5.108 update_mktdata_objects

Function File: [index_struct curve_struct id_failed_cell] = update_mktdata_objects(mktdata_struct, index_struct, riskfactor_struct, curve_struct)

Update all market data objects with scenario dependent risk factor and curve shocks. Return index struct and curve struct with scenario dependent absolute values.
Calculate reciprocal FX conversion factors for all exchange rate market objects (e.g. FX_USDEUR = 1 ./ FX_USDEUR). During aggregation and instrument currency conversion the appropriate FX exchange rate is always chosen by FX_BasecurrencyForeigncurrency) Volatility surfaces and cube MC and stress shocks are generated in script load_volacubes.m