dimcalculator.hpp File Reference

Dynamic Initial Margin calculator base class. More...

#include <orea/app/inputparameters.hpp>
#include <orea/aggregation/collatexposurehelper.hpp>
#include <orea/cube/cubeinterpretation.hpp>
#include <orea/cube/inmemorycube.hpp>
#include <orea/scenario/aggregationscenariodata.hpp>
#include <ored/portfolio/nettingsetmanager.hpp>
#include <ored/portfolio/portfolio.hpp>
#include <ored/report/report.hpp>
#include <ql/time/date.hpp>
#include <ql/shared_ptr.hpp>

Go to the source code of this file.

Classes
class	DynamicInitialMarginCalculator
	Dynamic Initial Margin Calculator base class. More...

Namespaces
namespace	ore
namespace	ore::analytics

Detailed Description

Dynamic Initial Margin calculator base class.

Definition in file dimcalculator.hpp.