xvaenginecg.hpp File Reference

xva engine using cg infrastructure More...

#include <orea/scenario/scenariogeneratordata.hpp>
#include <orea/scenario/scenariosimmarketparameters.hpp>
#include <orea/scenario/sensitivityscenariodata.hpp>
#include <orea/scenario/sensitivityscenariogenerator.hpp>
#include <ored/configuration/curveconfigurations.hpp>
#include <ored/marketdata/loader.hpp>
#include <ored/model/crossassetmodelbuilder.hpp>
#include <ored/portfolio/portfolio.hpp>
#include <ored/scripting/models/gaussiancamcg.hpp>
#include <ored/utilities/progressbar.hpp>
#include <ored/marketdata/todaysmarket.hpp>
#include <ql/types.hpp>

Classes
class	XvaEngineCG

Namespaces
	ore
	ore::analytics

Detailed Description

xva engine using cg infrastructure