varcalculator.hpp File Reference

Base class for a var calculation. More...

#include <orea/engine/marketriskreport.hpp>
#include <ored/report/report.hpp>

Classes
class	VarCalculator
	VaR Calculator. More...
class	VarReport

Namespaces
namespace	ore
namespace	ore::analytics

Detailed Description

Base class for a var calculation.