scenariofactory.hpp

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/*
 Copyright (C) 2016 Quaternion Risk Management Ltd
 All rights reserved.
 
 This file is part of ORE, a free-software/open-source library
 for transparent pricing and risk analysis - http://opensourcerisk.org
 
 ORE is free software: you can redistribute it and/or modify it
 under the terms of the Modified BSD License.  You should have received a
 copy of the license along with this program.
 The license is also available online at <http://opensourcerisk.org>
 
 This program is distributed on the basis that it will form a useful
 contribution to risk analytics and model standardisation, but WITHOUT
 ANY WARRANTY; without even the implied warranty of MERCHANTABILITY or
 FITNESS FOR A PARTICULAR PURPOSE. See the license for more details.
*/
 
/*! \file orea/scenario/scenariofactory.hpp
    \brief factory classes for scenarios
    \ingroup scenario
*/
 
#pragma once
 
#include <orea/scenario/scenario.hpp>
 
namespace ore {
namespace analytics {
 
//! Scenario factory base class
/*! \ingroup scenario
 */
class ScenarioFactory {
public:
    //! Default destructor
    virtual ~ScenarioFactory(){};
    //! Build a scenario instance without filling it
    virtual const QuantLib::ext::shared_ptr<Scenario>
    buildScenario(Date asof, bool isAbsolute, const std::string& label = "", Real numeraire = 0.0) const = 0;
};
 
} // namespace analytics
} // namespace ore