multistatenpvcalculator.hpp File Reference

a calculator that computes npvs for a vector of credit states More...

#include <orea/engine/valuationcalculator.hpp>

Classes
class	MultiStateNPVCalculator
	MultiStateNPVCalculator. More...

Namespaces
	ore
	ore::analytics

Detailed Description

a calculator that computes npvs for a vector of credit states