Fully annotated reference manual - version 1.8.13.0
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#include <orea/aggregation/collateralaccount.hpp>#include <orea/aggregation/collatexposurehelper.hpp>#include <orea/aggregation/creditmigrationcalculator.hpp>#include <orea/aggregation/creditmigrationhelper.hpp>#include <orea/aggregation/creditsimulationparameters.hpp>#include <orea/aggregation/cvaspreadsensitivitycalculator.hpp>#include <orea/aggregation/dimcalculator.hpp>#include <orea/aggregation/dimflatcalculator.hpp>#include <orea/aggregation/dimregressioncalculator.hpp>#include <orea/aggregation/dynamiccreditxvacalculator.hpp>#include <orea/aggregation/exposureallocator.hpp>#include <orea/aggregation/exposurecalculator.hpp>#include <orea/aggregation/nettedexposurecalculator.hpp>#include <orea/aggregation/postprocess.hpp>#include <orea/aggregation/staticcreditxvacalculator.hpp>#include <orea/aggregation/xvacalculator.hpp>#include <orea/app/analytic.hpp>#include <orea/app/analytics/analyticfactory.hpp>#include <orea/app/analytics/imscheduleanalytic.hpp>#include <orea/app/analytics/parconversionanalytic.hpp>#include <orea/app/analytics/parstressconversionanalytic.hpp>#include <orea/app/analytics/pnlanalytic.hpp>#include <orea/app/analytics/pnlexplainanalytic.hpp>#include <orea/app/analytics/pricinganalytic.hpp>#include <orea/app/analytics/scenarioanalytic.hpp>#include <orea/app/analytics/scenariostatisticsanalytic.hpp>#include <orea/app/analytics/simmanalytic.hpp>#include <orea/app/analytics/stresstestanalytic.hpp>#include <orea/app/analytics/varanalytic.hpp>#include <orea/app/analytics/xvaanalytic.hpp>#include <orea/app/analytics/xvasensitivityanalytic.hpp>#include <orea/app/analytics/xvastressanalytic.hpp>#include <orea/app/analytics/zerotoparshiftanalytic.hpp>#include <orea/app/analyticsmanager.hpp>#include <orea/app/cleanupsingletons.hpp>#include <orea/app/initbuilders.hpp>#include <orea/app/inputparameters.hpp>#include <orea/app/marketcalibrationreport.hpp>#include <orea/app/marketdatacsvloader.hpp>#include <orea/app/marketdatainmemoryloader.hpp>#include <orea/app/marketdataloader.hpp>#include <orea/app/oreapp.hpp>#include <orea/app/parameters.hpp>#include <orea/app/reportwriter.hpp>#include <orea/app/sensitivityrunner.hpp>#include <orea/app/structuredanalyticserror.hpp>#include <orea/app/structuredanalyticswarning.hpp>#include <orea/app/xvarunner.hpp>#include <orea/app/zerosensitivityloader.hpp>#include <orea/cube/cube_io.hpp>#include <orea/cube/cubecsvreader.hpp>#include <orea/cube/cubeinterpretation.hpp>#include <orea/cube/cubewriter.hpp>#include <orea/cube/inmemorycube.hpp>#include <orea/cube/jaggedcube.hpp>#include <orea/cube/jointnpvcube.hpp>#include <orea/cube/jointnpvsensicube.hpp>#include <orea/cube/npvcube.hpp>#include <orea/cube/npvsensicube.hpp>#include <orea/cube/sensicube.hpp>#include <orea/cube/sensitivitycube.hpp>#include <orea/cube/sparsenpvcube.hpp>#include <orea/engine/amcvaluationengine.hpp>#include <orea/engine/bufferedsensitivitystream.hpp>#include <orea/engine/cptycalculator.hpp>#include <orea/engine/decomposedsensitivitystream.hpp>#include <orea/engine/filteredsensitivitystream.hpp>#include <orea/engine/historicalpnlgenerator.hpp>#include <orea/engine/historicalsensipnlcalculator.hpp>#include <orea/engine/historicalsimulationvar.hpp>#include <orea/engine/marketriskbacktest.hpp>#include <orea/engine/marketriskreport.hpp>#include <orea/engine/mporcalculator.hpp>#include <orea/engine/multistatenpvcalculator.hpp>#include <orea/engine/multithreadedvaluationengine.hpp>#include <orea/engine/npvrecord.hpp>#include <orea/engine/observationmode.hpp>#include <orea/engine/parametricvar.hpp>#include <orea/engine/parsensitivityanalysis.hpp>#include <orea/engine/parsensitivitycubestream.hpp>#include <orea/engine/parsensitivityinstrumentbuilder.hpp>#include <orea/engine/parsensitivityutilities.hpp>#include <orea/engine/parstressconverter.hpp>#include <orea/engine/parstressscenarioconverter.hpp>#include <orea/engine/pnlexplainreport.hpp>#include <orea/engine/riskfilter.hpp>#include <orea/engine/sensitivityaggregator.hpp>#include <orea/engine/sensitivityanalysis.hpp>#include <orea/engine/sensitivitycubestream.hpp>#include <orea/engine/sensitivityfilestream.hpp>#include <orea/engine/sensitivityinmemorystream.hpp>#include <orea/engine/sensitivityrecord.hpp>#include <orea/engine/sensitivityreportstream.hpp>#include <orea/engine/sensitivitystream.hpp>#include <orea/engine/stresstest.hpp>#include <orea/engine/valuationcalculator.hpp>#include <orea/engine/valuationengine.hpp>#include <orea/engine/varbacktest.hpp>#include <orea/engine/varcalculator.hpp>#include <orea/engine/xvaenginecg.hpp>#include <orea/engine/zerotoparcube.hpp>#include <orea/engine/zerotoparshift.hpp>#include <orea/scenario/aggregationscenariodata.hpp>#include <orea/scenario/clonedscenariogenerator.hpp>#include <orea/scenario/clonescenariofactory.hpp>#include <orea/scenario/crossassetmodelscenariogenerator.hpp>#include <orea/scenario/csvscenariogenerator.hpp>#include <orea/scenario/deltascenario.hpp>#include <orea/scenario/deltascenariofactory.hpp>#include <orea/scenario/historicalscenariofilereader.hpp>#include <orea/scenario/historicalscenariogenerator.hpp>#include <orea/scenario/historicalscenarioloader.hpp>#include <orea/scenario/historicalscenarioreader.hpp>#include <orea/scenario/lgmscenariogenerator.hpp>#include <orea/scenario/scenario.hpp>#include <orea/scenario/scenariofactory.hpp>#include <orea/scenario/scenariofilter.hpp>#include <orea/scenario/scenariogenerator.hpp>#include <orea/scenario/scenariogeneratorbuilder.hpp>#include <orea/scenario/scenariogeneratordata.hpp>#include <orea/scenario/scenariogeneratortransform.hpp>#include <orea/scenario/scenarioshiftcalculator.hpp>#include <orea/scenario/scenariosimmarket.hpp>#include <orea/scenario/scenariosimmarketparameters.hpp>#include <orea/scenario/scenarioutilities.hpp>#include <orea/scenario/scenariowriter.hpp>#include <orea/scenario/sensitivityscenariodata.hpp>#include <orea/scenario/sensitivityscenariogenerator.hpp>#include <orea/scenario/shiftscenariogenerator.hpp>#include <orea/scenario/simplescenario.hpp>#include <orea/scenario/simplescenariofactory.hpp>#include <orea/scenario/stressscenariodata.hpp>#include <orea/scenario/stressscenariogenerator.hpp>#include <orea/simm/crif.hpp>#include <orea/simm/crifconfiguration.hpp>#include <orea/simm/crifloader.hpp>#include <orea/simm/crifrecord.hpp>#include <orea/simm/imschedulecalculator.hpp>#include <orea/simm/imscheduleresults.hpp>#include <orea/simm/simmbasicnamemapper.hpp>#include <orea/simm/simmbucketmapper.hpp>#include <orea/simm/simmbucketmapperbase.hpp>#include <orea/simm/simmcalculator.hpp>#include <orea/simm/simmcalibration.hpp>#include <orea/simm/simmconcentration.hpp>#include <orea/simm/simmconcentrationcalibration.hpp>#include <orea/simm/simmconcentrationisdav1_3.hpp>#include <orea/simm/simmconcentrationisdav1_3_38.hpp>#include <orea/simm/simmconcentrationisdav2_0.hpp>#include <orea/simm/simmconcentrationisdav2_1.hpp>#include <orea/simm/simmconcentrationisdav2_2.hpp>#include <orea/simm/simmconcentrationisdav2_3.hpp>#include <orea/simm/simmconcentrationisdav2_3_8.hpp>#include <orea/simm/simmconcentrationisdav2_5.hpp>#include <orea/simm/simmconcentrationisdav2_5a.hpp>#include <orea/simm/simmconcentrationisdav2_6.hpp>#include <orea/simm/simmconfiguration.hpp>#include <orea/simm/simmconfigurationbase.hpp>#include <orea/simm/simmconfigurationcalibration.hpp>#include <orea/simm/simmconfigurationisdav1_0.hpp>#include <orea/simm/simmconfigurationisdav1_3.hpp>#include <orea/simm/simmconfigurationisdav1_3_38.hpp>#include <orea/simm/simmconfigurationisdav2_0.hpp>#include <orea/simm/simmconfigurationisdav2_1.hpp>#include <orea/simm/simmconfigurationisdav2_2.hpp>#include <orea/simm/simmconfigurationisdav2_3.hpp>#include <orea/simm/simmconfigurationisdav2_3_8.hpp>#include <orea/simm/simmconfigurationisdav2_5.hpp>#include <orea/simm/simmconfigurationisdav2_5a.hpp>#include <orea/simm/simmconfigurationisdav2_6.hpp>#include <orea/simm/simmnamemapper.hpp>#include <orea/simm/simmresults.hpp>#include <orea/simm/utilities.hpp>#include <orea/simulation/fixingmanager.hpp>#include <orea/simulation/simmarket.hpp>#include <orea/version.hpp>