Scenario factory base class. More...
#include <orea/scenario/scenariofactory.hpp>
Public Member Functions | |
| virtual | ~ScenarioFactory () |
| Default destructor. | |
| virtual const QuantLib::ext::shared_ptr< Scenario > | buildScenario (QuantLib::Date asof, bool isAbsolute, bool isPar=false, const std::string &label="", QuantLib::Real numeraire=0.0) const =0 |
| Build a scenario instance without filling it. | |
Scenario factory base class.
|
pure virtual |
Build a scenario instance without filling it.
Implemented in CloneScenarioFactory, DeltaScenarioFactory, and SimpleScenarioFactory.