parstressconverter.hpp File Reference

Convert all par shifts in a stress test to a zero shifts. More...

#include <orea/engine/parsensitivityanalysis.hpp>
#include <orea/scenario/scenario.hpp>
#include <orea/scenario/scenariosimmarket.hpp>
#include <orea/scenario/scenariosimmarketparameters.hpp>
#include <orea/scenario/sensitivityscenariodata.hpp>
#include <orea/scenario/stressscenariodata.hpp>
#include <ored/configuration/curveconfigurations.hpp>
#include <ored/configuration/iborfallbackconfig.hpp>
#include <ored/marketdata/market.hpp>
#include <ored/marketdata/todaysmarketparameters.hpp>

Classes
class	ParStressTestConverter

Namespaces
	ore
	ore::analytics

Detailed Description

Convert all par shifts in a stress test to a zero shifts.