sensitivityscenariogenerator.cpp File Reference

#include <orea/app/structuredanalyticserror.hpp>
#include <orea/scenario/sensitivityscenariogenerator.hpp>
#include <ored/utilities/indexparser.hpp>
#include <ored/utilities/log.hpp>
#include <ored/utilities/to_string.hpp>
#include <ql/math/comparison.hpp>
#include <ql/time/calendars/target.hpp>
#include <ql/time/daycounters/actualactual.hpp>
#include <qle/termstructures/swaptionvolconstantspread.hpp>
#include <algorithm>
#include <ostream>

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Namespaces
namespace	ore
namespace	ore::analytics

Functions
bool	close (const Real &t_1, const Real &t_2)
bool	vectorEqual (const vector< Real > &v_1, const vector< Real > &v_2)