QuantLib: a free/open-source library for quantitative finance
fully annotated source code - version 1.34
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Public Member Functions | Protected Attributes | List of all members
CatSimulation Class Referenceabstract

#include <catrisk.hpp>

+ Inheritance diagram for CatSimulation:
+ Collaboration diagram for CatSimulation:

Public Member Functions

 CatSimulation (Date start, Date end)
 
virtual ~CatSimulation ()=default
 
virtual bool nextPath (std::vector< std::pair< Date, Real > > &path)=0
 

Protected Attributes

Date start_
 
Date end_
 

Detailed Description

Definition at line 35 of file catrisk.hpp.

Constructor & Destructor Documentation

◆ CatSimulation()

CatSimulation ( Date  start,
Date  end 
)

Definition at line 37 of file catrisk.hpp.

◆ ~CatSimulation()

virtual ~CatSimulation ( )
virtualdefault

Member Function Documentation

◆ nextPath()

virtual bool nextPath ( std::vector< std::pair< Date, Real > > &  path)
pure virtual

Implemented in EventSetSimulation, and BetaRiskSimulation.

Member Data Documentation

◆ start_

Date start_
protected

Definition at line 45 of file catrisk.hpp.

◆ end_

Date end_
protected

Definition at line 46 of file catrisk.hpp.