dimcalculator.cpp File Reference

#include <orea/aggregation/dimcalculator.hpp>
#include <ored/utilities/log.hpp>
#include <ored/utilities/vectorutils.hpp>
#include <ored/portfolio/trade.hpp>
#include <ql/errors.hpp>
#include <ql/time/calendars/weekendsonly.hpp>
#include <ql/math/distributions/normaldistribution.hpp>
#include <ql/math/generallinearleastsquares.hpp>
#include <ql/math/kernelfunctions.hpp>
#include <ql/methods/montecarlo/lsmbasissystem.hpp>
#include <ql/time/daycounters/actualactual.hpp>
#include <qle/math/nadarayawatson.hpp>
#include <qle/math/stabilisedglls.hpp>
#include <boost/accumulators/accumulators.hpp>
#include <boost/accumulators/statistics/error_of_mean.hpp>
#include <boost/accumulators/statistics/mean.hpp>
#include <boost/accumulators/statistics/stats.hpp>

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Namespaces
namespace	ore
namespace	ore::analytics