ParSensitivityCubeStream Class Reference

#include <orea/engine/parsensitivitycubestream.hpp>

Inheritance diagram for ParSensitivityCubeStream:

Public Member Functions
	ParSensitivityCubeStream (const QuantLib::ext::shared_ptr< ZeroToParCube > &cube, const std::string &currency, const QuantLib::ext::shared_ptr< Portfolio > &portfolio=nullptr)
ore::analytics::SensitivityRecord	next () override
void	reset () override
	Resets the stream so that SensitivityRecord objects can be streamed again.
Public Member Functions inherited from SensitivityStream
virtual	~SensitivityStream ()
	Destructor.

Detailed Description

Class for streaming SensitivityRecords from a par sensitivity cube

Constructor & Destructor Documentation

ParSensitivityCubeStream()

ParSensitivityCubeStream	(	const QuantLib::ext::shared_ptr< ZeroToParCube > &	cube,
		const std::string &	currency,
		const QuantLib::ext::shared_ptr< Portfolio > &	portfolio = nullptr )

Constructor providing the sensitivity cube and currency of the sensitivities

Member Function Documentation

next()

ore::analytics::SensitivityRecord next ( )

overridevirtual

Returns the next SensitivityRecord in the stream

Warning

the cube must not change during successive calls to next()!

Implements SensitivityStream.

reset()

void reset ( )

overridevirtual

Resets the stream so that SensitivityRecord objects can be streamed again.

Implements SensitivityStream.