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Reference manual - version orea_version
Public Member Functions | Public Attributes | 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