HistoricalScenarioReader Class Reference

Base Class for reading historical scenarios. More...

#include <orea/scenario/historicalscenarioreader.hpp>

Inheritance diagram for HistoricalScenarioReader:

Collaboration diagram for HistoricalScenarioReader:

Public Member Functions
virtual	~HistoricalScenarioReader ()
	Destructor. More...
virtual bool	next ()=0
	Return true if there is another Scenario to read and move to it. More...
virtual QuantLib::Date	date () const =0
	Return the current scenario's date if reader is still valid and Null<Date>() otherwise. More...
virtual QuantLib::ext::shared_ptr< ore::analytics::Scenario >	scenario () const =0
	Return the current scenario if reader is still valid and nullptr otherwise. More...
virtual void	load (const QuantLib::ext::shared_ptr< ore::analytics::ScenarioSimMarketParameters > &simParams, const QuantLib::ext::shared_ptr< ore::data::TodaysMarketParameters > &marketParams)

Detailed Description

Base Class for reading historical scenarios.

Definition at line 34 of file historicalscenarioreader.hpp.

Constructor & Destructor Documentation

~HistoricalScenarioReader()

virtual ~HistoricalScenarioReader ( )

virtual

Destructor.

Definition at line 37 of file historicalscenarioreader.hpp.

{}

Member Function Documentation

next()

virtual bool next ( )

pure virtual

Return true if there is another Scenario to read and move to it.

Implemented in HistoricalScenarioFileReader.

date()

virtual QuantLib::Date date ( ) const

pure virtual

Return the current scenario's date if reader is still valid and Null<Date>() otherwise.

Implemented in HistoricalScenarioFileReader.

scenario()

virtual QuantLib::ext::shared_ptr< ore::analytics::Scenario > scenario ( ) const

pure virtual

Return the current scenario if reader is still valid and nullptr otherwise.

Implemented in HistoricalScenarioFileReader.

load()

virtual void load ( const QuantLib::ext::shared_ptr< ore::analytics::ScenarioSimMarketParameters > &  simParams, const QuantLib::ext::shared_ptr< ore::data::TodaysMarketParameters > &  marketParams  )

virtual

Parameters

simParams	Simulation parameters - to provide list of curves to request
marketParams	Todays market params to provide the discount curves

Definition at line 45 of file historicalscenarioreader.hpp.

                                                                                 {};