Reference manual - version orea_version
ZeroToParCube class. More...
#include <orea/engine/zerotoparcube.hpp>
Public Member Functions | |
| ZeroToParCube (const boost::shared_ptr< ore::analytics::SensitivityCube > &zeroCube, const boost::shared_ptr< ParSensitivityConverter > &parConverter, const std::set< ore::analytics::RiskFactorKey::KeyType > &typesDisabled={}, const bool continueOnError=false) | |
| Constructor. | |
| const boost::shared_ptr< ore::analytics::SensitivityCube > & | zeroCube () const |
| Inspectors. More... | |
| const boost::shared_ptr< ParSensitivityConverter > & | parConverter () const |
| Par converter object. | |
| const std::set< ore::analytics::RiskFactorKey::KeyType > & | typesDisabled () const |
| The par risk factor types that are disabled for this instance of ZeroToParCube. | |
| std::map< ore::analytics::RiskFactorKey, QuantLib::Real > | parDeltas (const std::string &tradeId) const |
Return the non-zero par deltas for the given tradeId. | |
| std::map< ore::analytics::RiskFactorKey, QuantLib::Real > | parDeltas (QuantLib::Size tradeIdx) const |
| Return the non-zero par deltas for the given trade index. | |
ZeroToParCube class.
Takes a cube of zero sensitivities, a par sensitivity converter and can return the par deltas for a given trade ID from the cube.
| const boost::shared_ptr<ore::analytics::SensitivityCube>& zeroCube | ( | ) | const |
Inspectors.
Underlying zero sensitivity cube