sensitivityanalysis.cpp File Reference

#include <orea/cube/jointnpvsensicube.hpp>
#include <orea/cube/sensicube.hpp>
#include <orea/engine/multithreadedvaluationengine.hpp>
#include <orea/engine/sensitivityanalysis.hpp>
#include <orea/engine/valuationcalculator.hpp>
#include <orea/engine/valuationengine.hpp>
#include <orea/scenario/clonescenariofactory.hpp>
#include <orea/scenario/deltascenariofactory.hpp>
#include <ored/marketdata/todaysmarket.hpp>
#include <ored/portfolio/fxoption.hpp>
#include <ored/utilities/log.hpp>
#include <ored/utilities/osutils.hpp>
#include <ored/utilities/to_string.hpp>
#include <ql/errors.hpp>
#include <ql/math/comparison.hpp>

Go to the source code of this file.

Namespaces
namespace	ore
namespace	ore::analytics

Functions
Real	getShiftSize (const RiskFactorKey &key, const SensitivityScenarioData &sensiParams, const QuantLib::ext::shared_ptr< ScenarioSimMarket > &simMarket, const string &marketConfiguration)