Factory class for cloning scenario objects. More...

#include <orea/scenario/deltascenariofactory.hpp>

Inheritance diagram for DeltaScenarioFactory:

Public Member Functions
	DeltaScenarioFactory (const QuantLib::ext::shared_ptr< ore::analytics::Scenario > &baseScenario, const QuantLib::ext::shared_ptr< ore::analytics::ScenarioFactory > &scenarioFactory=QuantLib::ext::make_shared< ore::analytics::SimpleScenarioFactory >(false))
	Constructor.
const QuantLib::ext::shared_ptr< ore::analytics::Scenario >	buildScenario (QuantLib::Date asof, bool isAbsolute, bool isPar=false, const std::string &label="", QuantLib::Real numeraire=0.0) const override
	returns a new scenario, using the base scenario as a starting point
Public Member Functions inherited from ScenarioFactory
virtual	~ScenarioFactory ()
	Default destructor.

Detailed Description

Factory class for cloning scenario objects.

Member Function Documentation

const QuantLib::ext::shared_ptr< ore::analytics::Scenario > buildScenario	(	QuantLib::Date	asof,
		bool	isAbsolute,
		bool	isPar = false,
		const std::string &	label = "",
		QuantLib::Real	numeraire = 0.0 ) const

overridevirtual

returns a new scenario, using the base scenario as a starting point