bufferedsensitivitystream.hpp

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/*
 Copyright (C) 2022 Quaternion Risk Management Ltd
 All rights reserved.
 
 This file is part of ORE, a free-software/open-source library
 for transparent pricing and risk analysis - http://opensourcerisk.org
 
 ORE is free software: you can redistribute it and/or modify it
 under the terms of the Modified BSD License.  You should have received a
 copy of the license along with this program.
 The license is also available online at <http://opensourcerisk.org>
 
 This program is distributed on the basis that it will form a useful
 contribution to risk analytics and model standardisation, but WITHOUT
 ANY WARRANTY; without even the implied warranty of MERCHANTABILITY or
 FITNESS FOR A PARTICULAR PURPOSE. See the license for more details.
*/
 
/*! \file orea/engine/bufferedsensitivitystream.hpp
    \brief a wrapper to buffer sensi stream records
 */
 
#pragma once
 
#include <orea/engine/sensitivitystream.hpp>
 
namespace ore {
namespace analytics {
 
class BufferedSensitivityStream : public SensitivityStream {
public:
    explicit BufferedSensitivityStream(const QuantLib::ext::shared_ptr<SensitivityStream>& stream);
    SensitivityRecord next() override;
    void reset() override;
 
private:
    QuantLib::ext::shared_ptr<SensitivityStream> stream_;
    std::vector<SensitivityRecord> buffer_;
    QuantLib::Size index_ = QuantLib::Null<QuantLib::Size>();
};
 
} // namespace analytics
} // namespace ore