historicalscenariogenerator.cpp File Reference

#include <orea/scenario/historicalscenariogenerator.hpp>
#include <orea/scenario/simplescenario.hpp>
#include <orea/scenario/simplescenariofactory.hpp>
#include <ored/utilities/csvfilereader.hpp>
#include <ored/utilities/log.hpp>
#include <ored/utilities/parsers.hpp>
#include <ored/utilities/to_string.hpp>
#include <boost/algorithm/string/find.hpp>

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Namespaces
namespace	ore
namespace	ore::analytics

Functions
std::ostream &	operator<< (std::ostream &out, const ReturnConfiguration::ReturnType t)
QuantLib::ext::shared_ptr< HistoricalScenarioGenerator >	buildHistoricalScenarioGenerator (const QuantLib::ext::shared_ptr< HistoricalScenarioReader > &hsr, const QuantLib::ext::shared_ptr< ore::data::AdjustmentFactors > &adjFactors, const TimePeriod &period, Calendar calendar, Size mporDays, const QuantLib::ext::shared_ptr< ScenarioSimMarketParameters > &simParams, const QuantLib::ext::shared_ptr< TodaysMarketParameters > &marketParams, const bool overlapping)
QuantLib::ext::shared_ptr< HistoricalScenarioGenerator >	buildHistoricalScenarioGenerator (const QuantLib::ext::shared_ptr< HistoricalScenarioReader > &hsr, const QuantLib::ext::shared_ptr< ore::data::AdjustmentFactors > &adjFactors, const std::set< QuantLib::Date > &dates, const QuantLib::ext::shared_ptr< ScenarioSimMarketParameters > &simParams, const QuantLib::ext::shared_ptr< TodaysMarketParameters > &marketParams)