simmcalculator.hpp File Reference

Class for calculating SIMM. More...

#include <orea/simm/crif.hpp>
#include <orea/simm/crifloader.hpp>
#include <orea/simm/simmresults.hpp>
#include <ored/utilities/timer.hpp>
#include <ored/marketdata/market.hpp>
#include <map>

Classes
class	SimmCalculator
	A class to calculate SIMM given a set of aggregated CRIF results for one or more portfolios. More...

Namespaces
namespace	ore
namespace	ore::analytics

Detailed Description

Class for calculating SIMM.