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Reference manual - version orea_version
ScenarioFactory Class Referenceabstract

Scenario factory base class. More...

#include <orea/scenario/scenariofactory.hpp>

Inheritance diagram for ScenarioFactory:

Public Member Functions

virtual ~ScenarioFactory ()
 Default destructor.
virtual const QuantLib::ext::shared_ptr< ScenariobuildScenario (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.

Detailed Description

Scenario factory base class.

Member Function Documentation

◆ buildScenario()

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
pure virtual

Build a scenario instance without filling it.

Implemented in CloneScenarioFactory, DeltaScenarioFactory, and SimpleScenarioFactory.