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) | |