parsensitivityinstrumentbuilder.cpp File Reference

#include <orea/app/structuredanalyticserror.hpp>
#include <orea/cube/inmemorycube.hpp>
#include <orea/engine/observationmode.hpp>
#include <orea/engine/parsensitivityinstrumentbuilder.hpp>
#include <orea/engine/valuationengine.hpp>
#include <orea/scenario/sensitivityscenariodata.hpp>
#include <orea/scenario/simplescenariofactory.hpp>
#include <ored/marketdata/inflationcurve.hpp>
#include <ored/utilities/indexparser.hpp>
#include <ored/utilities/log.hpp>
#include <ored/utilities/marketdata.hpp>
#include <ored/utilities/to_string.hpp>
#include <qle/indexes/inflationindexwrapper.hpp>
#include <qle/instruments/brlcdiswap.hpp>
#include <qle/instruments/crossccybasismtmresetswap.hpp>
#include <qle/instruments/crossccybasisswap.hpp>
#include <qle/instruments/deposit.hpp>
#include <qle/instruments/fxforward.hpp>
#include <qle/instruments/makecds.hpp>
#include <qle/instruments/subperiodsswap.hpp>
#include <qle/instruments/tenorbasisswap.hpp>
#include <qle/math/blockmatrixinverse.hpp>
#include <qle/pricingengines/crossccyswapengine.hpp>
#include <qle/pricingengines/depositengine.hpp>
#include <qle/pricingengines/discountingfxforwardengine.hpp>
#include <qle/pricingengines/inflationcapfloorengines.hpp>
#include <ql/cashflows/capflooredinflationcoupon.hpp>
#include <ql/cashflows/indexedcashflow.hpp>
#include <ql/cashflows/overnightindexedcoupon.hpp>
#include <ql/errors.hpp>
#include <ql/indexes/ibor/libor.hpp>
#include <ql/instruments/creditdefaultswap.hpp>
#include <ql/instruments/forwardrateagreement.hpp>
#include <ql/instruments/makecapfloor.hpp>
#include <ql/instruments/makeois.hpp>
#include <ql/instruments/makevanillaswap.hpp>
#include <ql/instruments/yearonyearinflationswap.hpp>
#include <ql/instruments/zerocouponinflationswap.hpp>
#include <ql/math/solvers1d/newtonsafe.hpp>
#include <ql/pricingengines/capfloor/bacheliercapfloorengine.hpp>
#include <ql/pricingengines/capfloor/blackcapfloorengine.hpp>
#include <ql/pricingengines/credit/midpointcdsengine.hpp>
#include <ql/pricingengines/swap/discountingswapengine.hpp>
#include <ql/quotes/derivedquote.hpp>
#include <ql/termstructures/yield/flatforward.hpp>
#include <ql/termstructures/yield/oisratehelper.hpp>
#include <qle/instruments/fixedbmaswap.hpp>
#include <boost/lexical_cast.hpp>
#include <boost/numeric/ublas/operation.hpp>
#include <boost/numeric/ublas/vector.hpp>

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Namespaces
namespace	ore
namespace	ore::analytics