ScenarioGenerator Class Reference

Scenario generator base class. More...

#include <orea/scenario/scenariogenerator.hpp>

Inheritance diagram for ScenarioGenerator:

Public Member Functions
virtual	~ScenarioGenerator ()
	Default destructor.
virtual QuantLib::ext::shared_ptr< Scenario >	next (const Date &d)=0
	Return the next scenario for the given date.
virtual void	reset ()=0
	Reset the generator so calls to next() return the first scenario.

Detailed Description

Scenario generator base class.

Member Function Documentation

next()

virtual QuantLib::ext::shared_ptr< Scenario > next ( const Date & d )

pure virtual

Return the next scenario for the given date.

Implemented in ClonedScenarioGenerator, CSVScenarioGenerator, ScenarioPathGenerator, ScenarioWriter, ShiftScenarioGenerator, and StaticScenarioGenerator.

reset()

virtual void reset ( )

pure virtual

Reset the generator so calls to next() return the first scenario.

This allows re-generation of scenarios if required.

Implemented in ClonedScenarioGenerator, CrossAssetModelScenarioGenerator, CSVScenarioGenerator, HistoricalScenarioGenerator, HistoricalScenarioGeneratorRandom, HistoricalScenarioGeneratorWithFilteredDates, LgmScenarioGenerator, ScenarioGeneratorTransform, ScenarioLoaderPathGenerator, ScenarioWriter, ShiftScenarioGenerator, and StaticScenarioGenerator.