sensitivitycube.hpp File Reference

holds a grid of NPVs for a list of trades under various scenarios More...

#include <orea/cube/npvsensicube.hpp>
#include <orea/scenario/shiftscenariogenerator.hpp>
#include <ql/errors.hpp>
#include <ql/time/date.hpp>
#include <ql/types.hpp>
#include <vector>
#include <boost/bimap.hpp>
#include <ql/shared_ptr.hpp>

Classes
class	SensitivityCube
	SensitivityCube is a wrapper for an npvCube that gives easier access to the underlying cube elements. More...
struct	SensitivityCube::FactorData

Namespaces
namespace	ore
namespace	ore::analytics

Functions
std::ostream &	operator<< (std::ostream &out, const SensitivityCube::crossPair &cp)

Detailed Description

holds a grid of NPVs for a list of trades under various scenarios