analytic.hpp File Reference

ORE Analytics Manager. More...

#include <ored/marketdata/todaysmarketparameters.hpp>
#include <ored/marketdata/inmemoryloader.hpp>
#include <ored/portfolio/nettingsetmanager.hpp>
#include <ored/report/inmemoryreport.hpp>
#include <orea/aggregation/collateralaccount.hpp>
#include <orea/aggregation/collatexposurehelper.hpp>
#include <orea/aggregation/postprocess.hpp>
#include <orea/cube/cubeinterpretation.hpp>
#include <orea/engine/sensitivitycubestream.hpp>
#include <orea/scenario/scenariosimmarketparameters.hpp>
#include <orea/app/inputparameters.hpp>
#include <orea/app/marketcalibrationreport.hpp>
#include <boost/any.hpp>
#include <iostream>

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Classes
class	Analytic
struct	Analytic::Configurations
class	Analytic::Impl
class	MarketDataAnalyticImpl
class	MarketDataAnalytic

Namespaces
namespace	ore
namespace	ore::analytics

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

Detailed Description

ORE Analytics Manager.

Definition in file analytic.hpp.