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