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

#include <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.