crossassetmodelscenariogenerator.hpp File Reference

Scenario generation using cross asset model paths. More...

#include <orea/scenario/scenariofactory.hpp>
#include <orea/scenario/scenariogenerator.hpp>
#include <orea/scenario/scenariosimmarket.hpp>
#include <orea/scenario/scenariosimmarketparameters.hpp>
#include <ored/marketdata/market.hpp>
#include <ored/utilities/dategrid.hpp>
#include <qle/methods/multipathgeneratorbase.hpp>
#include <qle/models/cirppimplieddefaulttermstructure.hpp>
#include <qle/models/crossassetmodel.hpp>
#include <qle/models/crossassetmodelimpliedeqvoltermstructure.hpp>
#include <qle/models/crossassetmodelimpliedfxvoltermstructure.hpp>
#include <qle/models/dkimpliedyoyinflationtermstructure.hpp>
#include <qle/models/dkimpliedzeroinflationtermstructure.hpp>
#include <qle/models/jyimpliedyoyinflationtermstructure.hpp>
#include <qle/models/jyimpliedzeroinflationtermstructure.hpp>
#include <qle/models/lgmimplieddefaulttermstructure.hpp>
#include <qle/models/modelimpliedyieldtermstructure.hpp>
#include <qle/models/modelimpliedpricetermstructure.hpp>

Classes
class	CrossAssetModelScenarioGenerator
	Scenario Generator using cross asset model paths. More...

Namespaces
	ore
	ore::analytics

Detailed Description

Scenario generation using cross asset model paths.