sensitivitystoragemanager.hpp File Reference

class helping to manage the storage of sensitivties in a cube More...

#include <orea/cube/npvcube.hpp>
#include <ored/marketdata/market.hpp>
#include <ored/portfolio/trade.hpp>
#include <qle/currencies/currencycomparator.hpp>
#include <ql/any.hpp>

Classes
class	SensitivityStorageManager
class	CamSensitivityStorageManager

Namespaces
namespace	ore
namespace	ore::analytics

Typedefs
typedef std::map< QuantLib::Currency, QuantLib::Matrix, QuantExt::CurrencyComparator >	result_type_matrix
typedef std::map< QuantLib::Currency, std::vector< QuantLib::Real >, QuantExt::CurrencyComparator >	result_type_vector
typedef std::map< QuantLib::Currency, QuantLib::Real, QuantExt::CurrencyComparator >	result_type_scalar

Detailed Description

class helping to manage the storage of sensitivties in a cube