24#ifndef quantlib_catrisk_hpp
25#define quantlib_catrisk_hpp
43 virtual bool nextPath(std::vector<std::pair<Date, Real> > &path) = 0;
62 bool nextPath(std::vector<std::pair<Date, Real> >& path)
override;
65 ext::shared_ptr<std::vector<std::pair<Date, Real> > >
events_;
77 EventSet(ext::shared_ptr<std::vector<std::pair<Date, Real> > > events,
82 const Date& end)
const override;
85 ext::shared_ptr<std::vector<std::pair<Date, Real> > >
events_;
99 bool nextPath(std::vector<std::pair<Date, Real> >& path)
override;
122 const Date& end)
const override;
ext::shared_ptr< CatSimulation > newSimulation(const Date &start, const Date &end) const override
std::gamma_distribution< Real > gammaAlpha_
std::exponential_distribution< Real > exponential_
bool nextPath(std::vector< std::pair< Date, Real > > &path) override
std::gamma_distribution< Real > gammaBeta_
virtual ext::shared_ptr< CatSimulation > newSimulation(const Date &start, const Date &end) const =0
virtual ~CatRisk()=default
virtual ~CatSimulation()=default
virtual bool nextPath(std::vector< std::pair< Date, Real > > &path)=0
CatSimulation(Date start, Date end)
ext::shared_ptr< std::vector< std::pair< Date, Real > > > events_
ext::shared_ptr< CatSimulation > newSimulation(const Date &start, const Date &end) const override
ext::shared_ptr< std::vector< std::pair< Date, Real > > > events_
bool nextPath(std::vector< std::pair< Date, Real > > &path) override
date- and time-related classes, typedefs and enumerations
Classes and functions for error handling.
QL_INTEGER Integer
integer number
Real years(const Period &p)
Maps shared_ptr to either the boost or std implementation.