Fully annotated reference manual - version 1.8.12
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orea
app
app Directory Reference
Directories
directory
analytics
Files
file
analytic.cpp
[code]
file
analytic.hpp
[code]
ORE Analytics Manager.
file
analyticsmanager.cpp
[code]
file
analyticsmanager.hpp
[code]
ORE Analytics Manager.
file
cleanupsingletons.cpp
[code]
file
cleanupsingletons.hpp
[code]
file
initbuilders.cpp
[code]
file
initbuilders.hpp
[code]
add builders to factories
file
inputparameters.cpp
[code]
file
inputparameters.hpp
[code]
Input Parameters.
file
marketcalibrationreport.cpp
[code]
file
marketcalibrationreport.hpp
[code]
ORE Analytics Manager.
file
marketdatacsvloader.cpp
[code]
file
marketdatacsvloader.hpp
[code]
Market Data Loader.
file
marketdatainmemoryloader.cpp
[code]
file
marketdatainmemoryloader.hpp
[code]
Market Data Loader.
file
marketdataloader.cpp
[code]
file
marketdataloader.hpp
[code]
Market Data Loader.
file
oreapp.cpp
[code]
file
oreapp.hpp
[code]
Open Risk Engine App.
file
parameters.cpp
[code]
file
parameters.hpp
[code]
Open Risk Engine setup and analytics choice.
file
reportwriter.cpp
[code]
file
reportwriter.hpp
[code]
A Class to write ORE outputs to reports.
file
sensitivityrunner.cpp
[code]
file
sensitivityrunner.hpp
[code]
A class to run the sensitivity analysis.
file
structuredanalyticserror.hpp
[code]
Structured analytics error.
file
structuredanalyticswarning.hpp
[code]
Class for structured analytics warnings.
file
xvarunner.cpp
[code]
file
xvarunner.hpp
[code]
A class to run the xva analysis.
file
zerosensitivityloader.cpp
[code]
file
zerosensitivityloader.hpp
[code]
Class for structured analytics warnings.
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