crifanalytic.hpp File Reference

ORE CRIF Analytic. More...

#include <orea/app/analytic.hpp>
#include <orea/simm/crifmarket.hpp>
#include <ored/portfolio/portfolio.hpp>
#include <ored/portfolio/additionalfieldgetter.hpp>

Classes
class	CrifAnalyticImpl
class	CrifAnalytic

Namespaces
namespace	ore
namespace	ore::analytics

Functions
std::pair< QuantLib::ext::shared_ptr< ore::analytics::SensitivityStream >, std::map< std::string, QuantLib::ext::shared_ptr< ore::data::InMemoryReport > > >	computeSensitivities (QuantLib::ext::shared_ptr< ore::analytics::SensitivityAnalysis > &sensiAnalysis, const QuantLib::ext::shared_ptr< InputParameters > &plusInputs, ore::analytics::Analytic *analytic, const QuantLib::ext::shared_ptr< ore::data::Portfolio > &portfolio, const bool writeReports)

Detailed Description

ORE CRIF Analytic.