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Reference manual - version orea_version
cube Directory Reference

Files

file  cube_io.hpp
 load / save cubes and agg scen data from / to disk
 
file  cubecsvreader.hpp
 A Class to read a cube file from csv input.
 
file  cubeinterpretation.hpp
 class describing the layout of an npv cube and aggregation scenario data
 
file  cubewriter.hpp
 A Class to write a cube out to file.
 
file  inmemorycube.hpp
 A cube implementation that stores the cube in memory.
 
file  jaggedcube.hpp
 A cube implementation that stores the cube in memory.
 
file  jointnpvcube.hpp
 join n cubes in terms of stored ids
 
file  jointnpvsensicube.hpp
 join n sensi cubes in terms of stored ids
 
file  npvcube.hpp
 The base NPV cube class.
 
file  npvsensicube.hpp
 An NPV cube for storing NPVs resulting from risk factor shifts.
 
file  sensicube.hpp
 A cube implementation that stores the cube in memory.
 
file  sensitivitycube.hpp
 holds a grid of NPVs for a list of trades under various scenarios
 
file  sparsenpvcube.hpp
 in memory cube, storing only non-zero entries for (id, date, depth)