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Fully annotated reference manual - version 1.8.12
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Namespaces | Functions
shiftscenariogenerator.cpp File Reference
#include <boost/algorithm/string/split.hpp>
#include <orea/scenario/shiftscenariogenerator.hpp>
#include <orea/scenario/simplescenariofactory.hpp>
#include <ored/utilities/log.hpp>
#include <ored/utilities/to_string.hpp>

Go to the source code of this file.

Namespaces

namespace  ore
 
namespace  ore::analytics
 

Functions

ostream & operator<< (ostream &out, const ShiftScenarioGenerator::ScenarioDescription &scenarioDescription)
 
pair< RiskFactorKey, string > deconstructFactor (const string &factor)
 
string reconstructFactor (const RiskFactorKey &key, const std::string &desc)
 Reconstruct the string description from a risk factor key and its index description desc. More...
 
QuantLib::ext::shared_ptr< RiskFactorKey > parseRiskFactorKey (const std::string &str, std::vector< std::string > &addTokens)
 risk factor key parser that takes into account additional tokens occurring in sensitivity risk factor keys More...