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) | |