riskfilter.hpp File Reference

risk class and type filter More...

#include <orea/scenario/scenario.hpp>
#include <orea/scenario/scenariosimmarket.hpp>
#include <ql/types.hpp>
#include <set>
#include <string>
#include <vector>

Classes
class	MarketRiskConfiguration
class	RiskFilter
	Risk Filter. More...

Namespaces
	ore
	ore::analytics

Functions
std::ostream &	operator<< (std::ostream &out, const MarketRiskConfiguration::RiskClass &rc)
std::ostream &	operator<< (std::ostream &out, const MarketRiskConfiguration::RiskType &rt)
MarketRiskConfiguration::RiskClass	parseVarRiskClass (const std::string &rc)
MarketRiskConfiguration::RiskType	parseVarRiskType (const std::string &rt)

Detailed Description

risk class and type filter