aggregationscenariodata.hpp File Reference

this class holds data associated to scenarios More...

#include <ql/errors.hpp>
#include <ql/types.hpp>
#include <ql/patterns/observable.hpp>
#include <fstream>
#include <map>
#include <vector>

Classes
class	AggregationScenarioData
	Container for storing simulated market data. More...
class	InMemoryAggregationScenarioData
	A concrete in memory implementation of AggregationScenarioData. More...

Namespaces
	ore
	ore::analytics

Enumerations
enum class	AggregationScenarioDataType : unsigned int {   IndexFixing = 0 , FXSpot = 1 , Numeraire = 2 , CreditState = 3 ,   SurvivalWeight = 4 , RecoveryRate = 5 , Generic = 6 }

Functions
std::ostream &	operator<< (std::ostream &out, const AggregationScenarioDataType &t)

Detailed Description

this class holds data associated to scenarios