Reference manual - version orea_version
ore
analytics
SensitivityCube
FactorData
Public Member Functions
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Public Attributes
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List of all members
SensitivityCube::FactorData Struct Reference
Public Member Functions
bool
operator<
(const
FactorData
&fd) const
Public Attributes
QuantLib::Size
index
= 0
QuantLib::Real
targetShiftSize
= 0.0
QuantLib::Real
actualShiftSize
= 0.0
RiskFactorKey
rfkey
string
factorDesc
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