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Reference manual - version orea_version
Classes | Namespaces | Functions
scenario.hpp File Reference

Scenario class. More...

#include <map>
#include <vector>
#include <boost/shared_ptr.hpp>
#include <ored/utilities/serializationdate.hpp>
#include <ql/math/array.hpp>
#include <ql/time/date.hpp>
#include <ql/types.hpp>

Classes

class  RiskFactorKey
 Data types stored in the scenario class. More...
 
class  Scenario
 Scenario Base Class. More...
 

Namespaces

 ore
 
 ore::analytics
 

Functions

bool operator< (const RiskFactorKey &lhs, const RiskFactorKey &rhs)
 
bool operator== (const RiskFactorKey &lhs, const RiskFactorKey &rhs)
 
bool operator> (const RiskFactorKey &lhs, const RiskFactorKey &rhs)
 
bool operator<= (const RiskFactorKey &lhs, const RiskFactorKey &rhs)
 
bool operator>= (const RiskFactorKey &lhs, const RiskFactorKey &rhs)
 
bool operator!= (const RiskFactorKey &lhs, const RiskFactorKey &rhs)
 
std::ostream & operator<< (std::ostream &out, const RiskFactorKey::KeyType &type)
 
std::ostream & operator<< (std::ostream &out, const RiskFactorKey &key)
 
RiskFactorKey::KeyType parseRiskFactorKeyType (const string &str)
 
RiskFactorKey parseRiskFactorKey (const string &str)
 

Detailed Description

Scenario class.