BorrowCurveDelta([risk_measure_id_stored, ...])
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BorrowCurveScenario([global_shock, ...])
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BorrowCurveShock([risk_measure_id_stored, ...])
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CmdtyDelta([risk_measure_id_stored, ...])
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CmdtyGamma([risk_measure_id_stored, ...])
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CmdtyRealisedVol([risk_measure_id_stored, ...])
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CmdtyRiskMeasure([risk_measure_id_stored])
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CmdtySpotScenario([shock_size, ...])
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CmdtyVega([risk_measure_id_stored, shock_size])
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CmdtyVolScenario([shock_size, ...])
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CompositeScenario([scenario_description, ...])
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CreditDelta([risk_measure_id_stored, ...])
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CreditGamma([risk_measure_id_stored, ...])
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CreditParallelShock([...])
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CreditRiskMeasure([risk_measure_id_stored])
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CreditScenario([global_shock, ...])
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DividendDelta([risk_measure_id_stored, ...])
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DividendIndexVolScenario([shock_size, ...])
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DividendScenario([global_shock, ...])
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DividendShock([risk_measure_id_stored, ...])
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EqCorrelationDelta([risk_measure_id_stored, ...])
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EqDelta([risk_measure_id_stored, ...])
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EqDeltaShares([risk_measure_id_stored, ...])
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EqFairVolDelta([risk_measure_id_stored, ...])
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EqFairVolGamma([risk_measure_id_stored, ...])
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EqGamma([risk_measure_id_stored, ...])
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EqRealisedVol([risk_measure_id_stored, ...])
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EqRiskMeasure([risk_measure_id_stored, ...])
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EqSpotScenario([scenario_description, ...])
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EqSpotShock([risk_measure_id_stored, ...])
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EqVanna([risk_measure_id_stored, ...])
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EqVega([risk_measure_id_stored, shock_size, ...])
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EqVolGamma([risk_measure_id_stored])
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EqVolIndexDeltaShares([...])
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EqVolIndexGammaShares([...])
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EqVolIndexVega([risk_measure_id_stored, ...])
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EqVolIndexVolSurfaceScenario([global_shock, ...])
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EqVolScenario([bumped_vol_floor, ...])
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EqVolSurfaceScenario([global_shock, ...])
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EquityVolIndexScenario([...])
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FxDelta([risk_measure_id_stored, ...])
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FxDeltaByCross([risk_measure_id_stored, ...])
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FxGamma([risk_measure_id_stored, ...])
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FxGammaByCross([risk_measure_id_stored, ...])
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FxRealisedVol([risk_measure_id_stored, ...])
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FxRiskMeasure([risk_measure_id_stored, ...])
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FxSpotScenario([currency, ...])
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FxSpotShock([calculate_price_changes, ...])
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FxSpotVolShock([calculate_price_changes, ...])
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FxVanna([risk_measure_id_stored, ...])
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FxVega([risk_measure_id_stored, shock_size, ...])
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FxVolGamma([risk_measure_id_stored, ...])
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FxVolShock([risk_measure_id_stored, deltas, ...])
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FxVolSurfaceScenario([currency_to_bump, ...])
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HistoricalScenario([scenario_name, ...])
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IRParallelShockScenario([global_shock, ...])
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IRShockScenario([global_shock, ...])
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IrDelta([risk_measure_id_stored, ...])
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IrGamma([risk_measure_id_stored, shock_size])
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IrParallelShock([risk_measure_id_stored, ...])
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IrRiskMeasure([risk_measure_id_stored])
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IrVega([risk_measure_id_stored, shock_size])
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JumpToDefaultScenario([...])
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Npv([risk_measure_id_stored, ...])
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PriceHistory([observation_dates, ...])
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PricingDetail([risk_measure_id_stored, ...])
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ReferenceVol([risk_measure_id_stored])
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Rho([risk_measure_id_stored, shock_size, ...])
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RiskCalculationResult([error_messages, ...])
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RiskEngineType()
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RiskMeasure([risk_measure_id_stored])
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RiskResult([bond_issuer, commodity_id, ...])
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RiskScenario([scenario_description, ...])
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ScenarioImpact([calculate_price_changes, ...])
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SpotThetaModel(value)
|
An enumeration. |
Theta([risk_measure_id_stored, roll_days, ...])
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ThetaScenario([roll_days, ...])
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VarResult([price_histories_by_tradable_id, ...])
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VarStatistics([expected_shortfall, ...])
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VolShockFuncBetaAdj([vol_beta_func, ...])
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VolShockFuncShocksByStrike([...])
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VolThetaModel(value)
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An enumeration. |