xvarunner.hpp File Reference

A class to run the xva analysis. More...

#include <orea/app/inputparameters.hpp>
#include <orea/aggregation/postprocess.hpp>
#include <orea/engine/valuationcalculator.hpp>
#include <orea/scenario/scenariogeneratordata.hpp>
#include <orea/scenario/scenariosimmarketparameters.hpp>
#include <ored/configuration/curveconfigurations.hpp>
#include <ored/model/crossassetmodeldata.hpp>
#include <orea/engine/valuationengine.hpp>
#include <boost/optional.hpp>

Go to the source code of this file.

Classes
class	XvaRunner

Namespaces
namespace	ore
namespace	ore::analytics

Detailed Description

A class to run the xva analysis.

Definition in file xvarunner.hpp.