xva sensitivity analytic More...
#include <orea/app/analytic.hpp>#include <orea/app/analytics/xvaanalytic.hpp>#include <orea/scenario/sensitivityscenariogenerator.hpp>#include <ored/report/inmemoryreport.hpp>#include <orea/engine/parsensitivityanalysis.hpp>#include <orea/engine/parsensitivitycubestream.hpp>#include <orea/scenario/scenariosimmarket.hpp>#include <orea/engine/zerotoparcube.hpp>Classes | |
| class | XvaResults |
| struct | ZeroSensiResults |
| struct | ParSensiResults |
| class | XvaSensitivityAnalyticImpl |
| class | XvaSensitivityAnalytic |
Namespaces | |
| namespace | ore |
| namespace | ore::analytics |
Functions | |
| std::ostream & | operator<< (std::ostream &os, const XvaResults::Adjustment adjustment) |
| Write FrtbCorrelationScenario to stream. | |
xva sensitivity analytic