shiftscenariogenerator.hpp File Reference

Shift scenario generation. More...

#include <orea/scenario/scenariofactory.hpp>
#include <orea/scenario/scenariogenerator.hpp>
#include <orea/scenario/scenariosimmarket.hpp>
#include <orea/scenario/sensitivityscenariodata.hpp>
#include <ored/marketdata/market.hpp>
#include <tuple>

Classes
class	ShiftScenarioGenerator
	Shift Scenario Generator. More...
class	ShiftScenarioGenerator::ScenarioDescription

Namespaces
	ore
	ore::analytics

Functions
std::ostream &	operator<< (std::ostream &out, const ShiftScenarioGenerator::ScenarioDescription &scenarioDescription)
std::pair< RiskFactorKey, std::string >	deconstructFactor (const std::string &factor)
std::string	reconstructFactor (const RiskFactorKey &key, const std::string &desc)
	Reconstruct the string description from a risk factor key and its index description desc.
QuantLib::ext::shared_ptr< RiskFactorKey >	parseRiskFactorKey (const std::string &str, std::vector< std::string > &addTokens)
	risk factor key parser that takes into account additional tokens occurring in sensitivity risk factor keys
bool	operator< (const ShiftScenarioGenerator::ScenarioDescription &lhs, const ShiftScenarioGenerator::ScenarioDescription &rhs)
bool	operator== (const ShiftScenarioGenerator::ScenarioDescription &lhs, const ShiftScenarioGenerator::ScenarioDescription &rhs)

Detailed Description

Shift scenario generation.