Files | |
file | aggregationscenariodata.hpp |
this class holds data associated to scenarios | |
file | clonescenariofactory.hpp |
factory class for cloning a cached scenario | |
file | crossassetmodelscenariogenerator.hpp |
Scenario generation using cross asset model paths. | |
file | deltascenario.hpp |
Delta scenario class. | |
file | deltascenariofactory.hpp |
factory class for cloning a cached scenario | |
file | historicalscenariofilereader.hpp |
Class for reading historical scenarios from file. | |
file | historicalscenariogenerator.hpp |
scenario generator that builds from historical shifts | |
file | historicalscenarioloader.hpp |
historical scenario loader | |
file | historicalscenarioreader.hpp |
historical scenario reader | |
file | lgmscenariogenerator.hpp |
Scenario generation using LGM paths. | |
file | scenario.hpp |
Scenario class. | |
file | scenariofactory.hpp |
factory classes for scenarios | |
file | scenariofilter.hpp |
Scenario Filter classes. | |
file | scenariogenerator.hpp |
Scenario generator base classes. | |
file | scenariogeneratorbuilder.hpp |
Build a scenariogenerator. | |
file | scenariogeneratordata.hpp |
Scenario generator configuration. | |
file | scenariogeneratortransform.hpp |
Transformer class used for transform discount factors in the scenario into zero rates. | |
file | scenarioshiftcalculator.hpp |
Class for calculating the shift multiple between two scenarios for a given key. | |
file | scenariosimmarket.hpp |
A Market class that can be updated by Scenarios. | |
file | scenariosimmarketparameters.hpp |
A class to hold Scenario parameters for scenarioSimMarket. | |
file | scenarioutilities.hpp |
Scenario utility functions. | |
file | scenariowriter.hpp |
ScenarioWriter class. | |
file | sensitivityscenariodata.hpp |
A class to hold the parametrisation for building sensitivity scenarios. | |
file | sensitivityscenariogenerator.hpp |
Sensitivity scenario generation. | |
file | shiftscenariogenerator.hpp |
Shift scenario generation. | |
file | simplescenario.hpp |
Simple scenario class. | |
file | simplescenariofactory.hpp |
factory classes for simple scenarios | |
file | stressscenariodata.hpp |
A class to hold the parametrisation for building sensitivity scenarios. | |
file | stressscenariogenerator.hpp |
Stress scenario generation. | |