Fully annotated reference manual - version 1.8.12
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orea
scenario
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.
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