TradeExposure Struct Reference

Public Attributes
std::vector< std::size_t >	componentPathValues
std::size_t	targetConditionalExpectation = QuantExt::ComputationGraph::nan
std::set< std::size_t >	regressors
std::size_t	targetConditionalExpectationDerivative = QuantExt::ComputationGraph::nan
std::vector< std::size_t >	targetConditionalExpDerivativeNpvNodes
double	multiplier = 1.0