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Reference manual - version orea_version
Public Attributes | List of all members
NPVCubeWithMetaData Struct Reference

#include <orea/cube/cube_io.hpp>

Public Attributes

QuantLib::ext::shared_ptr< NPVCubecube
 
QuantLib::ext::shared_ptr< ScenarioGeneratorDatascenarioGeneratorData
 
boost::optional< bool > storeFlows
 
boost::optional< Size > storeCreditStateNPVs
 

Detailed Description

We save / load the npv cube data toegther with some meta data that is used to set up the CubeInterpretation. This is to ensure that the cube interpretation is consistent with the cube that we load from disk. The meta data overwrites the config in ore.xml / simulation.xml. All meta data is optional, i.e. if not given in the cube file, the original config will be used.