stresstest.hpp File Reference

perform a stress testing analysis for a given portfolio. More...

#include <orea/cube/npvcube.hpp>
#include <orea/scenario/scenariosimmarket.hpp>
#include <orea/scenario/scenariosimmarketparameters.hpp>
#include <orea/scenario/stressscenariodata.hpp>
#include <orea/scenario/stressscenariogenerator.hpp>
#include <ored/marketdata/market.hpp>
#include <ored/portfolio/portfolio.hpp>
#include <ored/report/report.hpp>
#include <map>
#include <set>
#include <tuple>

Go to the source code of this file.

Classes
class	StressTest
	Stress Test Analysis. More...

Namespaces
namespace	ore
namespace	ore::analytics

Detailed Description

perform a stress testing analysis for a given portfolio.

Definition in file stresstest.hpp.