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Reference manual - version orea_version
Files | Classes
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  scenarioutilities.hpp
 Scenario utility functions.
 
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
 
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