| ►CAbstractAnalyticBuilder | TradeBuilder base class |
| CAnalyticBuilder< T > | Template AnalyticBuilder class |
| ►CAnalytic | |
| CIMScheduleAnalytic | |
| CMarketDataAnalytic | |
| CParConversionAnalytic | |
| CParStressConversionAnalytic | |
| CPnlAnalytic | |
| CPnlExplainAnalytic | |
| CPricingAnalytic | |
| CScenarioAnalytic | |
| CScenarioStatisticsAnalytic | |
| CSimmAnalytic | |
| CStressTestAnalytic | |
| ►CVarAnalytic | |
| CHistoricalSimulationVarAnalytic | |
| CParametricVarAnalytic | |
| CXvaAnalytic | |
| CXvaSensitivityAnalytic | |
| CXvaStressAnalytic | |
| CZeroToParShiftAnalytic | |
| CAnalytic::Configurations | |
| ►CAnalytic::Impl | |
| CIMScheduleAnalyticImpl | |
| CMarketDataAnalyticImpl | |
| CParConversionAnalyticImpl | |
| CParStressConversionAnalyticImpl | |
| CPnlAnalyticImpl | |
| CPnlExplainAnalyticImpl | |
| CPricingAnalyticImpl | |
| CScenarioAnalyticImpl | |
| CScenarioStatisticsAnalyticImpl | |
| CSimmAnalyticImpl | |
| CStressTestAnalyticImpl | |
| ►CVarAnalyticImpl | |
| CHistoricalSimulationVarAnalyticImpl | |
| CParametricVarAnalyticImpl | |
| CXvaAnalyticImpl | |
| CXvaSensitivityAnalyticImpl | |
| CXvaStressAnalyticImpl | |
| CZeroToParShiftAnalyticImpl | |
| CAnalyticsManager | |
| CBucketMapping | |
| CCleanUpLogSingleton | |
| CCleanUpThreadGlobalSingletons | |
| CCleanUpThreadLocalSingletons | |
| CCollateralAccount | Collateral Account |
| CCollateralAccount::MarginCall | Margin Call |
| CCollateralExposureHelper | Collateral Exposure Helper |
| ►CCounterpartyCalculator | CounterpartyCalculator interface |
| CSurvivalProbabilityCalculator | SurvivalProbabilityCalculator |
| CCovarianceCalculator | |
| CCreditMigrationCalculator | Credit Migration Calculator |
| CCreditMigrationHelper | |
| CCrif | |
| ►CCrifConfiguration | |
| ►CSimmConfiguration | Abstract base class defining the interface for a SIMM configuration |
| ►CSimmConfigurationBase | |
| CSimmConfigurationCalibration | |
| ►CSimmConfiguration_ISDA_V1_0 | |
| CSimmConfiguration_ISDA_V1_3 | |
| CSimmConfiguration_ISDA_V1_3_38 | Class giving the SIMM configuration for v1.3.38 |
| CSimmConfiguration_ISDA_V2_0 | |
| CSimmConfiguration_ISDA_V2_1 | |
| CSimmConfiguration_ISDA_V2_2 | |
| CSimmConfiguration_ISDA_V2_3 | |
| CSimmConfiguration_ISDA_V2_3_8 | |
| CSimmConfiguration_ISDA_V2_5 | |
| CSimmConfiguration_ISDA_V2_5A | |
| CSimmConfiguration_ISDA_V2_6 | |
| ►CCrifLoader | |
| ►CStringStreamCrifLoader | |
| CCsvBufferCrifLoader | |
| CCsvFileCrifLoader | |
| CCrifRecord | |
| CcrifRecordIsSimmParameter | |
| CCubeCsvReader | Read an NPV cube from a human readable text file |
| CCubeInterpretation | Allow for interpretation of how data is stored within cube and AggregationScenarioData |
| CCubeWriter | Write an NPV cube to a human readable text file |
| CCVASpreadSensitivityCalculator | CVA Spread Sensitivity Calculator |
| CDecomposedSensitivityStream::IndexDecompositionResult | |
| ►CDepthCalculator | |
| CConstantDepthCalculator | |
| CIndexComparator | |
| ►CDynamicInitialMarginCalculator | Dynamic Initial Margin Calculator base class |
| CFlatDynamicInitialMarginCalculator | Dynamic Initial Margin Calculator using flat extrapolation of t0 IM |
| CRegressionDynamicInitialMarginCalculator | Dynamic Initial Margin Calculator using polynomial regression |
| ►CExposureAllocator | Exposure allocator base class |
| CNoneExposureAllocator | |
| CRelativeFairValueGrossExposureAllocator | |
| CRelativeFairValueNetExposureAllocator | |
| CRelativeXvaExposureAllocator | |
| CExposureCalculator | XVA Calculator base class |
| CFixingManager | Pseudo Fixings Manager |
| CHistoricalScenarioGenerator::HistoricalScenarioCalculationDetails | |
| CHistoricalScenarioLoader | Class for loading historical scenarios |
| ►CHistoricalScenarioReader | Base Class for reading historical scenarios |
| CHistoricalScenarioFileReader | Class for reading historical scenarios from a csv file |
| CHistoricalSensiPnlCalculator | |
| CIMScheduleCalculator | |
| CIMScheduleCalculator::IMScheduleTradeData | |
| CIMScheduleResult | |
| CIMScheduleResults | |
| ►CInputParameters | Base class for input data, also exposed via SWIG |
| COREAppInputParameters | |
| ►CMarketCalibrationReportBase | |
| CMarketCalibrationReport | |
| CMarketCalibrationReportBase::CalibrationFilters | |
| ►CMarketDataLoader | |
| CMarketDataCsvLoader | |
| CMarketDataInMemoryLoader | |
| ►CMarketDataLoaderImpl | |
| CMarketDataCsvLoaderImpl | |
| CMarketDataInMemoryLoaderImpl | |
| CMarketRiskBacktest::BacktestArgs | |
| CMarketRiskBacktest::Data | Used to pass information |
| CMarketRiskBacktest::SummaryResults | Used to store results for writing rows in the summary report |
| CMarketRiskBacktest::VarBenchmark | |
| CMarketRiskConfiguration | |
| ►CMarketRiskGroupBase | |
| CMarketRiskGroup | |
| ►CMarketRiskGroupBaseContainer | |
| CMarketRiskGroupContainer | |
| CMarketRiskGroupContainer::CompRisk | Used to order pairs [Risk class, Risk Type] |
| CMarketRiskReport::FullRevalArgs | |
| CMarketRiskReport::MultiThreadArgs | |
| ►CMarketRiskReport::Reports | |
| CMarketRiskBacktest::BacktestReports | |
| CMarketRiskReport::SensiRunArgs | |
| CNettedExposureCalculator | XVA Calculator base class |
| ►CNPVCube | NPV Cube class stores both future and current NPV values |
| ►CInMemoryCubeBase< vector< T > > | |
| CInMemoryCubeN< T > | InMemoryCube of variable depth |
| ►CInMemoryCubeBase< T > | InMemoryCube stores the cube in memory using nested STL vectors |
| CInMemoryCube1< T > | InMemoryCube of fixed depth 1 |
| CJaggedCube< T > | JaggedCube stores the cube in memory using a vector of trade specific blocks |
| CJointNPVCube | |
| ►CNPVSensiCube | NPVSensiCube class stores NPVs resulting from risk factor shifts on an as of date |
| CJointNPVSensiCube | |
| CSensiCube< T > | SensiCube stores only npvs not equal to the base npvs |
| CSparseNpvCube< T > | |
| CNPVCubeWithMetaData | |
| CNpvRecord | |
| COREApp | Orchestrates the processes covered by ORE, data loading, analytics and reporting |
| COutputParameters | Traditional ORE input via ore.xml and various files, output into files |
| CParametricVarCalculator::ParametricVarParams | A container for holding the parametric VAR parameters |
| CParSensitivityAnalysis | Par Sensitivity Analysis |
| CParSensitivityConverter | ParSensitivityConverter class |
| CParSensitivityInstrumentBuilder | |
| CParSensitivityInstrumentBuilder::Instruments | |
| CParStressScenarioConverter | Convert all par shifts in a single stress test scenario to zero shifts |
| CParStressTestConverter | |
| ►CPNLCalculator | |
| CBacktestPNLCalculator | |
| CPnlExplainReport::PnlExplainResults | |
| CPostProcess | Exposure Aggregation and XVA Calculation |
| CReportWriter | Write ORE outputs to reports |
| CReturnConfiguration | Return type for historical scenario generation (absolute, relative, log) |
| CRiskFactorKey | Data types stored in the scenario class |
| ►CScenario | Scenario Base Class |
| CDeltaScenario | Delta Scenario class |
| CSimpleScenario | |
| ►CScenarioFactory | Scenario factory base class |
| CCloneScenarioFactory | Factory class for cloning scenario objects |
| CDeltaScenarioFactory | Factory class for cloning scenario objects |
| CSimpleScenarioFactory | Factory class for building simple scenario objects |
| ►CScenarioFilter | A scenario filter can exclude certain key from updating the scenario |
| CCompositeScenarioFilter | Filter for combining the above |
| CRiskFactorScenarioFilter | Filter that will only allow specified keys |
| CRiskFactorTypeScenarioFilter | Filter that will only allow specified RiskFactorKey::KeyTypes |
| CRiskFilter | Risk Filter |
| ►CScenarioGenerator | Scenario generator base class |
| CCSVScenarioGenerator | Class for generating scenarios from a csv file assumed to be in a format compatible with ScenarioWriter |
| CClonedScenarioGenerator | |
| ►CHistoricalScenarioGenerator | Historical Scenario Generator |
| CHistoricalScenarioGeneratorRandom | Historical scenario generator generating random scenarios, for testing purposes |
| CHistoricalScenarioGeneratorTransform | Historical scenario generator transform |
| CHistoricalScenarioGeneratorWithFilteredDates | |
| CScenarioGeneratorTransform | |
| ►CScenarioPathGenerator | Scenario generator that generates an entire path |
| CCrossAssetModelScenarioGenerator | Scenario Generator using cross asset model paths |
| CLgmScenarioGenerator | Scenario Generator using LGM model paths |
| CScenarioWriter | Class for writing scenarios to file |
| ►CShiftScenarioGenerator | Shift Scenario Generator |
| CSensitivityScenarioGenerator | Sensitivity Scenario Generator |
| CStressScenarioGenerator | Stress Scenario Generator |
| CStaticScenarioGenerator | |
| CScenarioGeneratorBuilder | Build a ScenarioGenerator |
| CScenarioShiftCalculator | |
| CSensitivityAggregator | |
| CSensitivityCube | SensitivityCube is a wrapper for an npvCube that gives easier access to the underlying cube elements |
| CSensitivityCube::FactorData | |
| CSensitivityRecord | |
| CSensitivityRunner | |
| ►CSensitivityScenarioData::ShiftData | |
| CSensitivityScenarioData::BaseCorrelationShiftData | |
| CSensitivityScenarioData::CdsVolShiftData | |
| ►CSensitivityScenarioData::CurveShiftData | |
| CSensitivityScenarioData::CurveShiftParData | |
| ►CSensitivityScenarioData::VolShiftData | |
| ►CSensitivityScenarioData::CapFloorVolShiftData | |
| CSensitivityScenarioData::CapFloorVolShiftParData | |
| CSensitivityScenarioData::GenericYieldVolShiftData | |
| ►CSensitivityStream | Base Class for streaming SensitivityRecords |
| CBufferedSensitivityStream | |
| CDecomposedSensitivityStream | Class that wraps a sensitivity stream and decompose default, equity and commodity risk records given weights |
| CFilteredSensitivityStream | Class that wraps a sensitivity stream and filters out negligible records |
| CParSensitivityCubeStream | |
| CSensitivityCubeStream | |
| CSensitivityInMemoryStream | Class for streaming SensitivityRecords from csv file |
| ►CSensitivityInputStream | Class for streaming SensitivityRecords from csv file |
| CSensitivityBufferStream | |
| CSensitivityFileStream | |
| CSensitivityReportStream | Class for streaming SensitivityRecords from csv file |
| CShiftScenarioGenerator::ScenarioDescription | |
| ►CSimmBucketMapper | |
| CSimmBucketMapperBase | |
| CSimmBucketMapper::FailedMapping | |
| CSimmCalculator | A class to calculate SIMM given a set of aggregated CRIF results for one or more portfolios |
| ►CSimmConcentration | |
| ►CSimmConcentrationBase | |
| CSimmConcentrationCalibration | Class giving the ISDA SIMM concentration thresholds as defined by a SIMM calibration |
| CSimmConcentration_ISDA_V1_3 | |
| CSimmConcentration_ISDA_V1_3_38 | Class giving the SIMM concentration thresholds for v1.3.38 |
| CSimmConcentration_ISDA_V2_0 | |
| CSimmConcentration_ISDA_V2_1 | |
| CSimmConcentration_ISDA_V2_2 | |
| CSimmConcentration_ISDA_V2_3 | |
| CSimmConcentration_ISDA_V2_3_8 | |
| CSimmConcentration_ISDA_V2_5 | |
| CSimmConcentration_ISDA_V2_5A | |
| CSimmConcentration_ISDA_V2_6 | |
| ►CSimmNameMapper | |
| CSimmBasicNameMapper | |
| CSimmResults | |
| CSimpleScenario::SharedData | |
| CStressTest | Stress Test Analysis |
| CStressTestScenarioData::CapFloorVolShiftData | |
| CStressTestScenarioData::CurveShiftData | |
| CStressTestScenarioData::SpotShiftData | |
| CStressTestScenarioData::StressTestData | |
| CStressTestScenarioData::SwaptionVolShiftData | |
| CStressTestScenarioData::VolShiftData | |
| CTradeBlock< T > | |
| ►CTradeGroupBase | |
| CTradeGroup | |
| ►CTradeGroupBaseContainer | |
| CTradeGroupContainer | |
| ►CValuationCalculator | ValuationCalculator interface |
| CCashflowCalculator | CashflowCalculator |
| CMPORCalculator | MPORCalculator |
| ►CNPVCalculator | NPVCalculator |
| CMultiStateNPVCalculator | MultiStateNPVCalculator |
| CNPVCalculatorFXT0 | NPVCalculatorFXT0 |
| ►CValueAdjustmentCalculator | XVA Calculator base class |
| CDynamicCreditXvaCalculator | XVA Calculator base with dynamic credit |
| CStaticCreditXvaCalculator | XVA Calculator base with static credit |
| ►CVarCalculator | VaR Calculator |
| CHistoricalSimulationVarCalculator | |
| CParametricVarCalculator | |
| CXvaRunner | |
| CZeroSensitivityLoader | |
| CZeroSensitivityLoader::ZeroSensitivity | |
| CZeroToParCube | ZeroToParCube class |
| CZeroToParShiftConverter | |
| ►CJSONMessage [external] | |
| ►CStructuredMessage [external] | |
| CStructuredAnalyticsErrorMessage | |
| CStructuredAnalyticsWarningMessage | |
| CStructuredFixingWarningMessage | Utility class for Structured Fixing warnings |
| ►CMarket [external] | |
| ►CMarketImpl [external] | |
| ►CSimMarket | Simulation Market |
| CScenarioSimMarket | Simulation Market updated with discrete scenarios |
| CTestMarket | Simple flat market setup to be used in the test suite |
| CTestMarketParCurves | |
| ►CProgressReporter [external] | |
| CAMCValuationEngine | AMC Valuation Engine |
| CHistoricalPnlGenerator | |
| ►CMarketRiskReport | |
| CMarketRiskBacktest | |
| CPnlExplainReport | |
| ►CVarReport | |
| CHistoricalSimulationVarReport | HistoricalSimulation VaR Calculator |
| CParametricVarReport | Parametric VaR Calculator |
| CMultiThreadedValuationEngine | |
| CSensitivityAnalysis | Sensitivity Analysis |
| CValuationEngine | Valuation Engine |
| CXvaEngineCG | |
| ►CXMLSerializable [external] | |
| CCreditSimulationParameters | Credit simulation description |
| CParameters | Provides the input data and references to input files used in OREApp |
| CScenarioGeneratorData | Scenario Generator description |
| CScenarioSimMarketParameters | ScenarioSimMarket description |
| CSensitivityScenarioData | Description of sensitivity shift scenarios |
| CSimmBasicNameMapper | |
| CSimmBucketMapperBase | |
| CSimmCalibration | |
| CSimmCalibration::Amount | |
| CSimmCalibration::RiskClassData | |
| ►CSimmCalibration::RiskClassData::ConcentrationThresholds | |
| CSimmCalibration::RiskClassData::IRFXConcentrationThresholds | |
| ►CSimmCalibration::RiskClassData::Correlations | |
| CSimmCalibration::RiskClassData::CreditQCorrelations | |
| CSimmCalibration::RiskClassData::FXCorrelations | |
| CSimmCalibration::RiskClassData::IRCorrelations | |
| ►CSimmCalibration::RiskClassData::RiskWeights | |
| CSimmCalibration::RiskClassData::CreditQRiskWeights | |
| CSimmCalibration::RiskClassData::FXRiskWeights | |
| CSimmCalibration::RiskClassData::IRRiskWeights | |
| CSimmCalibrationData | |
| CStressTestScenarioData | Description of sensitivity shift scenarios |
| ►CObservable | |
| ►CAggregationScenarioData | Container for storing simulated market data |
| CInMemoryAggregationScenarioData | A concrete in memory implementation of AggregationScenarioData |
| ►CSingleton | |
| CAnalyticFactory | AnalyticFactory |
| CObservationMode | The Global Observation setting |
| Chash< ore::analytics::RiskFactorKey > | |
| CParSensitivityAnalysisManualTest | Par sensitivity analysis comparison against manual bump |
| CParSensitivityAnalysisTest | Sensitivity analysis tests |
| CSensitivityPerformancePlusTest | Sensitivity Performance tests |
| CTestConfigurationObjects | Static class to allow for easy construction of configuration objects for use within tests |
| ►CTopLevelFixture | |
| COreaTopLevelFixture | OREAnalytics Top level fixture |
| Cbool | |
| CInterpolatorExpiry | |
| CInterpolatorStrike | |
