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
EventSet Class Reference

#include <catrisk.hpp>

+ Inheritance diagram for EventSet:
+ Collaboration diagram for EventSet:

Public Member Functions

 EventSet (ext::shared_ptr< std::vector< std::pair< Date, Real > > > events, Date eventsStart, Date eventsEnd)
 
ext::shared_ptr< CatSimulationnewSimulation (const Date &start, const Date &end) const override
 
- Public Member Functions inherited from CatRisk
virtual ~CatRisk ()=default
 
virtual ext::shared_ptr< CatSimulationnewSimulation (const Date &start, const Date &end) const =0
 

Private Attributes

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

Detailed Description

Definition at line 75 of file catrisk.hpp.

Constructor & Destructor Documentation

◆ EventSet()

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

Definition at line 71 of file catrisk.cpp.

Member Function Documentation

◆ newSimulation()

ext::shared_ptr< CatSimulation > newSimulation ( const Date start,
const Date end 
) const
overridevirtual

Implements CatRisk.

Definition at line 76 of file catrisk.cpp.

Member Data Documentation

◆ events_

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

Definition at line 85 of file catrisk.hpp.

◆ eventsStart_

Date eventsStart_
private

Definition at line 86 of file catrisk.hpp.

◆ eventsEnd_

Date eventsEnd_
private

Definition at line 87 of file catrisk.hpp.