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ore
analytics
SensitivityScenarioData
VolShiftData
Public Attributes
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SensitivityScenarioData::VolShiftData Struct Reference
Inheritance diagram for SensitivityScenarioData::VolShiftData:
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Public Attributes
vector< Period >
shiftExpiries
vector< Real >
shiftStrikes
bool
isRelative
Public Attributes inherited from
SensitivityScenarioData::ShiftData
string
shiftType
Real
shiftSize
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