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string | label |
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map< string, CurveShiftData > | discountCurveShifts |
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map< string, CurveShiftData > | indexCurveShifts |
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map< string, CurveShiftData > | yieldCurveShifts |
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map< string, SpotShiftData > | fxShifts |
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map< string, VolShiftData > | fxVolShifts |
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map< string, SpotShiftData > | equityShifts |
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map< string, VolShiftData > | equityVolShifts |
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map< string, CapFloorVolShiftData > | capVolShifts |
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map< string, SwaptionVolShiftData > | swaptionVolShifts |
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map< string, SpotShiftData > | securitySpreadShifts |
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map< string, SpotShiftData > | recoveryRateShifts |
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map< string, CurveShiftData > | survivalProbabilityShifts |
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bool | irCurveParShifts = false |
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bool | irCapFloorParShifts = false |
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bool | creditCurveParShifts = false |
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