Reference manual - version orea_version
Files | |
| file | valuationcalculator.hpp |
| The counterparty cube calculator interface. | |
| file | mporcalculator.hpp |
| The cube valuation calculator interface. | |
| file | multistatenpvcalculator.hpp |
| a calculator that computes npvs for a vector of credit states | |
| file | parsensitivityanalysis.hpp |
| Perfrom sensitivity analysis for a given portfolio. | |
| file | parsensitivityanalysis.hpp |
| Perfrom sensitivity analysis for a given portfolio. | |
| file | parsensitivityanalysis.hpp |
| Perfrom sensitivity analysis for a given portfolio. | |
| file | sensitivityanalysis.hpp |
| Perform sensitivity analysis for a given portfolio. | |
| file | stresstest.hpp |
| perform a stress testing analysis for a given portfolio. | |
| file | valuationcalculator.hpp |
| The counterparty cube calculator interface. | |
| file | valuationengine.hpp |
| The cube valuation core. | |
| file | zerotoparshift.hpp |
| applies a zero scenario and return the par instrument shifts | |
| file | fixingmanager.hpp |
| Controls the updating/reset of the QuantLib::IndexManager. | |
| file | simmarket.hpp |
| A Market class that can be Simulated. | |
Classes | |
| class | ParSensitivityAnalysis |
| Par Sensitivity Analysis. More... | |
| class | SensitivityAnalysis |
| Sensitivity Analysis. More... | |
| class | StressTest |
| Stress Test Analysis. More... | |
| class | ValuationEngine |
| Valuation Engine. More... | |
| class | FixingManager |
| Pseudo Fixings Manager. More... | |
| class | SimMarket |
| Simulation Market. More... | |
Grouping of all simulation related classes, functions and files