scenariosimmarket.hpp File Reference

A Market class that can be updated by Scenarios. More...

#include <orea/scenario/scenario.hpp>
#include <orea/scenario/scenariogenerator.hpp>
#include <orea/scenario/scenariosimmarketparameters.hpp>
#include <orea/simulation/simmarket.hpp>
#include <ored/configuration/conventions.hpp>
#include <ored/configuration/curveconfigurations.hpp>
#include <ored/configuration/iborfallbackconfig.hpp>
#include <qle/utilities/scenarioinformation.hpp>
#include <map>

Classes
class	ScenarioFilter
	A scenario filter can exclude certain key from updating the scenario. More...
class	ScenarioSimMarket
	Simulation Market updated with discrete scenarios. More...

Namespaces
namespace	ore
namespace	ore::analytics

Functions
RiskFactorKey::KeyType	yieldCurveRiskFactor (const ore::data::YieldCurveType y)
	Map a yield curve type to a risk factor key type.

Detailed Description

A Market class that can be updated by Scenarios.