decomposedsensitivitystream.hpp File Reference

Class that wraps a sensitivity stream and decomposes equity/commodity and default risk records. More...

#include <orea/engine/sensitivitystream.hpp>
#include <orea/scenario/sensitivityscenariodata.hpp>
#include <ored/configuration/curveconfigurations.hpp>
#include <ored/marketdata/market.hpp>
#include <ored/portfolio/referencedata.hpp>
#include <fstream>
#include <set>
#include <string>

Go to the source code of this file.

Classes
class	DecomposedSensitivityStream
	Class that wraps a sensitivity stream and decompose default, equity and commodity risk records given weights. More...
struct	DecomposedSensitivityStream::IndexDecompositionResult

Namespaces
namespace	ore
namespace	ore::analytics

Detailed Description

Class that wraps a sensitivity stream and decomposes equity/commodity and default risk records.

Definition in file decomposedsensitivitystream.hpp.