Reference manual - version orea_version
Public Attributes | |
| string | label |
| map< string, CurveShiftData > | discountCurveShifts |
| map< string, CurveShiftData > | indexCurveShifts |
| map< string, CurveShiftData > | yieldCurveShifts |
| map< string, SpotShiftData > | fxShifts |
| map< string, VolShiftData > | fxVolShifts |
| map< string, SpotShiftData > | equityShifts |
| map< string, VolShiftData > | equityVolShifts |
| map< string, CapFloorVolShiftData > | capVolShifts |
| map< string, SwaptionVolShiftData > | swaptionVolShifts |
| map< string, SpotShiftData > | securitySpreadShifts |
| map< string, SpotShiftData > | recoveryRateShifts |
| map< string, CurveShiftData > | survivalProbabilityShifts |