AggregationScenarioData Class Reference

Container for storing simulated market data. More...

#include <orea/scenario/aggregationscenariodata.hpp>

Inheritance diagram for AggregationScenarioData:

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Public Member Functions
	AggregationScenarioData ()
	default ctor More...
	AggregationScenarioData (AggregationScenarioData &)=delete
	Do not allow copying. More...
AggregationScenarioData &	operator= (AggregationScenarioData const &)=delete
virtual	~AggregationScenarioData ()
	dtor More...
virtual Size	dimDates () const =0
	Return the length of each dimension. More...
virtual Size	dimSamples () const =0
virtual bool	has (const AggregationScenarioDataType &type, const string &qualifier="") const =0
	Check whether data is available for the given type. More...
virtual Real	get (Size dateIndex, Size sampleIndex, const AggregationScenarioDataType &type, const string &qualifier="") const =0
	Get a value from the cube. More...
virtual void	set (Size dateIndex, Size sampleIndex, Real value, const AggregationScenarioDataType &type, const string &qualifier="")=0
	Set a value in the cube. More...
virtual std::vector< std::pair< AggregationScenarioDataType, std::string > >	keys () const =0
virtual void	set (Real value, const AggregationScenarioDataType &type, const string &qualifier="")
	Set a value in the cube, assumes normal traversal of the cube (dates then samples) More...
virtual void	next ()
	Go to the next point on the cube. More...

Private Attributes
Size	dIndex_
Size	sIndex_

Detailed Description

Container for storing simulated market data.

The indexes for dates and samples are (by convention) the same as in the npv cube

\ingroup scenario

Definition at line 58 of file aggregationscenariodata.hpp.

Constructor & Destructor Documentation

AggregationScenarioData() [1/2]

AggregationScenarioData

(

)

default ctor

Definition at line 61 of file aggregationscenariodata.hpp.

: dIndex_(0), sIndex_(0) {}

AggregationScenarioData() [2/2]

AggregationScenarioData ( AggregationScenarioData &  )

delete

Do not allow copying.

~AggregationScenarioData()

virtual ~AggregationScenarioData ( )

virtual

dtor

Definition at line 66 of file aggregationscenariodata.hpp.

{}

Member Function Documentation

operator=()

AggregationScenarioData & operator= ( AggregationScenarioData const &  )

delete

dimDates()

virtual Size dimDates ( ) const

pure virtual

Return the length of each dimension.

Implemented in InMemoryAggregationScenarioData.

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dimSamples()

virtual Size dimSamples ( ) const

pure virtual

Implemented in InMemoryAggregationScenarioData.

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has()

virtual bool has ( const AggregationScenarioDataType &  type, const string &  qualifier = ""  ) const

pure virtual

Check whether data is available for the given type.

Implemented in InMemoryAggregationScenarioData.

get()

virtual Real get ( Size  dateIndex, Size  sampleIndex, const AggregationScenarioDataType &  type, const string &  qualifier = ""  ) const

pure virtual

Get a value from the cube.

Implemented in InMemoryAggregationScenarioData.

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set() [1/2]

virtual void set ( Size  dateIndex, Size  sampleIndex, Real  value, const AggregationScenarioDataType &  type, const string &  qualifier = ""  )

pure virtual

Set a value in the cube.

Implemented in InMemoryAggregationScenarioData.

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keys()

virtual std::vector< std::pair< AggregationScenarioDataType, std::string > > keys ( ) const

pure virtual

Implemented in InMemoryAggregationScenarioData.

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set() [2/2]

virtual void set ( Real  value, const AggregationScenarioDataType &  type, const string &  qualifier = ""  )

virtual

Set a value in the cube, assumes normal traversal of the cube (dates then samples)

Definition at line 86 of file aggregationscenariodata.hpp.

                                                                                                        {
        set(dIndex_, sIndex_, value, type, qualifier);
    }

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next()

virtual void next ( )

virtual

Go to the next point on the cube.

Go to the next point on the cube, assumes we do date, then samples

Definition at line 92 of file aggregationscenariodata.hpp.

                        {
        if (++dIndex_ == dimDates()) {
            dIndex_ = 0;
            sIndex_++;
        }
    }

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Member Data Documentation

dIndex_

Size dIndex_

private

Definition at line 100 of file aggregationscenariodata.hpp.

sIndex_

Size sIndex_

private

Definition at line 100 of file aggregationscenariodata.hpp.