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Fully annotated reference manual - version 1.8.12
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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.