Generate correlations from a set of historical scenarios. More...
#include <orea/app/analytic.hpp>#include <orea/app/analytics/analyticfactory.hpp>#include <orea/app/analytics/pricinganalytic.hpp>#include <orea/engine/correlationreport.hpp>Classes | |
| class | CorrelationAnalyticImpl |
| class | CorrelationAnalytic |
Namespaces | |
| namespace | ore |
| namespace | ore::analytics |
Generate correlations from a set of historical scenarios.