xvasensitivityanalytic.hpp File Reference

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.

Detailed Description

xva sensitivity analytic