valuationcalculator.hpp File Reference

The counterparty cube calculator interface. More...

#include <orea/cube/npvcube.hpp>
#include <orea/simulation/simmarket.hpp>
#include <ored/portfolio/trade.hpp>
#include <ored/utilities/dategrid.hpp>

Go to the source code of this file.

Classes
class	ValuationCalculator
	ValuationCalculator interface. More...
class	NPVCalculator
	NPVCalculator. More...
class	CashflowCalculator
	CashflowCalculator. More...
class	NPVCalculatorFXT0
	NPVCalculatorFXT0. More...

Namespaces
namespace	ore
namespace	ore::analytics

Detailed Description

The counterparty cube calculator interface.

The cube valuation calculator interface.

Definition in file valuationcalculator.hpp.