Class Hierarchy

This inheritance list is sorted roughly, but not completely, alphabetically:

[detail level 12345]

►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