Scenario

Files
file	aggregationscenariodata.hpp
	this class holds data associated to scenarios
file	scenariogenerator.hpp
	Scenario generator base classes.
file	clonescenariofactory.hpp
	factory class for cloning a cached scenario
file	crossassetmodelscenariogenerator.hpp
	Scenario generation using cross asset model paths.
file	deltascenario.hpp
	Delta scenario class.
file	deltascenariofactory.hpp
	factory class for cloning a cached scenario
file	historicalscenariofilereader.hpp
	Class for reading historical scenarios from file.
file	historicalscenariogenerator.hpp
	scenario generator that builds from historical shifts
file	historicalscenarioloader.hpp
	historical scenario loader
file	historicalscenarioreader.hpp
	historical scenario reader
file	lgmscenariogenerator.hpp
	Scenario generation using LGM paths.
file	scenario.hpp
	Scenario class.
file	scenariofactory.hpp
	factory classes for scenarios
file	scenariofilter.hpp
	Scenario Filter classes.
file	scenariogenerator.hpp
	Scenario generator base classes.
file	scenariogeneratorbuilder.hpp
	Build a scenariogenerator.
file	scenariogeneratordata.hpp
	Scenario generator configuration.
file	scenariogeneratortransform.hpp
	Transformer class used for transform discount factors in the scenario into zero rates.
file	scenariosimmarket.hpp
	A Market class that can be updated by Scenarios.
file	scenariosimmarketparameters.hpp
	A class to hold Scenario parameters for scenarioSimMarket.
file	scenariowriter.hpp
	ScenarioWriter class.
file	sensitivityscenariodata.hpp
	A class to hold the parametrisation for building sensitivity scenarios.
file	sensitivityscenariogenerator.hpp
	Sensitivity scenario generation.
file	shiftscenariogenerator.hpp
	Shift scenario generation.
file	simplescenario.hpp
	Simple scenario class.
file	simplescenariofactory.hpp
	factory classes for simple scenarios
file	stressscenariodata.hpp
	A class to hold the parametrisation for building sensitivity scenarios.
file	stressscenariogenerator.hpp
	Stress scenario generation.

Classes
class	InMemoryAggregationScenarioData
	A concrete in memory implementation of AggregationScenarioData. More...
class	CloneScenarioFactory
	Factory class for cloning scenario objects. More...
class	CrossAssetModelScenarioGenerator
	Scenario Generator using cross asset model paths. More...
class	DeltaScenario
	Delta Scenario class. More...
class	DeltaScenarioFactory
	Factory class for cloning scenario objects. More...
class	LgmScenarioGenerator
	Scenario Generator using LGM model paths. More...
class	RiskFactorKey
	Data types stored in the scenario class. More...
class	Scenario
	Scenario Base Class. More...
class	ScenarioFactory
	Scenario factory base class. More...
class	ScenarioGenerator
	Scenario generator base class. More...
class	ScenarioPathGenerator
	Scenario generator that generates an entire path. More...
class	ScenarioGeneratorBuilder
	Build a ScenarioGenerator. More...
class	ScenarioGeneratorData
	Scenario Generator description. More...
class	ScenarioSimMarketParameters
	ScenarioSimMarket description. More...
class	SensitivityScenarioData
	Description of sensitivity shift scenarios. More...
class	SensitivityScenarioGenerator
	Sensitivity Scenario Generator. More...
class	ShiftScenarioGenerator
	Shift Scenario Generator. More...
class	SimpleScenario
	Simple Scenario class. More...
class	SimpleScenarioFactory
	Factory class for building simple scenario objects. More...
class	StressTestScenarioData
	Description of sensitivity shift scenarios. More...
class	StressScenarioGenerator
	Stress Scenario Generator. More...

Detailed Description

Grouping of all scenario related classes, functions and files