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Classes | Public Member Functions | List of all members
ZeroSensitivityLoader Class Reference

Classes

struct  ZeroSensitivity
 

Public Member Functions

 ZeroSensitivityLoader (const std::string &filename, const std::string &idColum="TradeId", const std::string &riskFactorColumn="Factor_1", const std::string &deltaColumn="Delta", const std::string &currencyColumn="Currency", const std::string &baseNpvColumn="Base NPV", const std::string &shiftSizeColumn="ShiftSize_1")
 
std::map< std::string, std::vector< ZeroSensitivity > > sensitivities ()