OpenSourceRisk · francisduffy · Nov 1, 2025 · Nov 4, 2025 · Nov 4, 2025 · Nov 4, 2025
diff --git a/OREAnalytics/doc/orea.doxy b/OREAnalytics/doc/orea.doxy
@@ -103,7 +103,7 @@ WARN_LOGFILE           =
 #---------------------------------------------------------------------------
 INPUT                  = ./pages \
                          ../orea \
-			 ../test
+                         ../test
 INPUT_ENCODING         = UTF-8
 FILE_PATTERNS          = *.docs \
                          *.hpp \
@@ -157,7 +157,6 @@ HTML_EXTRA_FILES       = images/favicon.png images/logo-analytics@2x.png
 HTML_COLORSTYLE_HUE    = 220
 HTML_COLORSTYLE_SAT    = 100
 HTML_COLORSTYLE_GAMMA  = 80
-HTML_TIMESTAMP         = NO
 HTML_DYNAMIC_SECTIONS  = YES
 HTML_INDEX_NUM_ENTRIES = 100
 GENERATE_DOCSET        = NO
@@ -188,7 +187,6 @@ ENUM_VALUES_PER_LINE   = 4
 TREEVIEW_WIDTH         = 250
 EXT_LINKS_IN_WINDOW    = NO
 FORMULA_FONTSIZE       = 12
-FORMULA_TRANSPARENT    = YES
 USE_MATHJAX            = YES
 MATHJAX_FORMAT         = HTML-CSS
 MATHJAX_RELPATH        = http://cdn.mathjax.org/mathjax/latest
@@ -219,7 +217,6 @@ PDF_HYPERLINKS         = YES
 USE_PDFLATEX           = YES
 LATEX_BATCHMODE        = NO
 LATEX_HIDE_INDICES     = NO
-LATEX_SOURCE_CODE      = NO
 LATEX_BIB_STYLE        = plain
 #---------------------------------------------------------------------------
 # Configuration options related to the RTF output
@@ -230,7 +227,6 @@ COMPACT_RTF            = NO
 RTF_HYPERLINKS         = NO
 RTF_STYLESHEET_FILE    =
 RTF_EXTENSIONS_FILE    =
-RTF_SOURCE_CODE        = NO
 #---------------------------------------------------------------------------
 # Configuration options related to the man page output
 #---------------------------------------------------------------------------
@@ -250,7 +246,6 @@ XML_PROGRAMLISTING     = NO
 #---------------------------------------------------------------------------
 GENERATE_DOCBOOK       = NO
 DOCBOOK_OUTPUT         = docbook
-DOCBOOK_PROGRAMLISTING = NO
 #---------------------------------------------------------------------------
 # Configuration options for the AutoGen Definitions output
 #---------------------------------------------------------------------------
@@ -278,21 +273,18 @@ SKIP_FUNCTION_MACROS   = YES
 # Configuration options related to external references
 #---------------------------------------------------------------------------
 TAGFILES               = ../../QuantExt/doc/quantext.tag=../../../QuantExt/doc/html \
-						 ../../OREData/doc/ored.tag=../../../OREData/doc/html
+                         ../../OREData/doc/ored.tag=../../../OREData/doc/html
 GENERATE_TAGFILE       = orea.tag
 ALLEXTERNALS           = NO
 EXTERNAL_GROUPS        = NO
 EXTERNAL_PAGES         = NO
 #---------------------------------------------------------------------------
 # Configuration options related to the dot tool
 #---------------------------------------------------------------------------
-CLASS_DIAGRAMS         = YES
 DIA_PATH               =
 HIDE_UNDOC_RELATIONS   = NO
 HAVE_DOT               = YES
 DOT_NUM_THREADS        = 0
-DOT_FONTNAME           = Helvetica
-DOT_FONTSIZE           = 10
 DOT_FONTPATH           =
 CLASS_GRAPH            = YES
 COLLABORATION_GRAPH    = NO
@@ -314,9 +306,8 @@ MSCFILE_DIRS           =
 DIAFILE_DIRS           =
 PLANTUML_JAR_PATH      =
 PLANTUML_INCLUDE_PATH  =
-DOT_GRAPH_MAX_NODES    = 20
+DOT_GRAPH_MAX_NODES    = 150
 MAX_DOT_GRAPH_DEPTH    = 2
-DOT_TRANSPARENT        = NO
 DOT_MULTI_TARGETS      = NO
 GENERATE_LEGEND        = YES
 DOT_CLEANUP            = YES
diff --git a/OREAnalytics/doc/pages/groups.docs b/OREAnalytics/doc/pages/groups.docs
@@ -32,3 +32,15 @@
 /*! \defgroup analytics Analytics
     Grouping of all analytic related classes, functions and files
 */
+
+/*! \defgroup app Application
+    Grouping of all top level application related classes, functions and files
+*/
+
+/*! \defgroup engine Engines
+    Grouping of all analytics engine related classes, functions and files
+*/
+
+/*! \defgroup tests Tests
+    Grouping of all test suite related classes, functions and files
+*/
diff --git a/OREAnalytics/orea/aggregation/creditmigrationhelper.hpp b/OREAnalytics/orea/aggregation/creditmigrationhelper.hpp
@@ -18,7 +18,7 @@
 
 /*! \file aggregation/creditmigrationhelper.hpp
     \brief Credit migration helper class
-    \ingroup engine
+    \ingroup analytics
 */
 
 #pragma once

diff --git a/OREAnalytics/orea/aggregation/creditsimulationparameters.hpp b/OREAnalytics/orea/aggregation/creditsimulationparameters.hpp
@@ -18,7 +18,7 @@
 
 /*! \file aggregation/creditsimulationparameters.hpp
     \brief Credit simulation parameter class
-    \ingroup engine
+    \ingroup analytics
 */
 
 #pragma once

diff --git a/OREAnalytics/orea/aggregation/dimcalculator.hpp b/OREAnalytics/orea/aggregation/dimcalculator.hpp
@@ -69,7 +69,8 @@ class DynamicInitialMarginCalculator {
         Size horizonCalendarDays = 14,
         //! Actual t0 IM by netting set used to scale the DIM evolution, no scaling if the argument is omitted
         const std::map<std::string, Real>& currentIM = std::map<std::string, Real>(),
-	Size dimCubeDepth = 1);
+        //! Depth of the DIM cube, default is 1
+        Size dimCubeDepth = 1);
 
     virtual ~DynamicInitialMarginCalculator() {}
 

diff --git a/OREAnalytics/orea/aggregation/dimhelper.hpp b/OREAnalytics/orea/aggregation/dimhelper.hpp
@@ -16,10 +16,9 @@
  FITNESS FOR A PARTICULAR PURPOSE. See the license for more details.
 */
 
-/*! \file orea/dim/dimhelper.hpp
+/*! \file orea/aggregation/dimhelper.hpp
     \brief Dynamic initial margin helper
-
-    \ingroup dim
+    \ingroup analytics
 */
 
 #pragma once

diff --git a/OREAnalytics/orea/aggregation/dynamicsimmcalculator.hpp b/OREAnalytics/orea/aggregation/dynamicsimmcalculator.hpp
@@ -52,8 +52,10 @@ class DynamicSimmCalculator : public ore::analytics::DynamicInitialMarginCalcula
         QuantLib::Real quantile = 0.99,
         //! VaR holding period in calendar days
         QuantLib::Size horizonCalendarDays = 14,
-	const std::map<std::string, Real>& currentIM = std::map<std::string, Real>(),
-	const Size& simmCubeDepth = 4);
+        //! Actual t0 IM by netting set used to scale the DIM evolution, no scaling if the argument is omitted
+        const std::map<std::string, Real>& currentIM = std::map<std::string, Real>(),
+        //! SIMM cube depth, default 4
+        const Size& simmCubeDepth = 4);
 
     const std::map<std::string, QuantLib::Real>& unscaledCurrentDIM() const override;
     void build() override;

diff --git a/OREAnalytics/orea/aggregation/exposurecalculator.hpp b/OREAnalytics/orea/aggregation/exposurecalculator.hpp
@@ -69,7 +69,9 @@ class ExposureCalculator {
         //! Flag to indicate exposure evaluation with dynamic credit
         const bool multiPath,
         //! Flag to indicate flipped xva calculation
-        const bool flipViewXVA, const bool exposureProfilesUseCloseOutValues_ = false,
+        const bool flipViewXVA,
+        //! Use close-out values for exposure profiles
+        const bool exposureProfilesUseCloseOutValues = false,
         //! Continue with the calculation if possible when there is an error
         bool continueOnError = false,
         //! use double precision cube

diff --git a/OREAnalytics/orea/aggregation/postprocess.hpp b/OREAnalytics/orea/aggregation/postprocess.hpp
@@ -59,7 +59,7 @@ using namespace data;
   - Basel Effective Expected Exposure, EEE_B: max( EEE_B(t-1), EE_B(t))
   - Basel Effective Expected Positive Exposure, EEPE_B
   - Potential Future Exposure, PFE: q-Quantile of the distribution of
-  - Time-Weighted Exposure (only on netting set level): 1 / T SUM_i=0^T EPE(t) \DELTA(t)
+  - Time-Weighted Exposure (only on netting set level): 1 / T SUM_i=0^T EPE(t) DELTA(t)
 
   2) Dynamic Initial Margin via regression
 

diff --git a/OREAnalytics/orea/aggregation/simmhelper.hpp b/OREAnalytics/orea/aggregation/simmhelper.hpp
@@ -18,8 +18,7 @@
 
 /*! \file orea/aggregation/simmhelper.hpp
     \brief Dynamic initial margin helper returning Simple SIMM
-
-    \ingroup dim
+    \ingroup analytics
 */
 
 #pragma once

diff --git a/OREAnalytics/orea/app/analytics/analyticfactory.hpp b/OREAnalytics/orea/app/analytics/analyticfactory.hpp
@@ -16,7 +16,7 @@
  FITNESS FOR A PARTICULAR PURPOSE. See the license for more details.
 */
 
-/*! \file orea/app/analytics/analyticsfactory.hpp
+/*! \file orea/app/analytics/analyticfactory.hpp
     \brief Analytics Factory
     \ingroup analytics
 */

diff --git a/OREAnalytics/orea/app/analytics/bacvaanalytic.hpp b/OREAnalytics/orea/app/analytics/bacvaanalytic.hpp
@@ -16,7 +16,7 @@
  FITNESS FOR A PARTICULAR PURPOSE. See the license for more details.
 */
 
-/*! \file oreap/app/analytics/bacvaanalytic.hpp
+/*! \file orea/app/analytics/bacvaanalytic.hpp
     \brief ORE BACVA Analytic
 */
 #pragma once

diff --git a/OREAnalytics/orea/app/analytics/pnlexplainanalytic.hpp b/OREAnalytics/orea/app/analytics/pnlexplainanalytic.hpp
@@ -16,8 +16,8 @@
  FITNESS FOR A PARTICULAR PURPOSE. See the license for more details.
 */
 
-/*! \file orea/app/pnlexplainanalytic.hpp
-    \brief ORE Analytics Manager
+/*! \file orea/app/analytics/pnlexplainanalytic.hpp
+    \brief ORE P&L Explain Analytic
 */
 
 #pragma once

diff --git a/OREAnalytics/orea/app/analytics/portfoliodetailsanalytic.hpp b/OREAnalytics/orea/app/analytics/portfoliodetailsanalytic.hpp
@@ -16,7 +16,7 @@
  FITNESS FOR A PARTICULAR PURPOSE. See the license for more details.
 */
 
-/*! \file orea/app/portfoliodetailsanalytic.hpp
+/*! \file orea/app/analytics/portfoliodetailsanalytic.hpp
     \brief Pricing Analytic
 */
 

diff --git a/OREAnalytics/orea/app/analytics/pricinganalytic.hpp b/OREAnalytics/orea/app/analytics/pricinganalytic.hpp
@@ -16,7 +16,7 @@
  FITNESS FOR A PARTICULAR PURPOSE. See the license for more details.
 */
 
-/*! \file orea/app/pricinganalytic.hpp
+/*! \file orea/app/analytics/pricinganalytic.hpp
     \brief Pricing Analytic
 */
 

diff --git a/OREAnalytics/orea/app/analytics/scenariogenerationanalytic.hpp b/OREAnalytics/orea/app/analytics/scenariogenerationanalytic.hpp
@@ -16,8 +16,8 @@
  FITNESS FOR A PARTICULAR PURPOSE. See the license for more details.
 */
 
-/*! \file orea/app/analytics/scenariogeneratorsanalytic.hpp
-    \brief ORE Scenario Generator Analytics
+/*! \file orea/app/analytics/scenariogenerationanalytic.hpp
+    \brief ORE Scenario Generation Analytics
 */
 
 #pragma once

diff --git a/OREAnalytics/orea/cube/sensitivitycube.hpp b/OREAnalytics/orea/cube/sensitivitycube.hpp
@@ -18,7 +18,7 @@
 
 /*! \file orea/cube/sensitivitycube.hpp
     \brief holds a grid of NPVs for a list of trades under various scenarios
-    \ingroup Cube
+    \ingroup cube
 */
 
 #pragma once

diff --git a/OREAnalytics/orea/engine/saccrcalculator.hpp b/OREAnalytics/orea/engine/saccrcalculator.hpp
@@ -3,7 +3,7 @@
   All rights reserved.
 */
 
-/*! \file orea/engine/saccr.hpp
+/*! \file orea/engine/saccrcalculator.hpp
     \brief Class for holding SA-CCR trade data
 */
 

diff --git a/OREAnalytics/orea/engine/saccrcrifgenerator.hpp b/OREAnalytics/orea/engine/saccrcrifgenerator.hpp
@@ -3,7 +3,7 @@
   All rights reserved.
 */
 
-/*! \file orepcapital/orea/saccrcrifgenerator.hpp
+/*! \file orea/engine/saccrcrifgenerator.hpp
     \brief Class that generates a SA-CCR CRIF report
  */
 

diff --git a/OREAnalytics/orea/engine/saccrtradedata.hpp b/OREAnalytics/orea/engine/saccrtradedata.hpp
@@ -3,7 +3,7 @@
  All rights reserved.
 */
 
-/*! \file orepcapital/orea/engine/saccrtradedata.hpp
+/*! \file orea/engine/saccrtradedata.hpp
     \brief Class for holding SA-CCR trade data
 */
 

diff --git a/OREAnalytics/orea/engine/simpledynamicsimm.hpp b/OREAnalytics/orea/engine/simpledynamicsimm.hpp
@@ -16,7 +16,7 @@
  FITNESS FOR A PARTICULAR PURPOSE. See the license for more details.
 */
 
-/*! \file orea/engine/simpleim.hpp
+/*! \file orea/engine/simpledynamicsimm.hpp
     \brief simple im model for dynamic im calculations
 */
 

diff --git a/OREAnalytics/orea/scenario/scenarioloader.hpp b/OREAnalytics/orea/scenario/scenarioloader.hpp
@@ -16,8 +16,8 @@
  FITNESS FOR A PARTICULAR PURPOSE. See the license for more details.
 */
 
-/*! \file orea/scenario/historicalscenarioloader.hpp
-    \brief historical scenario loader
+/*! \file orea/scenario/scenarioloader.hpp
+    \brief scenario loader
     \ingroup scenario
 */
 

diff --git a/OREAnalytics/orea/simm/crifmarket.hpp b/OREAnalytics/orea/simm/crifmarket.hpp
@@ -16,7 +16,7 @@
  FITNESS FOR A PARTICULAR PURPOSE. See the license for more details.
 */
 
-/*! \file orepsimm/orea/crifmarket.hpp
+/*! \file orea/simm/crifmarket.hpp
     \brief Market used when generating CRIF file
 */
 

diff --git a/OREAnalytics/orea/simm/portfoliomodifier.hpp b/OREAnalytics/orea/simm/portfoliomodifier.hpp
@@ -32,7 +32,7 @@ namespace ore {
 namespace analytics {
 
 /*! Modify the \p portfolio by applying the various SIMM exemptions outlined in the
-    document <em>SIMM Cross-Currency Swap Treatment, February 27, 2017<\em>
+    document <em>SIMM Cross-Currency Swap Treatment, February 27, 2017</em>
     Returns a pair of sets (s1,s2), where s1 contains the trade ids that were removed
     and s2 conatins the trade ids that were modified.
 */

diff --git a/OREData/doc/ored.doxy b/OREData/doc/ored.doxy
@@ -63,7 +63,7 @@ HIDE_FRIEND_COMPOUNDS  = NO
 HIDE_IN_BODY_DOCS      = YES
 INTERNAL_DOCS          = NO
 CASE_SENSE_NAMES       = NO
-HIDE_SCOPE_NAMES       = YES
+HIDE_SCOPE_NAMES       = NO
 HIDE_COMPOUND_REFERENCE= NO
 SHOW_INCLUDE_FILES     = YES
 SHOW_GROUPED_MEMB_INC  = NO
@@ -155,7 +155,6 @@ HTML_EXTRA_FILES       = images/favicon.png images/logo-data@2x.png
 HTML_COLORSTYLE_HUE    = 220
 HTML_COLORSTYLE_SAT    = 100
 HTML_COLORSTYLE_GAMMA  = 80
-HTML_TIMESTAMP         = NO
 HTML_DYNAMIC_SECTIONS  = YES
 HTML_INDEX_NUM_ENTRIES = 100
 GENERATE_DOCSET        = NO
@@ -186,7 +185,6 @@ ENUM_VALUES_PER_LINE   = 4
 TREEVIEW_WIDTH         = 250
 EXT_LINKS_IN_WINDOW    = NO
 FORMULA_FONTSIZE       = 12
-FORMULA_TRANSPARENT    = YES
 USE_MATHJAX            = YES
 MATHJAX_FORMAT         = HTML-CSS
 MATHJAX_RELPATH        = http://cdn.mathjax.org/mathjax/latest
@@ -217,7 +215,6 @@ PDF_HYPERLINKS         = YES
 USE_PDFLATEX           = YES
 LATEX_BATCHMODE        = NO
 LATEX_HIDE_INDICES     = NO
-LATEX_SOURCE_CODE      = NO
 LATEX_BIB_STYLE        = plain
 #---------------------------------------------------------------------------
 # Configuration options related to the RTF output
@@ -228,7 +225,6 @@ COMPACT_RTF            = NO
 RTF_HYPERLINKS         = NO
 RTF_STYLESHEET_FILE    =
 RTF_EXTENSIONS_FILE    =
-RTF_SOURCE_CODE        = NO
 #---------------------------------------------------------------------------
 # Configuration options related to the man page output
 #---------------------------------------------------------------------------
@@ -248,7 +244,6 @@ XML_PROGRAMLISTING     = NO
 #---------------------------------------------------------------------------
 GENERATE_DOCBOOK       = NO
 DOCBOOK_OUTPUT         = docbook
-DOCBOOK_PROGRAMLISTING = NO
 #---------------------------------------------------------------------------
 # Configuration options for the AutoGen Definitions output
 #---------------------------------------------------------------------------
@@ -283,13 +278,10 @@ EXTERNAL_PAGES         = NO
 #---------------------------------------------------------------------------
 # Configuration options related to the dot tool
 #---------------------------------------------------------------------------
-CLASS_DIAGRAMS         = YES
 DIA_PATH               =
 HIDE_UNDOC_RELATIONS   = NO
 HAVE_DOT               = YES
 DOT_NUM_THREADS        = 0
-DOT_FONTNAME           = Helvetica
-DOT_FONTSIZE           = 10
 DOT_FONTPATH           =
 CLASS_GRAPH            = YES
 COLLABORATION_GRAPH    = NO
@@ -311,9 +303,8 @@ MSCFILE_DIRS           =
 DIAFILE_DIRS           =
 PLANTUML_JAR_PATH      =
 PLANTUML_INCLUDE_PATH  =
-DOT_GRAPH_MAX_NODES    = 80
+DOT_GRAPH_MAX_NODES    = 150
 MAX_DOT_GRAPH_DEPTH    = 2
-DOT_TRANSPARENT        = NO
 DOT_MULTI_TARGETS      = NO
 GENERATE_LEGEND        = YES
 DOT_CLEANUP            = YES
diff --git a/OREData/ored/configuration/conventions.hpp b/OREData/ored/configuration/conventions.hpp
@@ -110,7 +110,7 @@ std::ostream& operator<<(std::ostream& out, Convention::Type type);
 
 //! Repository for currency dependent market conventions
 /*!
-  \ingroup market
+  \ingroup configuration
 */
 class Conventions : public XMLSerializable {
 public: