scenarioshiftcalculator.hpp File Reference

Class for calculating the shift multiple between two scenarios for a given key. More...

#include <orea/scenario/scenario.hpp>
#include <orea/scenario/scenariosimmarketparameters.hpp>
#include <orea/scenario/scenariosimmarket.hpp>
#include <orea/scenario/sensitivityscenariodata.hpp>

Classes
class	ScenarioShiftCalculator

Namespaces
	ore
	ore::analytics

Detailed Description

Class for calculating the shift multiple between two scenarios for a given key.