scenario.hpp File Reference

Scenario class. More...

#include <ored/utilities/serializationdate.hpp>
#include <ql/shared_ptr.hpp>
#include <ql/math/array.hpp>
#include <ql/time/date.hpp>
#include <ql/types.hpp>
#include <boost/functional/hash.hpp>
#include <map>
#include <unordered_map>
#include <vector>

Go to the source code of this file.

Classes
class	RiskFactorKey
	Data types stored in the scenario class. More...
class	Scenario
	Scenario Base Class. More...
struct	hash< ore::analytics::RiskFactorKey >

Namespaces
namespace	ore
namespace	ore::analytics

Enumerations
enum class	ShiftScheme { Forward , Backward , Central }
enum class	ShiftType { Absolute , Relative }

Functions
std::size_t	hash_value (const RiskFactorKey &k)
bool	operator< (const RiskFactorKey &lhs, const RiskFactorKey &rhs)
bool	operator== (const RiskFactorKey &lhs, const RiskFactorKey &rhs)
bool	operator> (const RiskFactorKey &lhs, const RiskFactorKey &rhs)
bool	operator<= (const RiskFactorKey &lhs, const RiskFactorKey &rhs)
bool	operator>= (const RiskFactorKey &lhs, const RiskFactorKey &rhs)
bool	operator!= (const RiskFactorKey &lhs, const RiskFactorKey &rhs)
std::ostream &	operator<< (std::ostream &out, const RiskFactorKey::KeyType &type)
std::ostream &	operator<< (std::ostream &out, const RiskFactorKey &key)
RiskFactorKey::KeyType	parseRiskFactorKeyType (const string &str)
RiskFactorKey	parseRiskFactorKey (const string &str)
ShiftScheme	parseShiftScheme (const std::string &s)
std::ostream &	operator<< (std::ostream &out, const ShiftScheme &shiftScheme)
ShiftType	parseShiftType (const std::string &s)
std::ostream &	operator<< (std::ostream &out, const ShiftType &shiftType)

Detailed Description

Scenario class.

Definition in file scenario.hpp.