sensicube.hpp File Reference

A cube implementation that stores the cube in memory. More...

#include <orea/cube/npvsensicube.hpp>
#include <ored/portfolio/portfolio.hpp>
#include <ored/portfolio/trade.hpp>
#include <qle/utilities/serializationdate.hpp>
#include <ql/errors.hpp>
#include <ql/utilities/null.hpp>
#include <boost/make_shared.hpp>
#include <boost/math/special_functions/relative_difference.hpp>
#include <fstream>
#include <iostream>
#include <vector>

Classes
class	SensiCube
	SensiCube stores only npvs not equal to the base npvs. More...

Namespaces
namespace	ore
namespace	ore::analytics

Typedefs
using	DoublePrecisionSensiCube = SensiCube

Detailed Description

A cube implementation that stores the cube in memory.