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Reference manual - version orea_version
ScenarioFileReader Class Reference
Inheritance diagram for ScenarioFileReader:

Public Member Functions

 ScenarioFileReader (const std::string &file, const QuantLib::ext::shared_ptr< ScenarioFactory > &scenarioFactory)
Public Member Functions inherited from ScenarioCSVReader
 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< Scenarioscenario () 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)

Additional Inherited Members

Protected Attributes inherited from ScenarioCSVReader
QuantLib::ext::shared_ptr< ScenarioFactoryscenarioFactory_
 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.