Namespace List

Here is a list of all documented namespaces with brief descriptions:

[detail level 12345]

▼Nore
►Nanalytics
►Ndetail
CIndexComparator
►CCollateralAccount	Collateral Account
CMarginCall	Margin Call
CCollateralExposureHelper	Collateral Exposure Helper
CCreditMigrationCalculator	Credit Migration Calculator
CCreditMigrationHelper
CCreditSimulationParameters	Credit simulation description
CCVASpreadSensitivityCalculator	CVA Spread Sensitivity Calculator
CDynamicInitialMarginCalculator	Dynamic Initial Margin Calculator base class
CFlatDynamicInitialMarginCalculator	Dynamic Initial Margin Calculator using flat extrapolation of t0 IM
CRegressionDynamicInitialMarginCalculator	Dynamic Initial Margin Calculator using polynomial regression
CDynamicCreditXvaCalculator	XVA Calculator base with dynamic credit
CExposureAllocator	Exposure allocator base class
CRelativeFairValueNetExposureAllocator
CRelativeFairValueGrossExposureAllocator
CRelativeXvaExposureAllocator
CNoneExposureAllocator
CExposureCalculator	XVA Calculator base class
CNettedExposureCalculator	XVA Calculator base class
CPostProcess	Exposure Aggregation and XVA Calculation
CStaticCreditXvaCalculator	XVA Calculator base with static credit
CValueAdjustmentCalculator	XVA Calculator base class
►CAnalytic
CConfigurations
CImpl
CMarketDataAnalyticImpl
CMarketDataAnalytic
CAbstractAnalyticBuilder	TradeBuilder base class
CAnalyticBuilder	Template AnalyticBuilder class
CAnalyticFactory	AnalyticFactory
CIMScheduleAnalyticImpl
CIMScheduleAnalytic
CParConversionAnalyticImpl
CParConversionAnalytic
CParStressConversionAnalyticImpl
CParStressConversionAnalytic
CPnlAnalyticImpl
CPnlAnalytic
CPnlExplainAnalyticImpl
CPnlExplainAnalytic
CPricingAnalyticImpl
CPricingAnalytic
CScenarioAnalyticImpl
CScenarioAnalytic
CScenarioStatisticsAnalyticImpl
CScenarioStatisticsAnalytic
CSimmAnalyticImpl
CSimmAnalytic
CStressTestAnalyticImpl
CStressTestAnalytic
CVarAnalyticImpl
CVarAnalytic
CParametricVarAnalyticImpl
CParametricVarAnalytic
CHistoricalSimulationVarAnalyticImpl
CHistoricalSimulationVarAnalytic
CXvaAnalyticImpl
CXvaAnalytic
CXvaSensitivityAnalyticImpl
CXvaSensitivityAnalytic
CXvaStressAnalyticImpl
CXvaStressAnalytic
CZeroToParShiftAnalyticImpl
CZeroToParShiftAnalytic
CAnalyticsManager
CCleanUpThreadLocalSingletons
CCleanUpThreadGlobalSingletons
CCleanUpLogSingleton
CInputParameters	Base class for input data, also exposed via SWIG
COutputParameters	Traditional ORE input via ore.xml and various files, output into files
►CMarketCalibrationReportBase
CCalibrationFilters
CMarketCalibrationReport
CMarketDataCsvLoaderImpl
CMarketDataCsvLoader
CMarketDataInMemoryLoaderImpl
CMarketDataInMemoryLoader
CStructuredFixingWarningMessage	Utility class for Structured Fixing warnings
CMarketDataLoaderImpl
CMarketDataLoader
COREApp	Orchestrates the processes covered by ORE, data loading, analytics and reporting
COREAppInputParameters
CParameters	Provides the input data and references to input files used in OREApp
CReportWriter	Write ORE outputs to reports
CSensitivityRunner
CStructuredAnalyticsErrorMessage
CStructuredAnalyticsWarningMessage
CXvaRunner
►CZeroSensitivityLoader
CZeroSensitivity
CNPVCubeWithMetaData
CCubeCsvReader	Read an NPV cube from a human readable text file
CCubeInterpretation	Allow for interpretation of how data is stored within cube and AggregationScenarioData
CCubeWriter	Write an NPV cube to a human readable text file
CInMemoryCubeBase	InMemoryCube stores the cube in memory using nested STL vectors
CInMemoryCube1	InMemoryCube of fixed depth 1
CInMemoryCubeN	InMemoryCube of variable depth
CTradeBlock
CDepthCalculator
CConstantDepthCalculator
CJaggedCube	JaggedCube stores the cube in memory using a vector of trade specific blocks
CJointNPVCube
CJointNPVSensiCube
CNPVCube	NPV Cube class stores both future and current NPV values
CNPVSensiCube	NPVSensiCube class stores NPVs resulting from risk factor shifts on an as of date
CSensiCube	SensiCube stores only npvs not equal to the base npvs
►CSensitivityCube	SensitivityCube is a wrapper for an npvCube that gives easier access to the underlying cube elements
CFactorData
CSparseNpvCube
CAMCValuationEngine	AMC Valuation Engine
CBufferedSensitivityStream
CCounterpartyCalculator	CounterpartyCalculator interface
CSurvivalProbabilityCalculator	SurvivalProbabilityCalculator
CDecomposedSensitivityStream	Class that wraps a sensitivity stream and decompose default, equity and commodity risk records given weights
CFilteredSensitivityStream	Class that wraps a sensitivity stream and filters out negligible records
CHistoricalPnlGenerator
CPNLCalculator
CCovarianceCalculator
CHistoricalSensiPnlCalculator
CHistoricalSimulationVarCalculator
CHistoricalSimulationVarReport	HistoricalSimulation VaR Calculator
►CMarketRiskBacktest
CBacktestArgs
CBacktestReports
CData	Used to pass information
CSummaryResults	Used to store results for writing rows in the summary report
CVarBenchmark
CBacktestPNLCalculator
CMarketRiskGroupBase
CMarketRiskGroupBaseContainer
CTradeGroupBase
CTradeGroupBaseContainer
CMarketRiskGroup
►CMarketRiskGroupContainer
CCompRisk	Used to order pairs [Risk class, Risk Type]
CTradeGroup
CTradeGroupContainer
►CMarketRiskReport
CFullRevalArgs
CMultiThreadArgs
CReports
CSensiRunArgs
CMPORCalculator	MPORCalculator
CMultiStateNPVCalculator	MultiStateNPVCalculator
CMultiThreadedValuationEngine
CNpvRecord
CObservationMode	The Global Observation setting
►CParametricVarCalculator
CParametricVarParams	A container for holding the parametric VAR parameters
CParametricVarReport	Parametric VaR Calculator
CParSensitivityAnalysis	Par Sensitivity Analysis
CParSensitivityConverter	ParSensitivityConverter class
CParSensitivityCubeStream
►CParSensitivityInstrumentBuilder
CInstruments
CParStressTestConverter
CParStressScenarioConverter	Convert all par shifts in a single stress test scenario to zero shifts
►CPnlExplainReport
CPnlExplainResults
CMarketRiskConfiguration
CRiskFilter	Risk Filter
CSensitivityAggregator
CSensitivityAnalysis	Sensitivity Analysis
CSensitivityCubeStream
CSensitivityInputStream	Class for streaming SensitivityRecords from csv file
CSensitivityFileStream
CSensitivityBufferStream
CSensitivityInMemoryStream	Class for streaming SensitivityRecords from csv file
CSensitivityRecord
CSensitivityReportStream	Class for streaming SensitivityRecords from csv file
CSensitivityStream	Base Class for streaming SensitivityRecords
CStressTest	Stress Test Analysis
CValuationCalculator	ValuationCalculator interface
CNPVCalculator	NPVCalculator
CCashflowCalculator	CashflowCalculator
CNPVCalculatorFXT0	NPVCalculatorFXT0
CValuationEngine	Valuation Engine
CVarCalculator	VaR Calculator
CVarReport
CXvaEngineCG
CZeroToParCube	ZeroToParCube class
CZeroToParShiftConverter
CAggregationScenarioData	Container for storing simulated market data
CInMemoryAggregationScenarioData	A concrete in memory implementation of AggregationScenarioData
CClonedScenarioGenerator
CCloneScenarioFactory	Factory class for cloning scenario objects
CCrossAssetModelScenarioGenerator	Scenario Generator using cross asset model paths
CCSVScenarioGenerator	Class for generating scenarios from a csv file assumed to be in a format compatible with ScenarioWriter
CDeltaScenario	Delta Scenario class
CDeltaScenarioFactory	Factory class for cloning scenario objects
CHistoricalScenarioFileReader	Class for reading historical scenarios from a csv file
CReturnConfiguration	Return type for historical scenario generation (absolute, relative, log)
►CHistoricalScenarioGenerator	Historical Scenario Generator
CHistoricalScenarioCalculationDetails
CHistoricalScenarioGeneratorRandom	Historical scenario generator generating random scenarios, for testing purposes
CHistoricalScenarioGeneratorTransform	Historical scenario generator transform
CHistoricalScenarioGeneratorWithFilteredDates
CHistoricalScenarioLoader	Class for loading historical scenarios
CHistoricalScenarioReader	Base Class for reading historical scenarios
CLgmScenarioGenerator	Scenario Generator using LGM model paths
CRiskFactorKey	Data types stored in the scenario class
CScenario	Scenario Base Class
CScenarioFactory	Scenario factory base class
CRiskFactorTypeScenarioFilter	Filter that will only allow specified RiskFactorKey::KeyTypes
CRiskFactorScenarioFilter	Filter that will only allow specified keys
CCompositeScenarioFilter	Filter for combining the above
CScenarioGenerator	Scenario generator base class
CScenarioPathGenerator	Scenario generator that generates an entire path
CStaticScenarioGenerator
CScenarioGeneratorBuilder	Build a ScenarioGenerator
CScenarioGeneratorData	Scenario Generator description
CScenarioGeneratorTransform
CScenarioShiftCalculator
CScenarioFilter	A scenario filter can exclude certain key from updating the scenario
CScenarioSimMarket	Simulation Market updated with discrete scenarios
CScenarioSimMarketParameters	ScenarioSimMarket description
CScenarioWriter	Class for writing scenarios to file
►CSensitivityScenarioData	Description of sensitivity shift scenarios
CBaseCorrelationShiftData
CCapFloorVolShiftData
CCapFloorVolShiftParData
CCdsVolShiftData
CCurveShiftData
CCurveShiftParData
CGenericYieldVolShiftData
CShiftData
CVolShiftData
CSensitivityScenarioGenerator	Sensitivity Scenario Generator
►CShiftScenarioGenerator	Shift Scenario Generator
CScenarioDescription
►CSimpleScenario
CSharedData
CSimpleScenarioFactory	Factory class for building simple scenario objects
►CStressTestScenarioData	Description of sensitivity shift scenarios
CCapFloorVolShiftData
CCurveShiftData
CSpotShiftData
CStressTestData
CSwaptionVolShiftData
CVolShiftData
CStressScenarioGenerator	Stress Scenario Generator
CcrifRecordIsSimmParameter
CCrif
CCrifConfiguration
CCrifLoader
CStringStreamCrifLoader
CCsvFileCrifLoader
CCsvBufferCrifLoader
CCrifRecord
►CIMScheduleCalculator
CIMScheduleTradeData
CIMScheduleResult
CIMScheduleResults
CSimmBasicNameMapper
►CSimmBucketMapper
CFailedMapping
CBucketMapping
CSimmBucketMapperBase
CSimmCalculator	A class to calculate SIMM given a set of aggregated CRIF results for one or more portfolios
►CSimmCalibration
CAmount
►CRiskClassData
CConcentrationThresholds
CCorrelations
CCreditQCorrelations
CCreditQRiskWeights
CFXCorrelations
CFXRiskWeights
CIRCorrelations
CIRFXConcentrationThresholds
CIRRiskWeights
CRiskWeights
CSimmCalibrationData
CSimmConcentration
CSimmConcentrationBase
CSimmConcentrationCalibration	Class giving the ISDA SIMM concentration thresholds as defined by a SIMM calibration
CSimmConcentration_ISDA_V1_3
CSimmConcentration_ISDA_V1_3_38	Class giving the SIMM concentration thresholds for v1.3.38
CSimmConcentration_ISDA_V2_0
CSimmConcentration_ISDA_V2_1
CSimmConcentration_ISDA_V2_2
CSimmConcentration_ISDA_V2_3
CSimmConcentration_ISDA_V2_3_8
CSimmConcentration_ISDA_V2_5
CSimmConcentration_ISDA_V2_5A
CSimmConcentration_ISDA_V2_6
CSimmConfiguration	Abstract base class defining the interface for a SIMM configuration
CSimmConfigurationBase
CSimmConfigurationCalibration
CSimmConfiguration_ISDA_V1_0
CSimmConfiguration_ISDA_V1_3
CSimmConfiguration_ISDA_V1_3_38	Class giving the SIMM configuration for v1.3.38
CSimmConfiguration_ISDA_V2_0
CSimmConfiguration_ISDA_V2_1
CSimmConfiguration_ISDA_V2_2
CSimmConfiguration_ISDA_V2_3
CSimmConfiguration_ISDA_V2_3_8
CSimmConfiguration_ISDA_V2_5
CSimmConfiguration_ISDA_V2_5A
CSimmConfiguration_ISDA_V2_6
CSimmNameMapper
CSimmResults
CFixingManager	Pseudo Fixings Manager
CSimMarket	Simulation Market
Ndata
►Ntest
COreaTopLevelFixture	OREAnalytics Top level fixture
▼Nstd	STL namespace
Chash< ore::analytics::RiskFactorKey >
▼Ntestsuite
CParSensitivityAnalysisTest	Sensitivity analysis tests
CParSensitivityAnalysisManualTest	Par sensitivity analysis comparison against manual bump
CSensitivityPerformancePlusTest	Sensitivity Performance tests
CTestMarket	Simple flat market setup to be used in the test suite
CTestMarketParCurves
CTestConfigurationObjects	Static class to allow for easy construction of configuration objects for use within tests