EventSetSimulation Class Reference

#include <ql/experimental/catbonds/catrisk.hpp>

Inheritance diagram for EventSetSimulation:

Collaboration diagram for EventSetSimulation:

Public Member Functions
	EventSetSimulation (ext::shared_ptr< std::vector< std::pair< Date, Real > > > events, Date eventsStart, Date eventsEnd, Date start, Date end)
bool	nextPath (std::vector< std::pair< Date, Real > > &path) override
Public Member Functions inherited from CatSimulation
	CatSimulation (Date start, Date end)
virtual	~CatSimulation ()=default
virtual bool	nextPath (std::vector< std::pair< Date, Real > > &path)=0

Private Attributes
ext::shared_ptr< std::vector< std::pair< Date, Real > > >	events_
Date	eventsStart_
Date	eventsEnd_
Year	years_
Date	periodStart_
Date	periodEnd_
unsigned int	i_ = 0

Additional Inherited Members
Protected Attributes inherited from CatSimulation
Date	start_
Date	end_

Detailed Description

Definition at line 55 of file catrisk.hpp.

Constructor & Destructor Documentation

EventSetSimulation()

EventSetSimulation	(	ext::shared_ptr< std::vector< std::pair< Date, Real > > >	events,
		Date	eventsStart,
		Date	eventsEnd,
		Date	start,
		Date	end
	)

Definition at line 28 of file catrisk.cpp.

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Member Function Documentation

nextPath()

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

overridevirtual

Implements CatSimulation.

Definition at line 48 of file catrisk.cpp.

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Member Data Documentation

events_

ext::shared_ptr<std::vector<std::pair<Date, Real> > > events_

private

Definition at line 65 of file catrisk.hpp.

eventsStart_

Date eventsStart_

private

Definition at line 66 of file catrisk.hpp.

eventsEnd_

Date eventsEnd_

private

Definition at line 67 of file catrisk.hpp.

years_

Year years_

private

Definition at line 69 of file catrisk.hpp.

periodStart_

Date periodStart_

private

Definition at line 70 of file catrisk.hpp.

periodEnd_

Date periodEnd_

private

Definition at line 71 of file catrisk.hpp.

i_

unsigned int i_ = 0

private

Definition at line 72 of file catrisk.hpp.