imschedulecalculator.hpp File Reference

Class for calculating SIMM. More...

#include <orea/simm/imscheduleresults.hpp>
#include <orea/simm/crifrecord.hpp>
#include <ored/marketdata/market.hpp>
#include <ored/utilities/timer.hpp>

Classes
class	IMScheduleCalculator
struct	IMScheduleCalculator::IMScheduleTradeData

Namespaces
namespace	ore
namespace	ore::analytics

Detailed Description

Class for calculating SIMM.