QuantLib: a free/open-source library for quantitative finance
fully annotated source code - version 1.34
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#include <catrisk.hpp>
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_ |
Definition at line 55 of file catrisk.hpp.
Implements CatSimulation.
Definition at line 48 of file catrisk.cpp.
Definition at line 65 of file catrisk.hpp.
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private |
Definition at line 66 of file catrisk.hpp.
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private |
Definition at line 67 of file catrisk.hpp.
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private |
Definition at line 69 of file catrisk.hpp.
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private |
Definition at line 70 of file catrisk.hpp.
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private |
Definition at line 71 of file catrisk.hpp.
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private |
Definition at line 72 of file catrisk.hpp.