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Reference manual - version orea_version
CvaScenarioLoader Class Reference
Inheritance diagram for CvaScenarioLoader:

Public Member Functions

 CvaScenarioLoader (const QuantLib::Date &loaderDate, const QuantLib::ext::shared_ptr< ore::data::Loader > &inLoader)
void setBaseScenario (const QuantLib::ext::shared_ptr< ore::analytics::CvaScenario > &baseScenario)
 set the base scenario
const QuantLib::ext::shared_ptr< ore::analytics::CvaScenario > & baseScenario ()
 get the base scenario
void reset ()
 reset to base scenario
void applyScenario (const QuantLib::ext::shared_ptr< ore::analytics::CvaScenario > &scenario)
 apply the given scenario
void updateMarketDatum (std::string key, QuantLib::Real value)
 update underlying marketdatum