analytic.cpp File Reference

#include <orea/app/analytic.hpp>
#include <orea/app/reportwriter.hpp>
#include <orea/app/structuredanalyticswarning.hpp>
#include <orea/engine/bufferedsensitivitystream.hpp>
#include <orea/engine/filteredsensitivitystream.hpp>
#include <orea/engine/observationmode.hpp>
#include <orea/engine/zerotoparcube.hpp>
#include <orea/cube/cubewriter.hpp>
#include <orea/scenario/simplescenariofactory.hpp>
#include <orea/scenario/scenariowriter.hpp>
#include <orea/engine/valuationengine.hpp>
#include <orea/aggregation/dimregressioncalculator.hpp>
#include <ored/marketdata/compositeloader.hpp>
#include <ored/marketdata/todaysmarket.hpp>
#include <ored/marketdata/bondspreadimply.hpp>
#include <ored/portfolio/builders/currencyswap.hpp>
#include <ored/portfolio/builders/fxoption.hpp>
#include <ored/portfolio/builders/multilegoption.hpp>
#include <ored/portfolio/builders/swaption.hpp>
#include <ored/portfolio/structuredtradeerror.hpp>
#include <boost/timer/timer.hpp>
#include <iostream>

Go to the source code of this file.

Namespaces
namespace	ore
namespace	ore::analytics

Functions
QuantLib::ext::shared_ptr< Loader >	implyBondSpreads (const Date &asof, const QuantLib::ext::shared_ptr< ore::analytics::InputParameters > &params, const QuantLib::ext::shared_ptr< TodaysMarketParameters > &todaysMarketParams, const QuantLib::ext::shared_ptr< Loader > &loader, const QuantLib::ext::shared_ptr< CurveConfigurations > &curveConfigs, const std::string &excludeRegex)