sensitivityrunner.hpp File Reference

A class to run the sensitivity analysis. More...

#include <boost/make_shared.hpp>
#include <orea/app/parameters.hpp>
#include <orea/engine/sensitivityanalysis.hpp>
#include <orea/scenario/scenariosimmarketparameters.hpp>
#include <orea/scenario/sensitivityscenariodata.hpp>
#include <ored/configuration/conventions.hpp>
#include <ored/marketdata/market.hpp>
#include <ored/portfolio/enginedata.hpp>
#include <ored/portfolio/portfolio.hpp>

Classes
class	SensitivityRunner

Namespaces
	ore
	ore::analytics

Detailed Description

A class to run the sensitivity analysis.