portfolioanalyser.hpp File Reference

Class for examining a portfolio and returning information about its risk factors. More...

#include <orea/engine/dependencymarket.hpp>
#include <ored/configuration/conventions.hpp>
#include <ored/configuration/curveconfigurations.hpp>
#include <ored/portfolio/enginedata.hpp>
#include <ored/portfolio/portfolio.hpp>
#include <ored/report/report.hpp>

Classes
class	PortfolioAnalyser

Namespaces
namespace	ore
namespace	ore::analytics

Detailed Description

Class for examining a portfolio and returning information about its risk factors.