ScenarioCSVReader Class Reference

Class for reading scenarios from a csv file. More...

#include <orea/scenario/scenariofilereader.hpp>

Inheritance diagram for ScenarioCSVReader:

Public Member Functions
	ScenarioCSVReader (const QuantLib::ext::shared_ptr< ore::data::CSVReader > &reader, const QuantLib::ext::shared_ptr< ScenarioFactory > &scenarioFactory)
	~ScenarioCSVReader () override
	Destructor.
bool	next () override
	Return true if there is another Scenario to read and move to it.
QuantLib::Date	date () const override
	Return the current scenario's date if reader is still valid and Null<Date>() otherwise.
QuantLib::ext::shared_ptr< Scenario >	scenario () const override
	Return the current scenario if reader is still valid and nullptr otherwise.
Public Member Functions inherited from ScenarioReader
virtual	~ScenarioReader ()
	Destructor.
virtual void	load (const QuantLib::ext::shared_ptr< ore::analytics::ScenarioSimMarketParameters > &simParams, const QuantLib::ext::shared_ptr< ore::data::TodaysMarketParameters > &marketParams)

Protected Attributes
QuantLib::ext::shared_ptr< ScenarioFactory >	scenarioFactory_
	Scenario factory.
QuantLib::ext::shared_ptr< ore::data::CSVReader >	reader_
	Handle on the csv file.
std::vector< RiskFactorKey >	keys_
	The risk factor keys of the scenarios in the file.
bool	finished_
	Flag indicating if the reader has no more scenarios to read.

Detailed Description

Class for reading scenarios from a csv file.

Constructor & Destructor Documentation

ScenarioCSVReader()

ScenarioCSVReader	(	const QuantLib::ext::shared_ptr< ore::data::CSVReader > &	reader,
		const QuantLib::ext::shared_ptr< ScenarioFactory > &	scenarioFactory )

Constructor where filename gives the path to the file from which to read the scenarios and scenarioFactory is a factory for building Scenarios

Member Function Documentation

next()

bool next ( )

overridevirtual

Return true if there is another Scenario to read and move to it.

Implements ScenarioReader.

date()

QuantLib::Date date ( ) const

overridevirtual

Return the current scenario's date if reader is still valid and Null<Date>() otherwise.

Implements ScenarioReader.

scenario()

QuantLib::ext::shared_ptr< Scenario > scenario ( ) const

overridevirtual

Return the current scenario if reader is still valid and nullptr otherwise.

Implements ScenarioReader.