CrifMarket Class Reference

#include <orea/simm/crifmarket.hpp>

Inheritance diagram for CrifMarket:

Public Member Functions
	CrifMarket (const QuantLib::Date &asof)
	Constructor of an empty market.
	CrifMarket (const QuantLib::Date &asof, const QuantLib::ext::shared_ptr< ore::analytics::ScenarioSimMarket > &ssm, const QuantLib::ext::shared_ptr< ore::analytics::SensitivityScenarioData > &ssd, const QuantLib::ext::shared_ptr< ore::data::CurveConfigurations > &curveConfigs)
	Constructor that attempts to populate the relevant portions of the market.

Inspectors
const QuantLib::ext::shared_ptr< ore::analytics::ScenarioSimMarket > &	simMarket () const
const QuantLib::ext::shared_ptr< ore::analytics::SensitivityScenarioData > &	sensiData () const

Detailed Description

Market providing access to market data values needed during CRIF generation.