Simulation

Files
file	cptycalculator.hpp
	The counterparty cube calculator interface.
file	valuationcalculator.hpp
	The counterparty cube calculator interface.
file	valuationcalculator.hpp
	The counterparty cube calculator interface.
file	mporcalculator.hpp
	The cube valuation calculator interface.
file	multistatenpvcalculator.hpp
	a calculator that computes npvs for a vector of credit states
file	multistatenpvcalculator.hpp
	a calculator that computes npvs for a vector of credit states
file	parsensitivityanalysis.hpp
	Perfrom sensitivity analysis for a given portfolio.
file	parsensitivityanalysis.hpp
	Perfrom sensitivity analysis for a given portfolio.
file	parsensitivityanalysis.hpp
	Perfrom sensitivity analysis for a given portfolio.
file	sensitivityanalysis.hpp
	Perform sensitivity analysis for a given portfolio.
file	stresstest.hpp
	perform a stress testing analysis for a given portfolio.
file	valuationcalculator.hpp
	The counterparty cube calculator interface.
file	valuationcalculator.hpp
	The counterparty cube calculator interface.
file	valuationengine.hpp
	The cube valuation core.
file	zerotoparshift.cpp
	applies a zero scenario and return the par instrument shifts
file	zerotoparshift.hpp
	applies a zero scenario and return the par instrument shifts
file	fixingmanager.hpp
	Controls the updating/reset of the QuantLib::IndexManager.
file	simmarket.hpp
	A Market class that can be Simulated.

Classes
class	ParSensitivityAnalysis
	Par Sensitivity Analysis. More...
class	SensitivityAnalysis
	Sensitivity Analysis. More...
class	StressTest
	Stress Test Analysis. More...
class	ValuationEngine
	Valuation Engine. More...
class	FixingManager
	Pseudo Fixings Manager. More...
class	SimMarket
	Simulation Market. More...

Detailed Description

Grouping of all simulation related classes, functions and files