScriptedTradeEngineBuilder | protected |
| baseCcy_ (defined in ScriptedTradeEngineBuilder) | ScriptedTradeEngineBuilder | protected |
| baseCcyParam_ (defined in ScriptedTradeEngineBuilder) | ScriptedTradeEngineBuilder | protected |
| bootstrapTolerance_ (defined in ScriptedTradeEngineBuilder) | ScriptedTradeEngineBuilder | protected |
| buildBlackScholes(const std::string &id, const IborFallbackConfig &iborFallbackConfig) (defined in ScriptedTradeEngineBuilder) | ScriptedTradeEngineBuilder | protected |
| buildFdBlackScholes(const std::string &id, const IborFallbackConfig &iborFallbackConfig) (defined in ScriptedTradeEngineBuilder) | ScriptedTradeEngineBuilder | protected |
| buildGaussianCam(const std::string &id, const IborFallbackConfig &iborFallbackConfig, const std::vector< std::string > &conditionalExpectationModelStates) (defined in ScriptedTradeEngineBuilder) | ScriptedTradeEngineBuilder | protected |
| buildGaussianCamAMC(const std::string &id, const IborFallbackConfig &iborFallbackConfig, const std::vector< std::string > &conditionalExpectationModelStates) (defined in ScriptedTradeEngineBuilder) | ScriptedTradeEngineBuilder | protected |
| buildLocalVol(const std::string &id, const IborFallbackConfig &iborFallbackConfig) (defined in ScriptedTradeEngineBuilder) | ScriptedTradeEngineBuilder | protected |
| calibrate_ (defined in ScriptedTradeEngineBuilder) | ScriptedTradeEngineBuilder | protected |
| calibration_ (defined in ScriptedTradeEngineBuilder) | ScriptedTradeEngineBuilder | protected |
| calibrationMoneyness_ (defined in ScriptedTradeEngineBuilder) | ScriptedTradeEngineBuilder | protected |
| calibrationStrikes_ (defined in ScriptedTradeEngineBuilder) | ScriptedTradeEngineBuilder | protected |
| clear() (defined in ScriptedTradeEngineBuilder) | ScriptedTradeEngineBuilder | protected |
| commIndices_ (defined in ScriptedTradeEngineBuilder) | ScriptedTradeEngineBuilder | protected |
| compileModelCcyList() (defined in ScriptedTradeEngineBuilder) | ScriptedTradeEngineBuilder | protected |
| compileModelIndexLists() (defined in ScriptedTradeEngineBuilder) | ScriptedTradeEngineBuilder | protected |
| compileSimulationAndAddDates() (defined in ScriptedTradeEngineBuilder) | ScriptedTradeEngineBuilder | protected |
| configuration(const MarketContext &key) | EngineBuilder | |
| configurations_ (defined in EngineBuilder) | EngineBuilder | protected |
| continueOnCalibrationError_ (defined in ScriptedTradeEngineBuilder) | ScriptedTradeEngineBuilder | protected |
| correlationCurve(const std::string &index1, const std::string &index2) (defined in ScriptedTradeEngineBuilder) | ScriptedTradeEngineBuilder | protectedvirtual |
| correlations_ (defined in ScriptedTradeEngineBuilder) | ScriptedTradeEngineBuilder | protected |
| deriveProductClass(const std::vector< ScriptedTradeValueTypeData > &indices) (defined in ScriptedTradeEngineBuilder) | ScriptedTradeEngineBuilder | protected |
| determineBaseCcy() (defined in ScriptedTradeEngineBuilder) | ScriptedTradeEngineBuilder | protected |
| enforceBaseCcy_ (defined in ScriptedTradeEngineBuilder) | ScriptedTradeEngineBuilder | protected |
| engine(const std::string &id, const ScriptedTrade &scriptedTrade, const boost::shared_ptr< ore::data::ReferenceDataManager > &referenceData=nullptr, const IborFallbackConfig &iborFallbackConfig=IborFallbackConfig::defaultConfig()) (defined in ScriptedTradeEngineBuilder) | ScriptedTradeEngineBuilder | |
| ore::data::EngineBuilder::engine() const | EngineBuilder | |
| engine_ (defined in EngineBuilder) | EngineBuilder | protected |
| EngineBuilder(const string &model, const string &engine, const set< string > &tradeTypes) | EngineBuilder | |
| engineParam_ (defined in ScriptedTradeEngineBuilder) | ScriptedTradeEngineBuilder | protected |
| 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 |
| eqIndices_ (defined in ScriptedTradeEngineBuilder) | ScriptedTradeEngineBuilder | protected |
| externalComputeDevice_ (defined in ScriptedTradeEngineBuilder) | ScriptedTradeEngineBuilder | protected |
| extractIndices(const boost::shared_ptr< ore::data::ReferenceDataManager > &referenceData=nullptr) (defined in ScriptedTradeEngineBuilder) | ScriptedTradeEngineBuilder | protected |
| extractPayCcys() (defined in ScriptedTradeEngineBuilder) | ScriptedTradeEngineBuilder | protected |
| fixings() const (defined in ScriptedTradeEngineBuilder) | ScriptedTradeEngineBuilder | |
| fixings_ (defined in ScriptedTradeEngineBuilder) | ScriptedTradeEngineBuilder | protected |
| fullDynamicFx_ (defined in ScriptedTradeEngineBuilder) | ScriptedTradeEngineBuilder | protected |
| fullDynamicIr_ (defined in ScriptedTradeEngineBuilder) | ScriptedTradeEngineBuilder | protected |
| fxIndices_ (defined in ScriptedTradeEngineBuilder) | ScriptedTradeEngineBuilder | protected |
| getCommCcy(const IndexInfo &e) (defined in ScriptedTradeEngineBuilder) | ScriptedTradeEngineBuilder | protected |
| getEqCcy(const IndexInfo &e) (defined in ScriptedTradeEngineBuilder) | ScriptedTradeEngineBuilder | protected |
| globalParameters_ (defined in EngineBuilder) | EngineBuilder | protected |
| gridCoarsening_ (defined in ScriptedTradeEngineBuilder) | ScriptedTradeEngineBuilder | protected |
| infIndices_ (defined in ScriptedTradeEngineBuilder) | ScriptedTradeEngineBuilder | protected |
| infModelType_ (defined in ScriptedTradeEngineBuilder) | ScriptedTradeEngineBuilder | 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 | |
| interactive_ (defined in ScriptedTradeEngineBuilder) | ScriptedTradeEngineBuilder | protected |
| irIndices_ (defined in ScriptedTradeEngineBuilder) | ScriptedTradeEngineBuilder | protected |
| irReversions_ (defined in ScriptedTradeEngineBuilder) | ScriptedTradeEngineBuilder | protected |
| lastRelevantDate() const (defined in ScriptedTradeEngineBuilder) | ScriptedTradeEngineBuilder | |
| lastRelevantDate_ (defined in ScriptedTradeEngineBuilder) | ScriptedTradeEngineBuilder | protected |
| market_ (defined in EngineBuilder) | EngineBuilder | protected |
| mcParams_ (defined in ScriptedTradeEngineBuilder) | ScriptedTradeEngineBuilder | protected |
| mesherConcentration_ (defined in ScriptedTradeEngineBuilder) | ScriptedTradeEngineBuilder | protected |
| mesherEpsilon_ (defined in ScriptedTradeEngineBuilder) | ScriptedTradeEngineBuilder | protected |
| mesherIsStatic_ (defined in ScriptedTradeEngineBuilder) | ScriptedTradeEngineBuilder | protected |
| mesherMaxConcentratingPoints_ (defined in ScriptedTradeEngineBuilder) | ScriptedTradeEngineBuilder | protected |
| mesherScaling_ (defined in ScriptedTradeEngineBuilder) | ScriptedTradeEngineBuilder | protected |
| model() const | EngineBuilder | |
| model_ (defined in ScriptedTradeEngineBuilder) | ScriptedTradeEngineBuilder | protected |
| modelBuilders() const | EngineBuilder | |
| modelBuilders_ (defined in EngineBuilder) | EngineBuilder | protected |
| modelCcys_ (defined in ScriptedTradeEngineBuilder) | ScriptedTradeEngineBuilder | protected |
| modelCG_ (defined in ScriptedTradeEngineBuilder) | ScriptedTradeEngineBuilder | protected |
| modelCurves_ (defined in ScriptedTradeEngineBuilder) | ScriptedTradeEngineBuilder | protected |
| modelFxSpots_ (defined in ScriptedTradeEngineBuilder) | ScriptedTradeEngineBuilder | protected |
| modelIndices_ (defined in ScriptedTradeEngineBuilder) | ScriptedTradeEngineBuilder | protected |
| modelIndicesCurrencies_ (defined in ScriptedTradeEngineBuilder) | ScriptedTradeEngineBuilder | protected |
| modelInfIndices_ (defined in ScriptedTradeEngineBuilder) | ScriptedTradeEngineBuilder | protected |
| modelIrIndices_ (defined in ScriptedTradeEngineBuilder) | ScriptedTradeEngineBuilder | protected |
| modelParam_ (defined in ScriptedTradeEngineBuilder) | ScriptedTradeEngineBuilder | 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 |
| modelSize_ (defined in ScriptedTradeEngineBuilder) | ScriptedTradeEngineBuilder | protected |
| npvCurrency() const (defined in ScriptedTradeEngineBuilder) | ScriptedTradeEngineBuilder | |
| npvCurrency_ (defined in ScriptedTradeEngineBuilder) | ScriptedTradeEngineBuilder | protected |
| payCcys_ (defined in ScriptedTradeEngineBuilder) | ScriptedTradeEngineBuilder | protected |
| populateFixingsMap(const IborFallbackConfig &iborFallbackConfig) (defined in ScriptedTradeEngineBuilder) | ScriptedTradeEngineBuilder | protected |
| populateModelParameters() (defined in ScriptedTradeEngineBuilder) | ScriptedTradeEngineBuilder | protected |
| processes_ (defined in ScriptedTradeEngineBuilder) | ScriptedTradeEngineBuilder | protected |
| referenceCalibrationGrid_ (defined in ScriptedTradeEngineBuilder) | ScriptedTradeEngineBuilder | protected |
| reset() | EngineBuilder | virtual |
| resolvedProductTag_ (defined in ScriptedTradeEngineBuilder) | ScriptedTradeEngineBuilder | protected |
| scheduleProductClass() const (defined in ScriptedTradeEngineBuilder) | ScriptedTradeEngineBuilder | |
| scheduleProductClass_ (defined in ScriptedTradeEngineBuilder) | ScriptedTradeEngineBuilder | protected |
| ScriptedTradeEngineBuilder() | ScriptedTradeEngineBuilder | |
| ScriptedTradeEngineBuilder(const boost::shared_ptr< QuantExt::CrossAssetModel > &amcCam, const std::vector< Date > &amcGrid) | ScriptedTradeEngineBuilder | |
| setLastRelevantDate() (defined in ScriptedTradeEngineBuilder) | ScriptedTradeEngineBuilder | protected |
| setupBlackScholesProcesses() (defined in ScriptedTradeEngineBuilder) | ScriptedTradeEngineBuilder | protectedvirtual |
| setupCalibrationStrikes(const ScriptedTradeScriptData &script, const boost::shared_ptr< Context > &context) (defined in ScriptedTradeEngineBuilder) | ScriptedTradeEngineBuilder | protected |
| setupCorrelations() (defined in ScriptedTradeEngineBuilder) | ScriptedTradeEngineBuilder | protected |
| setupIrReversions() (defined in ScriptedTradeEngineBuilder) | ScriptedTradeEngineBuilder | protected |
| simmProductClass() const (defined in ScriptedTradeEngineBuilder) | ScriptedTradeEngineBuilder | |
| simmProductClass_ (defined in ScriptedTradeEngineBuilder) | ScriptedTradeEngineBuilder | protected |
| simulationDates_ (defined in ScriptedTradeEngineBuilder) | ScriptedTradeEngineBuilder | protected |
| staticAnalyser_ (defined in ScriptedTradeEngineBuilder) | ScriptedTradeEngineBuilder | protected |
| timeStepsPerYear_ (defined in ScriptedTradeEngineBuilder) | ScriptedTradeEngineBuilder | protected |
| tradeTypes() const | EngineBuilder | |
| tradeTypes_ (defined in EngineBuilder) | EngineBuilder | protected |
| useAd_ (defined in ScriptedTradeEngineBuilder) | ScriptedTradeEngineBuilder | protected |
| useCg_ (defined in ScriptedTradeEngineBuilder) | ScriptedTradeEngineBuilder | protected |
| useExternalComputeDevice_ (defined in ScriptedTradeEngineBuilder) | ScriptedTradeEngineBuilder | protected |
| zeroVolatility_ (defined in ScriptedTradeEngineBuilder) | ScriptedTradeEngineBuilder | protected |
| ~EngineBuilder() | EngineBuilder | virtual |