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 | |