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Fully annotated reference manual - version 1.8.12
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Namespaces | Typedefs
historicalpnlgenerator.cpp File Reference
#include <orea/engine/historicalpnlgenerator.hpp>
#include <orea/engine/multithreadedvaluationengine.hpp>
#include <orea/engine/valuationcalculator.hpp>
#include <orea/cube/jointnpvcube.hpp>
#include <orea/cube/inmemorycube.hpp>
#include <boost/range/adaptor/indexed.hpp>

Go to the source code of this file.

Namespaces

namespace  ore
 
namespace  ore::analytics
 

Typedefs

using TradePnlStore = HistoricalPnlGenerator::TradePnlStore