RiskFactorKey Class Reference

Data types stored in the scenario class. More...

#include <orea/scenario/scenario.hpp>

Public Types
enum class	KeyType {   None , DiscountCurve , YieldCurve , IndexCurve ,   SwaptionVolatility , YieldVolatility , OptionletVolatility , FXSpot ,   FXVolatility , EquitySpot , DividendYield , EquityVolatility ,   SurvivalProbability , SurvivalWeight , RecoveryRate , CreditState ,   CDSVolatility , BaseCorrelation , CPIIndex , ZeroInflationCurve ,   ZeroInflationCapFloorVolatility , YoYInflationCurve , YoYInflationCapFloorVolatility , CommodityCurve ,   CommodityVolatility , SecuritySpread , Correlation , CPR }
	Risk Factor types.

Public Member Functions
	RiskFactorKey ()
	Constructor.
	RiskFactorKey (const KeyType &iKeytype, const string &iName, const Size &iIndex=0)
	Constructor.

Public Attributes
KeyType	keytype
	Key type.
std::string	name
	Key name. More...
Size	index
	Index.

Friends
class	boost::serialization::access

Detailed Description

Data types stored in the scenario class.

Member Data Documentation

name

std::string name

Key name.

For FX this is a pair ("EURUSD") for Discount or swaption it's just a currency ("EUR") and for an index it's the index name