exposureallocator.hpp File Reference

Exposure allocator. More...

#include <orea/cube/npvcube.hpp>
#include <ored/portfolio/portfolio.hpp>

Classes
class	ExposureAllocator
	Exposure allocator base class. More...
class	RelativeFairValueNetExposureAllocator
class	RelativeFairValueGrossExposureAllocator
class	RelativeXvaExposureAllocator
class	NoneExposureAllocator

Namespaces
namespace	ore
namespace	ore::analytics

Functions
ExposureAllocator::AllocationMethod	parseAllocationMethod (const string &s)
	Convert text representation to ExposureAllocator::AllocationMethod.
std::ostream &	operator<< (std::ostream &out, ExposureAllocator::AllocationMethod m)
	Convert ExposureAllocator::AllocationMethod to text representation.

Detailed Description

Exposure allocator.