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Reference manual - version orea_version
scenario Directory Reference

Files

 
aggregationscenariodata.hpp
 this class holds data associated to scenarios
 
clonescenariofactory.hpp
 factory class for cloning a cached scenario
 
crossassetmodelscenariogenerator.hpp
 Scenario generation using cross asset model paths.
 
deltascenario.hpp
 Delta scenario class.
 
deltascenariofactory.hpp
 factory class for cloning a cached scenario
 
historicalscenariogenerator.hpp
 scenario generator that builds from historical shifts
 
historicalscenarioreturn.hpp
 scenario returns from historical shifts
 
lgmscenariogenerator.hpp
 Scenario generation using LGM paths.
 
scenario.hpp
 Scenario class.
 
scenariofactory.hpp
 factory classes for scenarios
 
scenariofilereader.hpp
 Class for reading historical scenarios from file.
 
scenariofilter.hpp
 Scenario Filter classes.
 
scenariogenerator.hpp
 Scenario generator base classes.
 
scenariogeneratorbuilder.hpp
 Build a scenariogenerator.
 
scenariogeneratordata.hpp
 Scenario generator configuration.
 
scenariogeneratortransform.hpp
 Transformer class used for transform discount factors in the scenario into zero rates.
 
scenarioreader.hpp
 scenario reader
 
scenarioshiftcalculator.hpp
 Class for calculating the shift multiple between two scenarios for a given key.
 
scenariosimmarket.hpp
 A Market class that can be updated by Scenarios.
 
scenariosimmarketparameters.hpp
 A class to hold Scenario parameters for scenarioSimMarket.
 
scenarioutilities.hpp
 Scenario utility functions.
 
scenariowriter.hpp
 ScenarioWriter class.
 
sensitivityscenariodata.hpp
 A class to hold the parametrisation for building sensitivity scenarios.
 
sensitivityscenariogenerator.hpp
 Sensitivity scenario generation.
 
shiftscenariogenerator.hpp
 Shift scenario generation.
 
simplescenario.hpp
 Simple scenario class.
 
simplescenariofactory.hpp
 factory classes for simple scenarios
 
stressscenariodata.hpp
 A class to hold the parametrisation for building sensitivity scenarios.
 
stressscenariogenerator.hpp
 Stress scenario generation.
 
zerotoparscenariogenerator.hpp
 scenario generator that builds from historical shifts