pnlexplainreport.cpp File Reference

#include <orea/engine/pnlexplainreport.hpp>
#include <orea/app/structuredanalyticswarning.hpp>
#include <ored/report/inmemoryreport.hpp>

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Namespaces
namespace	ore
namespace	ore::analytics

Functions
void	populateResults (QuantLib::ext::shared_ptr< MarketRiskGroup > mrg, PnlExplainReport::PnlExplainResults &result, QuantLib::Real deltaPnl, QuantLib::Real gammaPnl, QuantLib::Real pnl)