| Cmap< K, T > | STL class |
| Cmap< K, T >::const_iterator | STL iterator class |
| Cmap< K, T >::const_reverse_iterator | STL iterator class |
| Cmap< K, T >::iterator | STL iterator class |
| Cmap< K, T >::reverse_iterator | STL iterator class |
| CAbstractAnalyticBuilder | AnalyticBuilder base class |
| CAnalyticBuilder< T > | Template AnalyticBuilder class |
| CAnalytic | |
| CBaCvaAnalytic | |
| CCalibrationAnalytic | |
| CCorrelationAnalytic | |
| CCrifAnalytic | |
| CIMScheduleAnalytic | |
| CMarketDataAnalytic | |
| CParConversionAnalytic | |
| CParScenarioAnalytic | |
| CParStressConversionAnalytic | |
| CPnlAnalytic | |
| CPnlExplainAnalytic | |
| CPortfolioDetailsAnalytic | |
| CPricingAnalytic | |
| CSaCcrAnalytic | |
| CSaCvaAnalytic | |
| CScenarioAnalytic | |
| CScenarioGenerationAnalytic | |
| CSensitivityStressAnalytic | |
| CSimmAnalytic | |
| CSmrcAnalytic | |
| CStressTestAnalytic | |
| CVarAnalytic | |
| CHistoricalSimulationVarAnalytic | |
| CParametricVarAnalytic | |
| CXvaAnalytic | |
| CXvaExplainAnalytic | |
| CXvaSensitivityAnalytic | |
| CXvaStressAnalytic | |
| CZeroToParShiftAnalytic | |
| CAnalytic::Configurations | |
| CAnalytic::Impl | |
| CBaCvaAnalyticImpl | |
| CCalibrationAnalyticImpl | |
| CCorrelationAnalyticImpl | |
| CCrifAnalyticImpl | |
| CIMScheduleAnalyticImpl | |
| CMarketDataAnalyticImpl | |
| CParConversionAnalyticImpl | |
| CParScenarioAnalyticImpl | |
| CParStressConversionAnalyticImpl | |
| CPnlAnalyticImpl | |
| CPnlExplainAnalyticImpl | |
| CPortfolioDetailsAnalyticImpl | |
| CPricingAnalyticImpl | |
| CSaCcrAnalyticImpl | |
| CSaCvaAnalyticImpl | |
| CScenarioAnalyticImpl | |
| CScenarioGenerationAnalyticImpl | |
| CSensitivityStressAnalyticImpl | |
| CSimmAnalyticImpl | |
| CSmrcAnalyticImpl | |
| CStressTestAnalyticImpl | |
| CVarAnalyticImpl | |
| CHistoricalSimulationVarAnalyticImpl | |
| CParametricVarAnalyticImpl | |
| CXvaAnalyticImpl | |
| CXvaExplainAnalyticImpl | |
| CXvaSensitivityAnalyticImpl | |
| CXvaStressAnalyticImpl | |
| CZeroToParShiftAnalyticImpl | |
| CBaCvaCalculator | Class for calculating Basic Approach CVA capital charge |
| CBucketMapping | |
| CBucketTag | |
| CCleanUpLogSingleton | |
| CCleanUpThreadGlobalSingletons | |
| CCleanUpThreadLocalSingletons | |
| CCollateralAccount | Collateral Account |
| CCollateralAccount::MarginCall | Margin Call |
| CCollateralExposureHelper | Collateral Exposure Helper |
| CCorrelationReport | |
| CCounterpartyCalculator | CounterpartyCalculator interface |
| CSurvivalProbabilityCalculator | SurvivalProbabilityCalculator |
| CCovarianceCalculator | |
| CCreditMigrationCalculator | Credit Migration Calculator |
| CCreditMigrationHelper | |
| CCrifConfiguration | |
| CSimmConfiguration | Abstract base class defining the interface for a SIMM configuration |
| CSimmConfigurationBase | |
| CSimmConfigurationCalibration | |
| CSimmConfiguration_ISDA_V1_0 | |
| CSimmConfiguration_ISDA_V1_3 | |
| CSimmConfiguration_ISDA_V1_3_38 | Class giving the SIMM configuration for v1.3.38 |
| CSimmConfiguration_ISDA_V2_0 | |
| CSimmConfiguration_ISDA_V2_1 | |
| CSimmConfiguration_ISDA_V2_2 | |
| CSimmConfiguration_ISDA_V2_3 | |
| CSimmConfiguration_ISDA_V2_3_8 | |
| CSimmConfiguration_ISDA_V2_5 | |
| CSimmConfiguration_ISDA_V2_5A | |
| CSimmConfiguration_ISDA_V2_6 | |
| CSimmConfiguration_ISDA_V2_6_5 | |
| CSimmConfiguration_ISDA_V2_7_2412 | |
| CSimmConfiguration_ISDA_V2_8_2506 | |
| CCrifGenerator | Class that generates a CRIF report |
| CCrifLoader | |
| CStringStreamCrifLoader | |
| CCsvBufferCrifLoader | |
| CCsvFileCrifLoader | |
| CCrifRecord | |
| CCrifRecordData | |
| CCrifRecordGenerator | Base Class to convert a sensitivity record to CRIF record, having to implementation for SIMM and FRTB records |
| CSimmRecordGenerator | |
| CcrifRecordIsSimmParameter | |
| CCubeCsvReader | Read an NPV cube from a human readable text file |
| CCubeInterpretation | Allow for interpretation of how data is stored within cube and AggregationScenarioData |
| CCubeWriter | Write an NPV cube to a human readable text file |
| CCvaNettingSetTag | |
| CCvaRiskFactorKey | Data types stored in the scenario class |
| CCvaRiskFactorTag | |
| CCvaRiskTypeTag | |
| CCvaScenario | |
| CCvaShiftedScenario | |
| CCvaSensitivityCubeStream | |
| CCvaSensitivityRecord | |
| CCVASpreadSensitivityCalculator | CVA Spread Sensitivity Calculator |
| CDepthCalculator | |
| CConstantDepthCalculator | |
| CIndexComparator | |
| CDimHelper | Helper for cam model implied VaR calculation |
| CDynamicInitialMarginCalculator | Dynamic Initial Margin Calculator base class |
| CDirectDynamicInitialMarginCalculator | Dynamic Initial Margin Calculator using IM stored in netting set cube |
| CDynamicDeltaVaRCalculator | Dynamic Delta/Gamma VaR for Initial Margin |
| CDynamicSimmCalculator | Dynamic SIMM |
| CFlatDynamicInitialMarginCalculator | Dynamic Initial Margin Calculator using flat extrapolation of t0 IM |
| CRegressionDynamicInitialMarginCalculator | Dynamic Initial Margin Calculator using polynomial regression |
| CExposureAllocator | Exposure allocator base class |
| CNoneExposureAllocator | |
| CRelativeFairValueGrossExposureAllocator | |
| CRelativeFairValueNetExposureAllocator | |
| CRelativeXvaExposureAllocator | |
| CExposureCalculator | XVA Calculator base class |
| CFixingManager | Pseudo Fixings Manager |
| CHistoricalScenarioGenerator::HistoricalScenarioCalculationDetails | |
| CHistoricalSensiPnlCalculator | |
| CIMScheduleCalculator | |
| CIMScheduleCalculator::IMScheduleTradeData | |
| CIMScheduleResult | |
| CIMScheduleResults | |
| CInputParameters | Base class for input data, also exposed via SWIG |
| COREAppInputParameters | |
| Cmap< K, T > | STL class |
| Cmap< K, T >::const_iterator | STL iterator class |
| Cmap< K, T >::const_reverse_iterator | STL iterator class |
| Cmap< K, T >::iterator | STL iterator class |
| Cmap< K, T >::reverse_iterator | STL iterator class |
| CMarket | |
| CDependencyMarket | |
| CMarketCalibrationReportBase | |
| CMarketCalibrationReport | |
| CMarketCalibrationReportBase::CalibrationFilters | |
| CMarketDataLoader | |
| CDummyMarketDataLoader | |
| CMarketDataBinaryLoader | |
| CMarketDataCsvLoader | |
| CMarketDataInMemoryLoader | |
| CMarketDataLoaderImpl | |
| CMarketDataCsvLoaderImpl | |
| CMarketDataInMemoryLoaderImpl | |
| CMarketRiskBacktest::BacktestArgs | |
| CMarketRiskBacktest::Data | Used to pass information |
| CMarketRiskBacktest::SummaryResults | Used to store results for writing rows in the summary report |
| CMarketRiskBacktest::VarBenchmark | |
| CMarketRiskConfiguration | |
| CMarketRiskGroupBase | |
| CMarketRiskGroup | |
| CMarketRiskGroupBaseContainer | |
| CMarketRiskGroupContainer | |
| CMarketRiskGroupContainer::CompRisk | Used to order pairs [Risk class, Risk Type] |
| CMarketRiskReport::FullRevalArgs | |
| CMarketRiskReport::MultiThreadArgs | |
| CMarketRiskReport::Reports | |
| CMarketRiskBacktest::BacktestReports | |
| CMarketRiskReport::SensiRunArgs | |
| CNettedExposureCalculator | XVA Calculator base class |
| CNettedExposureCalculator::TimeAveragedExposure | NettingSetId -> { +- 1/T int_0^T max(+- V(t), 0) dt } before and after collateral |
| CNPVCube | NPV Cube class stores both future and current NPV values |
| CInMemoryCubeOpt< float > | |
| CInMemoryCubeOpt< double > | |
| CJaggedCube< float > | |
| CJaggedCube< double > | |
| CSparseNpvCube< float > | |
| CSparseNpvCube< Real > | |
| CInMemoryCubeOpt< T > | |
| CJaggedCube< T > | JaggedCube stores the cube in memory using a vector of trade specific blocks |
| CJointNPVCube | |
| CNPVSensiCube | NPVSensiCube class stores NPVs resulting from risk factor shifts on an as of date |
| CJointNPVSensiCube | |
| CSensiCube | SensiCube stores only npvs not equal to the base npvs |
| CSparseNpvCube< T > | |
| CNPVCubeWithMetaData | |
| CNpvRecord | |
| COREApp | Orchestrates the processes covered by ORE, data loading, analytics and reporting |
| COutputParameters | Traditional ORE input via ore.xml and various files, output into files |
| Cpair< T1, T2 > | STL class |
| CParametricVarCalculator::ParametricVarParams | A container for holding the parametric VAR parameters |
| CParSensiResults | |
| CParSensitivityAnalysis | Par Sensitivity Analysis |
| CParSensitivityConverter | ParSensitivityConverter class |
| CParSensitivityInstrumentBuilder | |
| CParSensitivityInstrumentBuilder::Instruments | |
| CParStressScenarioConverter | Convert all par shifts in a single stress test scenario to zero shifts |
| CParStressScenarioConverter::ConversionResults | |
| CParStressScenarioConverter::ParRateScenarioData | |
| CParStressTestConverter | |
| CPathData | |
| CPNLCalculator | |
| CBacktestPNLCalculator | |
| CPnlExplainReport::PnlExplainResults | |
| CPortfolioAnalyser | |
| CPostProcess | Exposure Aggregation and XVA Calculation |
| CQualifierBucketTag | |
| CQualifierTag | |
| CReportWriter | Write ORE outputs to reports |
| CReturnConfiguration::Return | |
| CRiskTypeTag | |
| CSaCcrAmounts | |
| CSaccrCalculator | Compute derivative capital charge according to SA-CCR rules |
| CSaccrCrifGenerator | Class that generates a CRIF report |
| CsaCcrDefaults | |
| CsaCcrDefaults::CollateralBalances | |
| CsaCcrDefaults::CounterpartyInformation | |
| CsaCcrDefaults::NettingSetDefinitions | |
| CSaccrTradeData::AdjustedNotional | |
| CSaccrTradeData::Contribution | |
| CSaccrTradeData::Dates | |
| CSaccrTradeData::FxAmounts | |
| CSaccrTradeData::HedgingData | |
| CSaccrTradeData::Impl | |
| CAsianOptionSaccrImpl | |
| CBondRepoSaccrImpl | |
| CBondTRSSaccrImpl | |
| CCapFloorSaccrImpl | |
| CCashPositionSaccrImpl | |
| CCommodityDigitalOptionSaccrImpl | |
| CCommodityForwardSaccrImpl | |
| CCommodityPositionSaccrImpl | |
| CCommoditySpreadOptionSaccrImpl | |
| CCommoditySwaptionSaccrImpl | |
| CEquityBarrierOptionSaccrImpl | |
| CEquityDigitalOptionSaccrImpl | |
| CEquityDoubleBarrierOptionSaccrImpl | |
| CEquityDoubleTouchOptionSaccrImpl | |
| CEquityForwardSaccrImpl | |
| CEquityOptionPositionSaccrImpl | |
| CEquityPositionSaccrImpl | |
| CEquityTouchOptionSaccrImpl | |
| CFRASaccrImpl | |
| CFxSaccrImpl | |
| CScriptedTradeSaccrImpl | |
| CSwapSaccrImpl | |
| CSwaptionSaccrImpl | |
| CTotalReturnSwapSaccrImpl | |
| CVanillaOptionSaccrImpl | |
| CVarianceSwapSaccrImpl | |
| CSaccrTradeData::UnderlyingData | |
| CSaCvaSensitivityLoader | |
| CSaCvaSensitivityRecord | |
| CSaCvaSummaryKey | |
| CScenarioFactory | Scenario factory base class |
| CCloneScenarioFactory | Factory class for cloning scenario objects |
| CDeltaScenarioFactory | Factory class for cloning scenario objects |
| CSimpleScenarioFactory | Factory class for building simple scenario objects |
| CScenarioFilter | A scenario filter can exclude certain key from updating the scenario |
| CCompositeScenarioFilter | Filter for combining the above |
| CRiskFactorScenarioFilter | Filter that will only allow specified keys |
| CRiskFactorTypeScenarioFilter | Filter that will only allow specified RiskFactorKey::KeyTypes |
| CRiskFilter | Risk Filter |
| CScenarioGenerator | Scenario generator base class |
| CCSVScenarioGenerator | Class for generating scenarios from a csv file assumed to be in a format compatible with ScenarioWriter |
| CClonedScenarioGenerator | |
| CHistoricalScenarioGenerator | Historical Scenario Generator |
| CHistoricalScenarioGeneratorRandom | Historical scenario generator generating random scenarios, for testing purposes |
| CHistoricalScenarioGeneratorTransform | Historical scenario generator transform |
| CHistoricalScenarioGeneratorWithFilteredDates | |
| CZeroToParScenarioGenerator | Zero To Par Scenario Generator |
| CScenarioGeneratorTransform | |
| CScenarioPathGenerator | Scenario generator that generates an entire path |
| CCrossAssetModelScenarioGenerator | Scenario Generator using cross asset model paths |
| CLgmScenarioGenerator | Scenario Generator using LGM model paths |
| CScenarioLoaderPathGenerator | |
| CScenarioWriter | Class for writing scenarios to file |
| CShiftScenarioGenerator | Shift Scenario Generator |
| CSensitivityScenarioGenerator | Sensitivity Scenario Generator |
| CShiftScenarioLoaderGenerator | |
| CStressScenarioGenerator | Stress Scenario Generator |
| CStaticScenarioGenerator | |
| CScenarioGeneratorBuilder | Build a ScenarioGenerator |
| CScenarioLoader | |
| CHistoricalScenarioLoader | Class for loading historical scenarios |
| CSimpleScenarioLoader | Class for loading historical scenarios |
| CScenarioReader | Base Class for reading scenarios |
| CScenarioCSVReader | Class for reading scenarios from a csv file |
| CScenarioBufferReader | |
| CScenarioFileReader | |
| CScenarioShiftCalculator | |
| CSensitivityAggregator | |
| CSensitivityCube | SensitivityCube is a wrapper for an npvCube that gives easier access to the underlying cube elements |
| CSensitivityCube::FactorData | |
| CSensitivityRecord | |
| CSensitivityScenarioData::ShiftData | |
| CSensitivityScenarioData::BaseCorrelationShiftData | |
| CSensitivityScenarioData::CdsVolShiftData | |
| CSensitivityScenarioData::CurveShiftData | |
| CSensitivityScenarioData::CurveShiftParData | |
| CSensitivityScenarioData::VolShiftData | |
| CSensitivityScenarioData::CapFloorVolShiftData | |
| CSensitivityScenarioData::CapFloorVolShiftParData | |
| CSensitivityScenarioData::GenericYieldVolShiftData | |
| CSensitivityStorageManager | |
| CCamSensitivityStorageManager | |
| CSimmSensitivityStorageManager | |
| CSensitivityStream | Base Class for streaming SensitivityRecords |
| CBufferedSensitivityStream | |
| CDecomposedSensitivityStream | Class that wraps a sensitivity stream and decompose default, equity and commodity risk records given weights |
| CFilteredSensitivityStream | Class that wraps a sensitivity stream and filters out negligible records |
| CParSensitivityCubeStream | |
| CSensitivityCubeStream | |
| CSensitivityInMemoryStream | Class for streaming SensitivityRecords from csv file |
| CSensitivityInputStream | Class for streaming SensitivityRecords from csv file |
| CSensitivityBufferStream | |
| CSensitivityFileStream | |
| CSensitivityReportStream | Class for streaming SensitivityRecords from csv file |
| Cset< K > | STL class |
| Cset< K >::const_iterator | STL iterator class |
| Cset< K >::const_reverse_iterator | STL iterator class |
| Cset< K >::iterator | STL iterator class |
| Cset< K >::reverse_iterator | STL iterator class |
| CShiftScenarioGenerator::ScenarioDescription | |
| CSimmBucketMapper | |
| CSimmBucketMapperBase | |
| CSimmBucketMapper::FailedMapping | |
| CSimmCalculator | A class to calculate SIMM given a set of aggregated CRIF results for one or more portfolios |
| CSimmConcentration | |
| CSimmConcentrationBase | |
| CSimmConcentrationCalibration | Class giving the ISDA SIMM concentration thresholds as defined by a SIMM calibration |
| CSimmConcentration_ISDA_V1_3 | |
| CSimmConcentration_ISDA_V1_3_38 | Class giving the SIMM concentration thresholds for v1.3.38 |
| CSimmConcentration_ISDA_V2_0 | |
| CSimmConcentration_ISDA_V2_1 | |
| CSimmConcentration_ISDA_V2_2 | |
| CSimmConcentration_ISDA_V2_3 | |
| CSimmConcentration_ISDA_V2_3_8 | |
| CSimmConcentration_ISDA_V2_5 | |
| CSimmConcentration_ISDA_V2_5A | |
| CSimmConcentration_ISDA_V2_6 | |
| CSimmConcentration_ISDA_V2_6_5 | |
| CSimmConcentration_ISDA_V2_7_2412 | |
| CSimmConcentration_ISDA_V2_8_2506 | |
| CSimmHelper | Helper for cam model implied SImple SIMM calculation |
| CSimmNameMapper | |
| CSimmBasicNameMapper | |
| CSimmResults | |
| CSimmTradeData | |
| CSimmTradeData::TradeAttributes | Class to hold additional trade attributes that may be needed during CRIF generation |
| CSimpleDynamicSimm | |
| CSimpleScenario::SharedData | |
| CSlimCrifRecord | |
| CSMRC | Compute standardize market risk capital charge |
| CSMRC::TradeData | |
| CStandardApproachCvaCalculator | A class for calculating Standard Approach CVA capital charge |
| CStressTestScenarioData::CapFloorVolShiftData | |
| CStressTestScenarioData::CommodityVolShiftData | |
| CStressTestScenarioData::CurveShiftData | |
| CStressTestScenarioData::FXVolShiftData | |
| CStressTestScenarioData::SpotShiftData | |
| CStressTestScenarioData::StressTestData | |
| CStressTestScenarioData::SwaptionVolShiftData | |
| CStressTestScenarioData::VolShiftData | |
| Cstring | STL class |
| Cstring::const_iterator | STL iterator class |
| Cstring::const_reverse_iterator | STL iterator class |
| Cstring::iterator | STL iterator class |
| Cstring::reverse_iterator | STL iterator class |
| CTradeBlock< T > | |
| CTradeGroupBase | |
| CTradeGroup | |
| CTradeGroupBaseContainer | |
| CTradeGroupContainer | |
| CValuationCalculator | ValuationCalculator interface |
| CCashflowCalculator | CashflowCalculator |
| CCashflowReportCalculator | CashflowReportCalculator |
| CMPORCalculator | MPORCalculator |
| CNPVCalculator | NPVCalculator |
| CExerciseCalculator | ExerciseCalculator |
| CMultiStateNPVCalculator | MultiStateNPVCalculator |
| CNPVCalculatorFXT0 | NPVCalculatorFXT0 |
| CSensitivityCalculator | SensitivityCalculator |
| CValuationEngine::Errors | |
| CValueAdjustmentCalculator | XVA Calculator base class |
| CDynamicCreditXvaCalculator | XVA Calculator base with dynamic credit |
| CStaticCreditXvaCalculator | XVA Calculator base with static credit |
| CVarCalculator | VaR Calculator |
| CHistoricalSimulationVarCalculator | |
| CParametricVarCalculator | |
| Cvector< T > | STL class |
| Cvector< T >::const_iterator | STL iterator class |
| Cvector< T >::const_reverse_iterator | STL iterator class |
| Cvector< T >::iterator | STL iterator class |
| Cvector< T >::reverse_iterator | STL iterator class |
| CVolatilityDataCrif | |
| CVolatilityDataCrif::Key | Key used to store data |
| CXMLSerializable | |
| CSimmBasicNameMapper | |
| CSimmBucketMapperBase | |
| CSimmCalibration | |
| CSimmCalibration::Amount | |
| CSimmCalibration::RiskClassData | |
| CSimmCalibration::RiskClassData::ConcentrationThresholds | |
| CSimmCalibration::RiskClassData::IRFXConcentrationThresholds | |
| CSimmCalibration::RiskClassData::Correlations | |
| CSimmCalibration::RiskClassData::CreditQCorrelations | |
| CSimmCalibration::RiskClassData::FXCorrelations | |
| CSimmCalibration::RiskClassData::IRCorrelations | |
| CSimmCalibration::RiskClassData::RiskWeights | |
| CSimmCalibration::RiskClassData::CreditQRiskWeights | |
| CSimmCalibration::RiskClassData::FXRiskWeights | |
| CSimmCalibration::RiskClassData::IRRiskWeights | |
| CSimmCalibrationData | |
| CStressTestScenarioData | Description of sensitivity shift scenarios |
| CXvaExplainResults | |
| CXvaExplainResults::XvaReportKey | |
| CXvaResults | |
| CZeroSensiResults | |
| CZeroSensitivityLoader | |
| CZeroSensitivityLoader::ZeroSensitivity | |
| CZeroToParCube | ZeroToParCube class |
| CZeroToParShiftConverter | |
| CClonedLoader | |
| CCvaScenarioLoader | |
| CMarket | |
| CDependencyMarket | |
| CMarketImpl | |
| CCrifMarket | |
| CSimMarket | Simulation Market |
| CScenarioSimMarket | Simulation Market updated with discrete scenarios |
| CTestMarket | Simple flat market setup to be used in the test suite |
| CTestMarketParCurves | |
| CProgressReporter | |
| CAMCValuationEngine | AMC Valuation Engine |
| CHistoricalPnlGenerator | |
| CMarketRiskReport | |
| CMarketRiskBacktest | |
| CPnlExplainReport | |
| CVarReport | |
| CHistoricalSimulationVarReport | HistoricalSimulation VaR Calculator |
| CParametricVarReport | Parametric VaR Calculator |
| CMultiThreadedValuationEngine | |
| CSensitivityAnalysis | Sensitivity Analysis |
| CValuationEngine | Valuation Engine |
| CXvaEngineCG | |
| CStructuredMessage | |
| CStructuredAnalyticsErrorMessage | |
| CStructuredAnalyticsWarningMessage | |
| CStructuredFixingWarningMessage | Utility class for Structured Fixing warnings |
| CXMLSerializable | |
| CSimmBasicNameMapper | |
| CSimmBucketMapperBase | |
| CSimmCalibration | |
| CSimmCalibration::Amount | |
| CSimmCalibration::RiskClassData | |
| CSimmCalibration::RiskClassData::ConcentrationThresholds | |
| CSimmCalibration::RiskClassData::Correlations | |
| CSimmCalibration::RiskClassData::RiskWeights | |
| CSimmCalibrationData | |
| CStressTestScenarioData | Description of sensitivity shift scenarios |
| Costringstream | STL class |
| Cpair< T1, T2 > | STL class |
| CScenario | |
| CDeltaScenario | Delta Scenario class |
| Cenable_shared_from_this | |
| CAnalyticsManager | |
| CCrif | |
| CSaccrTradeData | |
| CObservable | |
| CAggregationScenarioData | Container for storing simulated market data |
| CInMemoryAggregationScenarioData | A concrete in memory implementation of AggregationScenarioData |
| CSingleton | |
| CAnalyticFactory | AnalyticFactory |
| CObservationMode | The Global Observation setting |
| CScenario | |
| CSimpleScenario | |
| Cstring | STL class |
| Cstring::const_iterator | STL iterator class |
| Cstring::const_reverse_iterator | STL iterator class |
| Cstring::iterator | STL iterator class |
| Cstring::reverse_iterator | STL iterator class |
| CParSensitivityAnalysisManualTest | Par sensitivity analysis comparison against manual bump |
| CParSensitivityAnalysisTest | Sensitivity analysis tests |
| CSaccrTest | SA-CCR tests |
| CSaCvaTest | SA-CCR tests |
| CSensitivityPerformancePlusTest | Sensitivity Performance tests |
| CTestConfigurationObjects | Static class to allow for easy construction of configuration objects for use within tests |
| CTopLevelFixture | |
| COreaTopLevelFixture | OREAnalytics Top level fixture |
| Cvector< T > | STL class |
| Cvector< T >::const_iterator | STL iterator class |
| Cvector< T >::const_reverse_iterator | STL iterator class |
| Cvector< T >::iterator | STL iterator class |
| Cvector< T >::reverse_iterator | STL iterator class |
| CXMLSerializable | |
| CCreditSimulationParameters | Credit simulation description |
| CParameters | Provides the input data and references to input files used in OREApp |
| CReturnConfiguration | Return type for historical scenario generation (absolute, relative, log) |
| CScenarioGeneratorData | Scenario Generator description |
| CScenarioSimMarketParameters | ScenarioSimMarket description |
| CScenarioSimMarketParameters::CurveAlgebraData | Sub-Container for Curve Algebra Data |
| CScenarioSimMarketParameters::CurveAlgebraData::Curve | |
| CSensitivityScenarioData | Description of sensitivity shift scenarios |
