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Fully annotated reference manual - version 1.8.12
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scenario Directory Reference

Files

file  aggregationscenariodata.hpp [code]
 this class holds data associated to scenarios
 
file  clonedscenariogenerator.cpp [code]
 
file  clonedscenariogenerator.hpp [code]
 
file  clonescenariofactory.cpp [code]
 
file  clonescenariofactory.hpp [code]
 factory class for cloning a cached scenario
 
file  crossassetmodelscenariogenerator.cpp [code]
 
file  crossassetmodelscenariogenerator.hpp [code]
 Scenario generation using cross asset model paths.
 
file  csvscenariogenerator.cpp [code]
 
file  csvscenariogenerator.hpp [code]
 
file  deltascenario.cpp [code]
 
file  deltascenario.hpp [code]
 Delta scenario class.
 
file  deltascenariofactory.cpp [code]
 
file  deltascenariofactory.hpp [code]
 factory class for cloning a cached scenario
 
file  historicalscenariofilereader.cpp [code]
 
file  historicalscenariofilereader.hpp [code]
 Class for reading historical scenarios from file.
 
file  historicalscenariogenerator.cpp [code]
 
file  historicalscenariogenerator.hpp [code]
 scenario generator that builds from historical shifts
 
file  historicalscenarioloader.cpp [code]
 
file  historicalscenarioloader.hpp [code]
 historical scenario loader
 
file  historicalscenarioreader.hpp [code]
 historical scenario reader
 
file  lgmscenariogenerator.cpp [code]
 
file  lgmscenariogenerator.hpp [code]
 Scenario generation using LGM paths.
 
file  scenario.cpp [code]
 
file  scenario.hpp [code]
 Scenario class.
 
file  scenariofactory.hpp [code]
 factory classes for scenarios
 
file  scenariofilter.hpp [code]
 Scenario Filter classes.
 
file  scenariogenerator.hpp [code]
 Scenario generator base classes.
 
file  scenariogeneratorbuilder.cpp [code]
 
file  scenariogeneratorbuilder.hpp [code]
 Build a scenariogenerator.
 
file  scenariogeneratordata.cpp [code]
 
file  scenariogeneratordata.hpp [code]
 Scenario generator configuration.
 
file  scenariogeneratortransform.cpp [code]
 
file  scenariogeneratortransform.hpp [code]
 Transformer class used for transform discount factors in the scenario into zero rates.
 
file  scenarioshiftcalculator.cpp [code]
 
file  scenarioshiftcalculator.hpp [code]
 Class for calculating the shift multiple between two scenarios for a given key.
 
file  scenariosimmarket.cpp [code]
 A Market class that can be updated by Scenarios.
 
file  scenariosimmarket.hpp [code]
 A Market class that can be updated by Scenarios.
 
file  scenariosimmarketparameters.cpp [code]
 
file  scenariosimmarketparameters.hpp [code]
 A class to hold Scenario parameters for scenarioSimMarket.
 
file  scenarioutilities.cpp [code]
 
file  scenarioutilities.hpp [code]
 Scenario utility functions.
 
file  scenariowriter.cpp [code]
 
file  scenariowriter.hpp [code]
 ScenarioWriter class.
 
file  sensitivityscenariodata.cpp [code]
 
file  sensitivityscenariodata.hpp [code]
 A class to hold the parametrisation for building sensitivity scenarios.
 
file  sensitivityscenariogenerator.cpp [code]
 
file  sensitivityscenariogenerator.hpp [code]
 Sensitivity scenario generation.
 
file  shiftscenariogenerator.cpp [code]
 
file  shiftscenariogenerator.hpp [code]
 Shift scenario generation.
 
file  simplescenario.cpp [code]
 
file  simplescenario.hpp [code]
 Simple scenario class.
 
file  simplescenariofactory.hpp [code]
 factory classes for simple scenarios
 
file  stressscenariodata.cpp [code]
 
file  stressscenariodata.hpp [code]
 A class to hold the parametrisation for building sensitivity scenarios.
 
file  stressscenariogenerator.cpp [code]
 
file  stressscenariogenerator.hpp [code]
 Stress scenario generation.