Reference manual - version orea_version
Transformer class used for transform discount factors in the scenario into zero rates. More...
#include <vector>#include <ql/shared_ptr.hpp>#include <orea/scenario/scenario.hpp>#include <orea/scenario/scenariogenerator.hpp>#include <orea/scenario/scenariosimmarket.hpp>#include <ql/time/date.hpp>#include <iostream>Classes | |
| class | ScenarioGeneratorTransform |
Namespaces | |
| namespace | ore |
| namespace | ore::analytics |
Transformer class used for transform discount factors in the scenario into zero rates.