Files | |
| file | cube_io.hpp |
| load / save cubes and agg scen data from / to disk | |
| file | cubecsvreader.hpp |
| A Class to read a cube file from csv input. | |
| file | cubeinterpretation.hpp |
| class describing the layout of an npv cube and aggregation scenario data | |
| file | cubewriter.hpp |
| A Class to write a cube out to file. | |
| file | inmemorycube.hpp |
| A cube implementation that stores the cube in memory. | |
| file | jaggedcube.hpp |
| A cube implementation that stores the cube in memory. | |
| file | jointnpvcube.hpp |
| join n cubes in terms of stored ids | |
| file | jointnpvsensicube.hpp |
| join n sensi cubes in terms of stored ids | |
| file | npvcube.hpp |
| The base NPV cube class. | |
| file | npvsensicube.hpp |
| An NPV cube for storing NPVs resulting from risk factor shifts. | |
| file | sensicube.hpp |
| A cube implementation that stores the cube in memory. | |
| file | sensitivitycube.hpp |
| holds a grid of NPVs for a list of trades under various scenarios | |
| file | sparsenpvcube.hpp |
| in memory cube, storing only non-zero entries for (id, date, depth) | |