ZeroToParShiftConverter Class Reference

Public Member Functions
	ZeroToParShiftConverter (const QuantLib::Date &asof, const QuantLib::ext::shared_ptr< ore::analytics::ScenarioSimMarketParameters > &simMarketParams, const ore::analytics::SensitivityScenarioData &sensitivityData, const std::set< ore::analytics::RiskFactorKey::KeyType > &typesDisabled, const std::set< ore::analytics::RiskFactorKey::KeyType > &parTypes, const std::set< ore::analytics::RiskFactorKey > &relevantRiskFactors, const bool continueOnError, const std::string &marketConfiguration, const QuantLib::ext::shared_ptr< ScenarioSimMarket > &simMarket)
	ZeroToParShiftConverter (const ParSensitivityInstrumentBuilder::Instruments &instruments_, const QuantLib::ext::shared_ptr< ScenarioSimMarket > &simMarket)
std::unordered_map< RiskFactorKey, double >	parShifts (QuantLib::ext::shared_ptr< Scenario > scenario) const