creditmigrationhelper.hpp File Reference

Credit migration helper class. More...

#include <orea/aggregation/creditsimulationparameters.hpp>
#include <orea/cube/npvcube.hpp>
#include <orea/scenario/aggregationscenariodata.hpp>
#include <ored/portfolio/bond.hpp>
#include <ored/portfolio/trade.hpp>
#include <ored/utilities/log.hpp>
#include <qle/models/hullwhitebucketing.hpp>
#include <ql/math/matrix.hpp>
#include <ql/math/randomnumbers/mt19937uniformrng.hpp>

Classes
class	CreditMigrationHelper

Namespaces
	ore
	ore::analytics

Functions
CreditMigrationHelper::CreditMode	parseCreditMode (const std::string &s)
CreditMigrationHelper::LoanExposureMode	parseLoanExposureMode (const std::string &s)
CreditMigrationHelper::Evaluation	parseEvaluation (const std::string &s)

Detailed Description

Credit migration helper class.