standardapproachcvacalculator.hpp File Reference

Class for the Standardized Approach CVA calculation. More...

#include <orea/engine/sacvasensitivityrecord.hpp>
#include <ored/portfolio/counterpartymanager.hpp>
#include <ored/report/report.hpp>
#include <ql/types.hpp>
#include <map>
#include <string>

Classes
struct	SaCvaSummaryKey
class	StandardApproachCvaCalculator
	A class for calculating Standard Approach CVA capital charge. More...

Namespaces
namespace	ore
namespace	ore::analytics

Detailed Description

Class for the Standardized Approach CVA calculation.