jaggedcube.hpp File Reference

A cube implementation that stores the cube in memory. More...

#include <fstream>
#include <iostream>
#include <ql/errors.hpp>
#include <vector>
#include <boost/make_shared.hpp>
#include <orea/cube/npvcube.hpp>
#include <ored/portfolio/portfolio.hpp>
#include <ored/portfolio/trade.hpp>
#include <ored/utilities/serializationdate.hpp>

Classes
class	TradeBlock< T >
class	DepthCalculator
class	ConstantDepthCalculator
class	JaggedCube< T >
	JaggedCube stores the cube in memory using a vector of trade specific blocks. More...

Namespaces
	ore
	ore::analytics

Typedefs
using	SinglePrecisionJaggedCube = JaggedCube< float >
	Jagged cube with single precision floating point numbers.
using	DoublePrecisionJaggedCube = JaggedCube< double >
	Jagged cube with double precision floating point numbers.

Detailed Description

A cube implementation that stores the cube in memory.