npvsensicube.hpp File Reference

An NPV cube for storing NPVs resulting from risk factor shifts. More...

#include <map>
#include <orea/cube/npvcube.hpp>
#include <ql/time/date.hpp>
#include <ql/types.hpp>
#include <set>

Go to the source code of this file.

Classes
class	NPVSensiCube
	NPVSensiCube class stores NPVs resulting from risk factor shifts on an as of date. More...

Namespaces
namespace	ore
namespace	ore::analytics

Detailed Description

An NPV cube for storing NPVs resulting from risk factor shifts.

Definition in file npvsensicube.hpp.