sensitivityscenariodata.hpp File Reference

A class to hold the parametrisation for building sensitivity scenarios. More...

#include <orea/scenario/scenario.hpp>
#include <ored/utilities/parsers.hpp>
#include <ored/utilities/xmlutils.hpp>
#include <qle/termstructures/dynamicstype.hpp>
#include <set>
#include <optional>

Classes
class	SensitivityScenarioData
	Description of sensitivity shift scenarios. More...
struct	SensitivityScenarioData::ShiftData
struct	SensitivityScenarioData::CurveShiftData
struct	SensitivityScenarioData::CdsVolShiftData
struct	SensitivityScenarioData::BaseCorrelationShiftData
struct	SensitivityScenarioData::VolShiftData
struct	SensitivityScenarioData::CapFloorVolShiftData
struct	SensitivityScenarioData::GenericYieldVolShiftData
struct	SensitivityScenarioData::CurveShiftParData
struct	SensitivityScenarioData::CapFloorVolShiftParData

Namespaces
namespace	ore
namespace	ore::analytics

Functions
std::set< std::string >	getShiftSpecKeys (const SensitivityScenarioData &d)

Detailed Description

A class to hold the parametrisation for building sensitivity scenarios.