Files | |
file | cube_io.cpp [code] |
file | cube_io.hpp [code] |
load / save cubes and agg scen data from / to disk | |
file | cubecsvreader.cpp [code] |
file | cubecsvreader.hpp [code] |
A Class to read a cube file from csv input. | |
file | cubeinterpretation.cpp [code] |
file | cubeinterpretation.hpp [code] |
class describing the layout of an npv cube and aggregation scenario data | |
file | cubewriter.cpp [code] |
file | cubewriter.hpp [code] |
A Class to write a cube out to file. | |
file | inmemorycube.hpp [code] |
A cube implementation that stores the cube in memory. | |
file | jaggedcube.hpp [code] |
A cube implementation that stores the cube in memory. | |
file | jointnpvcube.cpp [code] |
file | jointnpvcube.hpp [code] |
join n cubes in terms of stored ids | |
file | jointnpvsensicube.cpp [code] |
file | jointnpvsensicube.hpp [code] |
join n sensi cubes in terms of stored ids | |
file | npvcube.hpp [code] |
The base NPV cube class. | |
file | npvsensicube.hpp [code] |
An NPV cube for storing NPVs resulting from risk factor shifts. | |
file | sensicube.hpp [code] |
A cube implementation that stores the cube in memory. | |
file | sensitivitycube.cpp [code] |
file | sensitivitycube.hpp [code] |
holds a grid of NPVs for a list of trades under various scenarios | |
file | sparsenpvcube.cpp [code] |
file | sparsenpvcube.hpp [code] |
in memory cube, storing only non-zero entries for (id, date, depth) | |