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Reference manual - version orea_version
CubeWriter Class Reference

Write an NPV cube to a human readable text file. More...

#include <orea/cube/cubewriter.hpp>

Public Member Functions

 CubeWriter (const std::string &filename)
 ctor
const std::string & filename ()
 Return the filename this writer is writing too.
void write (const QuantLib::ext::shared_ptr< NPVCube > &cube, const std::map< std::string, std::string > &nettingSetMap, bool append=false)
 Write a cube out to file.

Detailed Description

Write an NPV cube to a human readable text file.