dimdirectcalculator.hpp File Reference

Dynamic Initial Margin calculator reading dim directly from cube. More...

#include <orea/aggregation/dimcalculator.hpp>

Classes
class	DirectDynamicInitialMarginCalculator
	Dynamic Initial Margin Calculator using IM stored in netting set cube. More...

Namespaces
namespace	ore
namespace	ore::analytics

Detailed Description

Dynamic Initial Margin calculator reading dim directly from cube.