Container for storing simulated market data. More...

#include <orea/scenario/aggregationscenariodata.hpp>

Inheritance diagram for AggregationScenarioData:

Public Member Functions
	AggregationScenarioData ()
	default ctor
	AggregationScenarioData (AggregationScenarioData &)=delete
	Do not allow copying.
AggregationScenarioData &	operator= (AggregationScenarioData const &)=delete
virtual	~AggregationScenarioData ()
	dtor
virtual Size	dimDates () const =0
	Return the length of each dimension.
virtual Size	dimSamples () const =0
virtual bool	has (const AggregationScenarioDataType &type, const string &qualifier="") const =0
	Check whether data is available for the given type.
virtual Real	get (Size dateIndex, Size sampleIndex, const AggregationScenarioDataType &type, const string &qualifier="") const =0
	Get a value from the cube.
virtual void	set (Size dateIndex, Size sampleIndex, Real value, const AggregationScenarioDataType &type, const string &qualifier="")=0
	Set a value in the cube.
virtual std::vector< std::pair< AggregationScenarioDataType, std::string > >	keys () const =0
virtual void	set (Real value, const AggregationScenarioDataType &type, const string &qualifier="")
	Set a value in the cube, assumes normal traversal of the cube (dates then samples).
virtual void	next ()
	Go to the next point on the cube.

Detailed Description

Container for storing simulated market data.

The indexes for dates and samples are (by convention) the same as in the npv cube

\ingroup scenario

Member Function Documentation

virtual Size dimDates ( ) const

pure virtual

Return the length of each dimension.

virtual bool has	(	const AggregationScenarioDataType &	type,
		const string &	qualifier = "" ) const

pure virtual

Check whether data is available for the given type.

virtual Real get	(	Size	dateIndex,
		Size	sampleIndex,
		const AggregationScenarioDataType &	type,
		const string &	qualifier = "" ) const

pure virtual

Get a value from the cube.

virtual void set	(	Size	dateIndex,
		Size	sampleIndex,
		Real	value,
		const AggregationScenarioDataType &	type,
		const string &	qualifier = "" )

pure virtual

Set a value in the cube.

virtual void next ( )

virtual

Go to the next point on the cube.

Go to the next point on the cube, assumes we do date, then samples