sacvasensitivityloader.hpp File Reference

Class for loading CvaSensitivity records. More...

#include <map>
#include <set>
#include <tuple>
#include <orea/engine/sacvasensitivityrecord.hpp>
#include <orea/engine/cvasensitivitycubestream.hpp>
#include <orea/engine/parsensitivitycubestream.hpp>
#include <ored/portfolio/counterpartymanager.hpp>
#include <ql/types.hpp>

Classes
class	SaCvaSensitivityLoader

Namespaces
namespace	ore
namespace	ore::analytics

Functions
CvaRiskFactorKey	mapRiskFactorKeyToCvaRiskFactorKey (string s)

Detailed Description

Class for loading CvaSensitivity records.