scenariogeneratortransform.hpp File Reference

Transformer class used for transform discount factors in the scenario into zero rates. More...

#include <vector>
#include <ql/shared_ptr.hpp>
#include <orea/scenario/scenario.hpp>
#include <orea/scenario/scenariogenerator.hpp>
#include <orea/scenario/scenariosimmarket.hpp>
#include <ql/time/date.hpp>
#include <iostream>

Classes
class	ScenarioGeneratorTransform

Namespaces
	ore
	ore::analytics

Detailed Description

Transformer class used for transform discount factors in the scenario into zero rates.