StressTestScenarioData Class Reference

Description of sensitivity shift scenarios. More...

#include <orea/scenario/stressscenariodata.hpp>

Inheritance diagram for StressTestScenarioData:

Classes
struct	CapFloorVolShiftData
struct	CurveShiftData
struct	SpotShiftData
struct	StressTestData
struct	SwaptionVolShiftData
struct	VolShiftData

Public Member Functions
	StressTestScenarioData ()
	Default constructor.
Inspectors
const vector< StressTestData > &	data () const
const bool	useSpreadedTermStructures () const
const bool	hasScenarioWithParShifts () const
const bool	withIrCurveParShifts () const
const bool	withCreditCurveParShifts () const
const bool	withIrCapFloorParShifts () const
Setters
vector< StressTestData > &	data ()
bool &	useSpreadedTermStructures ()
Serialisation
virtual void	fromXML (XMLNode *node) override
virtual XMLNode *	toXML (ore::data::XMLDocument &doc) const override
Public Member Functions inherited from XMLSerializable
void	fromXMLString (const std::string &xml)
std::string	toXMLString () const

Detailed Description

Description of sensitivity shift scenarios.