ClonedScenarioGenerator Class Reference

Inheritance diagram for ClonedScenarioGenerator:

Public Member Functions
	ClonedScenarioGenerator (const QuantLib::ext::shared_ptr< ScenarioGenerator > &scenarioGenerator, const std::vector< Date > &dates, const Size nSamples)
QuantLib::ext::shared_ptr< Scenario >	next (const Date &d) override
	Return the next scenario for the given date.
virtual void	reset () override
	Reset the generator so calls to next() return the first scenario.
Public Member Functions inherited from ScenarioGenerator
virtual	~ScenarioGenerator ()
	Default destructor.

Member Function Documentation

next()

QuantLib::ext::shared_ptr< Scenario > next ( const Date & d )

overridevirtual

Return the next scenario for the given date.

Implements ScenarioGenerator.

reset()

virtual void reset ( )

overridevirtual

Reset the generator so calls to next() return the first scenario.

This allows re-generation of scenarios if required.

Implements ScenarioGenerator.