EventSet Class Reference

#include <ql/experimental/catbonds/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< CatSimulation >	newSimulation (const Date &start, const Date &end) const override
Public Member Functions inherited from CatRisk
virtual	~CatRisk ()=default
virtual ext::shared_ptr< CatSimulation >	newSimulation (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.