xvacalculator.hpp File Reference

CVA calculator base class. More...

#include <orea/aggregation/dimcalculator.hpp>
#include <ored/portfolio/portfolio.hpp>
#include <ored/report/report.hpp>
#include <ql/time/date.hpp>
#include <ql/shared_ptr.hpp>

Go to the source code of this file.

Classes
class	ValueAdjustmentCalculator
	XVA Calculator base class. More...

Namespaces
namespace	ore
namespace	ore::analytics

Detailed Description

CVA calculator base class.

Definition in file xvacalculator.hpp.