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Fully annotated reference manual - version 1.8.12
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scriptengine.hpp
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1/*
2 Copyright (C) 2019 Quaternion Risk Management Ltd
3 All rights reserved.
4
5 This file is part of ORE, a free-software/open-source library
6 for transparent pricing and risk analysis - http://opensourcerisk.org
7
8 ORE is free software: you can redistribute it and/or modify it
9 under the terms of the Modified BSD License. You should have received a
10 copy of the license along with this program.
11 The license is also available online at <http://opensourcerisk.org>
12
13 This program is distributed on the basis that it will form a useful
14 contribution to risk analytics and model standardisation, but WITHOUT
15 ANY WARRANTY; without even the implied warranty of MERCHANTABILITY or
16 FITNESS FOR A PARTICULAR PURPOSE. See the license for more details.
17*/
18
19/*! \file ored/scripting/scriptengine.hpp
20 \brief scriptengine
21 \ingroup utilities
22*/
23
24#pragma once
25
30
32
33namespace ore {
34namespace data {
35
37public:
38 ScriptEngine(const ASTNodePtr root, const QuantLib::ext::shared_ptr<Context> context,
39 const QuantLib::ext::shared_ptr<Model> model = nullptr)
40 : root_(root), context_(context), model_(model) {}
41 void run(const std::string& script = "", bool interactive = false, QuantLib::ext::shared_ptr<PayLog> paylog = nullptr,
42 bool includePastCashflows = false);
43
44private:
46 const QuantLib::ext::shared_ptr<Context> context_;
47 const QuantLib::ext::shared_ptr<Model> model_;
48};
49
50} // namespace data
51} // namespace ore
abstract syntax tree for payoff scripting
std::string script
void run(const std::string &script="", bool interactive=false, QuantLib::ext::shared_ptr< PayLog > paylog=nullptr, bool includePastCashflows=false)
const QuantLib::ext::shared_ptr< Context > context_
const ASTNodePtr root_
ScriptEngine(const ASTNodePtr root, const QuantLib::ext::shared_ptr< Context > context, const QuantLib::ext::shared_ptr< Model > model=nullptr)
const QuantLib::ext::shared_ptr< Model > model_
script engine context holding variable names and values
Currency and instrument specific conventions/defaults.
@ data
Definition: log.hpp:77
interface for model against which a script can be run
QuantLib::ext::shared_ptr< ASTNode > ASTNodePtr
Definition: ast.hpp:46
Serializable Credit Default Swap.
Definition: namespaces.docs:23
repository for cashflows generated by the PAYLOG() function