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Reference manual - version orea_version
Classes | Namespaces
scenariogeneratorbuilder.hpp File Reference

Build a scenariogenerator. More...

#include <vector>
#include <ql/types.hpp>
#include <qle/models/crossassetmodel.hpp>
#include <qle/methods/pathgeneratorfactory.hpp>
#include <orea/scenario/crossassetmodelscenariogenerator.hpp>
#include <orea/scenario/scenariofactory.hpp>
#include <orea/scenario/scenariogeneratordata.hpp>
#include <orea/scenario/scenariosimmarketparameters.hpp>
#include <ored/utilities/xmlutils.hpp>

Classes

class  ScenarioGeneratorBuilder
 Build a ScenarioGenerator. More...
 

Namespaces

 ore
 
 ore::analytics
 

Detailed Description

Build a scenariogenerator.