nettedexposurecalculator.hpp File Reference

Exposure calculator. More...

#include <orea/aggregation/dimcalculator.hpp>
#include <orea/aggregation/exposurecalculator.hpp>
#include <orea/aggregation/collatexposurehelper.hpp>
#include <ored/portfolio/nettingsetmanager.hpp>

Go to the source code of this file.

Classes
class	NettedExposureCalculator
	XVA Calculator base class. More...

Namespaces
namespace	ore
namespace	ore::analytics

Detailed Description

Exposure calculator.

Definition in file nettedexposurecalculator.hpp.