scenariogenerator.hpp File Reference

Scenario generator base classes. More...

#include <vector>
#include <ql/shared_ptr.hpp>
#include <orea/scenario/scenario.hpp>
#include <ql/time/date.hpp>
#include <ql/time/daycounters/actualactual.hpp>
#include <ql/timegrid.hpp>

Go to the source code of this file.

Classes
class	ScenarioGenerator
	Scenario generator base class. More...
class	ScenarioPathGenerator
	Scenario generator that generates an entire path. More...
class	StaticScenarioGenerator

Namespaces
namespace	ore
namespace	ore::analytics

Detailed Description

Scenario generator base classes.

Definition in file scenariogenerator.hpp.