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Reference manual - version orea_version
app Directory Reference

Directories

 
analytics

Files

 
analytic.hpp
 ORE Analytics Manager.
 
analyticsmanager.hpp
 ORE Analytics Manager.
 
dummymarketdataloader.hpp
 Dummy Market Data Loader.
 
initbuilders.hpp
 add builders to factories
 
inputparameters.hpp
 Input Parameters.
 
marketcalibrationreport.hpp
 ORE Analytics Manager.
 
marketdatabinaryloader.hpp
 Market Data Loader.
 
marketdatacsvloader.hpp
 Market Data Loader.
 
marketdatainmemoryloader.hpp
 Market Data Loader.
 
marketdataloader.hpp
 Market Data Loader.
 
oreapp.hpp
 Open Risk Engine App.
 
parameters.hpp
 Open Risk Engine setup and analytics choice.
 
portfolioanalyser.hpp
 Class for examining a portfolio and returning information about its risk factors.
 
reportwriter.hpp
 A Class to write ORE outputs to reports.
 
structuredanalyticserror.hpp
 Structured analytics error.
 
structuredanalyticswarning.hpp
 Class for structured analytics warnings.
 
zerosensitivityloader.hpp
 Class for structured analytics warnings.