Factory class for cloning scenario objects. More...

#include <orea/scenario/clonescenariofactory.hpp>

Inheritance diagram for CloneScenarioFactory:

Collaboration diagram for CloneScenarioFactory:

Public Member Functions
	CloneScenarioFactory (const QuantLib::ext::shared_ptr< Scenario > &baseScenario)
	Constructor. More...

const QuantLib::ext::shared_ptr< Scenario >	buildScenario (Date asof, bool isAbsolute, const std::string &label="", Real numeraire=0.0) const override
	returns a new scenario, using the base scenario as a starting point More...

Public Member Functions inherited from ScenarioFactory
virtual	~ScenarioFactory ()
	Default destructor. More...

virtual const QuantLib::ext::shared_ptr< Scenario >	buildScenario (Date asof, bool isAbsolute, const std::string &label="", Real numeraire=0.0) const =0
	Build a scenario instance without filling it. More...

Private Attributes
QuantLib::ext::shared_ptr< Scenario >	baseScenario_

Detailed Description

Factory class for cloning scenario objects.

Definition at line 34 of file clonescenariofactory.hpp.

Constructor & Destructor Documentation

◆ CloneScenarioFactory()

CloneScenarioFactory ( const QuantLib::ext::shared_ptr< Scenario > & baseScenario )

Constructor.

Definition at line 26 of file clonescenariofactory.cpp.

    : baseScenario_(baseScenario) {
    QL_REQUIRE(baseScenario_ != NULL, "base scenario pointer must not be NULL");
}

Member Function Documentation

◆ buildScenario()

const QuantLib::ext::shared_ptr< Scenario > buildScenario	(	Date	asof,
		bool	isAbsolute,
		const std::string &	label = `""`,
		Real	numeraire = `0.0`
	)		const

overridevirtual

returns a new scenario, using the base scenario as a starting point

Implements ScenarioFactory.

Definition at line 32 of file clonescenariofactory.cpp.

                                                                                                            {
    QuantLib::ext::shared_ptr<Scenario> newScen = baseScenario_->clone();
    QL_REQUIRE(asof == newScen->asof(),
               "unexpected asof date (" << asof << "), does not match base - " << baseScenario_->asof());
    newScen->label(label);
    QL_REQUIRE((label == newScen->label()) || (label == ""), "CloneScenarioFactory has not updated scenario label");
    if (numeraire != 0.0)
        newScen->setNumeraire(numeraire);
    newScen->setAbsolute(isAbsolute);
    return newScen;
}

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Member Data Documentation

◆ baseScenario_

QuantLib::ext::shared_ptr<Scenario> baseScenario_

private

Definition at line 43 of file clonescenariofactory.hpp.

Public Member Functions