Reference manual - version orea_version
Files | |
| file | aggregationscenariodata.hpp |
| this class holds data associated to scenarios | |
| file | clonescenariofactory.hpp |
| factory class for cloning a cached scenario | |
| file | crossassetmodelscenariogenerator.hpp |
| Scenario generation using cross asset model paths. | |
| file | deltascenario.hpp |
| Delta scenario class. | |
| file | deltascenariofactory.hpp |
| factory class for cloning a cached scenario | |
| file | historicalscenariofilereader.hpp |
| Class for reading historical scenarios from file. | |
| file | historicalscenariogenerator.hpp |
| scenario generator that builds from historical shifts | |
| file | historicalscenarioloader.hpp |
| historical scenario loader | |
| file | historicalscenarioreader.hpp |
| historical scenario reader | |
| file | lgmscenariogenerator.hpp |
| Scenario generation using LGM paths. | |
| file | scenario.hpp |
| Scenario class. | |
| file | scenariofactory.hpp |
| factory classes for scenarios | |
| file | scenariofilter.hpp |
| Scenario Filter classes. | |
| file | scenariogenerator.hpp |
| Scenario generator base classes. | |
| file | scenariogeneratorbuilder.hpp |
| Build a scenariogenerator. | |
| file | scenariogeneratordata.hpp |
| Scenario generator configuration. | |
| file | scenariogeneratortransform.hpp |
| Transformer class used for transform discount factors in the scenario into zero rates. | |
| file | scenarioshiftcalculator.hpp |
| Class for calculating the shift multiple between two scenarios for a given key. | |
| file | scenariosimmarket.hpp |
| A Market class that can be updated by Scenarios. | |
| file | scenariosimmarketparameters.hpp |
| A class to hold Scenario parameters for scenarioSimMarket. | |
| file | scenariowriter.hpp |
| ScenarioWriter class. | |
| file | sensitivityscenariodata.hpp |
| A class to hold the parametrisation for building sensitivity scenarios. | |
| file | sensitivityscenariogenerator.hpp |
| Sensitivity scenario generation. | |
| file | shiftscenariogenerator.hpp |
| Shift scenario generation. | |
| file | simplescenario.hpp |
| Simple scenario class. | |
| file | simplescenariofactory.hpp |
| factory classes for simple scenarios | |
| file | stressscenariodata.hpp |
| A class to hold the parametrisation for building sensitivity scenarios. | |
| file | stressscenariogenerator.hpp |
| Stress scenario generation. | |