StressTestScenarioData Class Reference

Description of sensitivity shift scenarios. More...

#include <orea/scenario/stressscenariodata.hpp>

Inheritance diagram for StressTestScenarioData:

Classes
struct	CurveShiftData
struct	SpotShiftData
struct	VolShiftData
struct	FXVolShiftData
struct	CapFloorVolShiftData
struct	SwaptionVolShiftData
struct	CommodityVolShiftData
struct	StressTestData

Public Member Functions
	StressTestScenarioData ()
	Default constructor.
Inspectors
const vector< StressTestData > &	data () const
const bool	useSpreadedTermStructures () const
const bool	hasScenarioWithParShifts () const
const bool	withIrCurveParShifts () const
const bool	withCreditCurveParShifts () const
const bool	withIrCapFloorParShifts () const
Setters
void	setData (const vector< StressTestData > &data)
void	setData (const StressTestData &data)
void	clearData ()
bool &	useSpreadedTermStructures ()
const vector< StressTestData > &	getData () const
Serialisation
void	fromXML (XMLNode *node) override
XMLNode *	toXML (ore::data::XMLDocument &doc) const override

Detailed Description

Description of sensitivity shift scenarios.