stressscenariodata.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>

Classes
class	StressTestScenarioData
	Description of sensitivity shift scenarios. More...
struct	StressTestScenarioData::CurveShiftData
struct	StressTestScenarioData::SpotShiftData
struct	StressTestScenarioData::VolShiftData
struct	StressTestScenarioData::FXVolShiftData
struct	StressTestScenarioData::CapFloorVolShiftData
struct	StressTestScenarioData::SwaptionVolShiftData
struct	StressTestScenarioData::CommodityVolShiftData
struct	StressTestScenarioData::StressTestData

Namespaces
namespace	ore
namespace	ore::analytics

Detailed Description

A class to hold the parametrisation for building sensitivity scenarios.