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Reference manual - version orea_version
scenario Directory Reference

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.