A class to run the sensitivity analysis. More...
#include <boost/make_shared.hpp>#include <orea/app/parameters.hpp>#include <orea/engine/sensitivityanalysis.hpp>#include <orea/scenario/scenariosimmarketparameters.hpp>#include <orea/scenario/sensitivityscenariodata.hpp>#include <ored/configuration/conventions.hpp>#include <ored/marketdata/market.hpp>#include <ored/portfolio/enginedata.hpp>#include <ored/portfolio/portfolio.hpp>Go to the source code of this file.
Classes | |
| class | SensitivityRunner |
Namespaces | |
| namespace | ore |
| namespace | ore::analytics |
A class to run the sensitivity analysis.
Definition in file sensitivityrunner.hpp.