Credit simulation description. More...

#include <orea/aggregation/creditsimulationparameters.hpp>

Inheritance diagram for CreditSimulationParameters:

Public Member Functions
	CreditSimulationParameters ()
	Default constructor.

Inspectors
const std::map< string, Matrix > &	transitionMatrix () const

const std::vector< string > &	entities () const

const std::vector< Array > &	factorLoadings () const

const std::vector< string > &	transitionMatrices () const

const std::vector< Size > &	initialStates () const

bool	marketRisk () const

bool	creditRisk () const

bool	zeroMarketPnl () const

const string &	evaluation () const

bool	doubleDefault () const

Size	seed () const

Size	paths () const

const std::string &	creditMode () const

const std::string &	loanExposureMode () const

const std::vector< string > &	nettingSetIds () const

Setters
std::map< string, Matrix > &	transitionMatrix ()

std::vector< string > &	entities ()

std::vector< Array > &	factorLoadings ()

std::vector< string > &	transitionMatrices ()

std::vector< Size > &	initialStates ()

bool &	marketRisk ()

bool &	creditRisk ()

bool &	zeroMarketPnl ()

string &	evaluation ()

bool &	doubleDefault ()

Size &	seed ()

Size &	paths ()

std::string &	creditMode ()

std::string &	loanExposureMode ()

std::vector< string > &	nettingSetIds ()

Public Member Functions inherited from XMLSerializable
void	fromXMLString (const std::string &xml)

std::string	toXMLString () const

Detailed Description

Credit simulation description.

Public Member Functions