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Reference manual - version orea_version
XvaExplainResults Class Reference

Classes

struct  XvaReportKey

Public Member Functions

 XvaExplainResults (const QuantLib::ext::shared_ptr< InMemoryReport > &xvaReport)
const std::map< XvaReportKey, double > & baseCvaData () const
const std::map< XvaReportKey, double > & fullRevalCva () const
const std::map< RiskFactorKey, std::map< XvaReportKey, double > > & fullRevalScenarioCva () const
const std::set< RiskFactorKey::KeyType > keyTypes () const