Logo
Fully annotated reference manual - version 1.8.12
Loading...
Searching...
No Matches
Public Member Functions | List of all members
ScenarioFactory Class Referenceabstract

Scenario factory base class. More...

#include <orea/scenario/scenariofactory.hpp>

+ Inheritance diagram for ScenarioFactory:
+ Collaboration diagram for ScenarioFactory:

Public Member Functions

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

Detailed Description

Scenario factory base class.

Definition at line 34 of file scenariofactory.hpp.

Constructor & Destructor Documentation

◆ ~ScenarioFactory()

virtual ~ScenarioFactory ( )
virtual

Default destructor.

Definition at line 37 of file scenariofactory.hpp.

37{};

Member Function Documentation

◆ buildScenario()

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

Build a scenario instance without filling it.

Implemented in CloneScenarioFactory, and SimpleScenarioFactory.