scenariogeneratordata.hpp File Reference

Scenario generator configuration. More...

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

Classes
class	ScenarioGeneratorData
	Scenario Generator description. More...

Namespaces
	ore
	ore::analytics

Functions
ScenarioGeneratorData::MporCashFlowMode	parseMporCashFlowMode (const string &s)
	Convert text representation to CollateralExposureHelper::CalculationType.

Detailed Description

Scenario generator configuration.