SimpleScenarioFactory Class Reference

Factory class for building simple scenario objects. More...

#include <orea/scenario/simplescenariofactory.hpp>

Inheritance diagram for SimpleScenarioFactory:

Collaboration diagram for SimpleScenarioFactory:

Public Member Functions
	SimpleScenarioFactory (const bool useCommonSharedDataBlock=false)
	SimpleScenarioFactory (const QuantLib::ext::shared_ptr< SimpleScenario::SharedData > &sharedData)
const QuantLib::ext::shared_ptr< Scenario >	buildScenario (Date asof, bool isAbsolute, const std::string &label="", Real numeraire=0.0) const override
	Build a scenario instance without filling it. 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
bool	useCommonSharedDataBlock_ = false
QuantLib::ext::shared_ptr< SimpleScenario::SharedData >	sharedData_

Detailed Description

Factory class for building simple scenario objects.

Definition at line 36 of file simplescenariofactory.hpp.

Constructor & Destructor Documentation

SimpleScenarioFactory() [1/2]

SimpleScenarioFactory ( const bool  useCommonSharedDataBlock = false )

explicit

use shared data block only if it is guarateed that all scenarios created by this factory:

• are all absolute or all relative
• provide values for exactly the same set of risk factor keys
• have the same coordinates for all risk factor keys (if any)

Definition at line 42 of file simplescenariofactory.hpp.

        : useCommonSharedDataBlock_(useCommonSharedDataBlock) {}

SimpleScenarioFactory() [2/2]

SimpleScenarioFactory ( const QuantLib::ext::shared_ptr< SimpleScenario::SharedData > &  sharedData )

explicit

Definition at line 44 of file simplescenariofactory.hpp.

        : useCommonSharedDataBlock_(true), sharedData_(sharedData) {}

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

Build a scenario instance without filling it.

Implements ScenarioFactory.

Definition at line 46 of file simplescenariofactory.hpp.

                                                                                                 {
        auto tmp = QuantLib::ext::make_shared<SimpleScenario>(asof, label, numeraire,
                                                              useCommonSharedDataBlock_ ? sharedData_ : nullptr);
        tmp->setAbsolute(isAbsolute);
        if (useCommonSharedDataBlock_ && sharedData_ == nullptr)
            sharedData_ = tmp->sharedData();
        return tmp;
    }

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Member Data Documentation

useCommonSharedDataBlock_

bool useCommonSharedDataBlock_ = false

private

Definition at line 57 of file simplescenariofactory.hpp.

sharedData_

QuantLib::ext::shared_ptr<SimpleScenario::SharedData> sharedData_

mutableprivate

Definition at line 58 of file simplescenariofactory.hpp.