creditmigrationcalculator.hpp File Reference

Exposure calculator. More...

#include <orea/aggregation/creditsimulationparameters.hpp>
#include <orea/cube/cubeinterpretation.hpp>
#include <orea/cube/npvcube.hpp>
#include <ored/portfolio/portfolio.hpp>
#include <boost/shared_ptr.hpp>

Classes
class	CreditMigrationCalculator
	Credit Migration Calculator. More...

Namespaces
	ore
	ore::analytics

Detailed Description

Exposure calculator.