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Reference manual - version orea_version
cube Directory Reference

Files

 
cube_io.hpp
 load / save cubes and agg scen data from / to disk
 
cubecsvreader.hpp
 A Class to read a cube file from csv input.
 
cubeinterpretation.hpp
 class describing the layout of an npv cube and aggregation scenario data
 
cubewriter.hpp
 A Class to write a cube out to file.
 
inmemorycube.hpp
 A cube implementation that stores the cube in memory.
 
inmemorycubeopt.hpp
 cube storing data in memory with some space optimization
 
jaggedcube.hpp
 A cube implementation that stores the cube in memory.
 
jointnpvcube.hpp
 join n cubes in terms of stored ids
 
jointnpvsensicube.hpp
 join n sensi cubes in terms of stored ids
 
npvcube.hpp
 The base NPV cube class.
 
npvsensicube.hpp
 An NPV cube for storing NPVs resulting from risk factor shifts.
 
sensicube.hpp
 A cube implementation that stores the cube in memory.
 
sensitivitycube.hpp
 holds a grid of NPVs for a list of trades under various scenarios
 
sparsenpvcube.hpp
 in memory cube, storing only non-zero entries for (id, date, depth)