sensicube.hpp File Reference

A cube implementation that stores the cube in memory. More...

#include <orea/cube/npvsensicube.hpp>
#include <ored/portfolio/portfolio.hpp>
#include <ored/portfolio/trade.hpp>
#include <ored/utilities/serializationdate.hpp>
#include <ql/errors.hpp>
#include <boost/make_shared.hpp>
#include <boost/math/special_functions/relative_difference.hpp>
#include <fstream>
#include <iostream>
#include <vector>

Go to the source code of this file.

Classes
class	SensiCube< T >
	SensiCube stores only npvs not equal to the base npvs. More...

Namespaces
namespace	ore
namespace	ore::analytics

Typedefs
using	SinglePrecisionSensiCube = SensiCube< float >
	Sensi cube with single precision floating point numbers. More...
using	DoublePrecisionSensiCube = SensiCube< double >
	Sensi cube with double precision floating point numbers. More...

Detailed Description

A cube implementation that stores the cube in memory.

Definition in file sensicube.hpp.