ScenarioGenerator Class Reference

Scenario generator base class. More...

#include <orea/scenario/scenariogenerator.hpp>

Inheritance diagram for ScenarioGenerator:

Collaboration diagram for ScenarioGenerator:

Public Member Functions
virtual	~ScenarioGenerator ()
	Default destructor. More...
virtual QuantLib::ext::shared_ptr< Scenario >	next (const Date &d)=0
	Return the next scenario for the given date. More...
virtual void	reset ()=0
	Reset the generator so calls to next() return the first scenario. More...

Detailed Description

Scenario generator base class.

Definition at line 42 of file scenariogenerator.hpp.

Constructor & Destructor Documentation

~ScenarioGenerator()

virtual ~ScenarioGenerator ( )

virtual

Default destructor.

Definition at line 45 of file scenariogenerator.hpp.

{}

Member Function Documentation

next()

virtual QuantLib::ext::shared_ptr< Scenario > next ( const Date &  d )

pure virtual

Return the next scenario for the given date.

Implemented in StaticScenarioGenerator, ClonedScenarioGenerator, CSVScenarioGenerator, ScenarioPathGenerator, ScenarioWriter, and ShiftScenarioGenerator.

reset()

virtual void reset ( )

pure virtual

Reset the generator so calls to next() return the first scenario.

This allows re-generation of scenarios if required.

Implemented in ClonedScenarioGenerator, CrossAssetModelScenarioGenerator, CSVScenarioGenerator, HistoricalScenarioGenerator, HistoricalScenarioGeneratorRandom, HistoricalScenarioGeneratorWithFilteredDates, LgmScenarioGenerator, StaticScenarioGenerator, ScenarioGeneratorTransform, ScenarioWriter, and ShiftScenarioGenerator.