sensitivityscenariogenerator.hpp File Reference

Sensitivity scenario generation. More...

#include <orea/scenario/scenariofactory.hpp>
#include <orea/scenario/scenariogenerator.hpp>
#include <orea/scenario/scenariosimmarket.hpp>
#include <orea/scenario/sensitivityscenariodata.hpp>
#include <orea/scenario/shiftscenariogenerator.hpp>
#include <ored/marketdata/market.hpp>
#include <map>

Classes
class	SensitivityScenarioGenerator
	Sensitivity Scenario Generator. More...

Namespaces
	ore
	ore::analytics

Detailed Description

Sensitivity scenario generation.