valuationcalculator.hpp File Reference

The counterparty cube calculator interface. More...

#include <orea/cube/npvcube.hpp>
#include <orea/simulation/simmarket.hpp>
#include <ored/portfolio/trade.hpp>
#include <ored/utilities/dategrid.hpp>

Classes
class	ValuationCalculator
	ValuationCalculator interface. More...
class	NPVCalculator
	NPVCalculator. More...
class	CashflowCalculator
	CashflowCalculator. More...
class	NPVCalculatorFXT0
	NPVCalculatorFXT0. More...
class	CashflowReportCalculator
	CashflowReportCalculator. More...
class	ExerciseCalculator
	ExerciseCalculator. More...

Namespaces
namespace	ore
namespace	ore::analytics

Detailed Description

The counterparty cube calculator interface.

The cube valuation calculator interface.