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

Public Member Functions

 ScenarioGeneratorTransform (QuantLib::ext::shared_ptr< ScenarioGenerator > &scenarioGenerator, const QuantLib::ext::shared_ptr< ScenarioSimMarket > &simMarket, const QuantLib::ext::shared_ptr< ScenarioSimMarketParameters > &simMarketConfig)
QuantLib::ext::shared_ptr< Scenarionext (const QuantLib::Date &d) override
void reset () override
 Reset the generator so calls to next() return the first scenario.
Public Member Functions inherited from ScenarioGenerator
virtual ~ScenarioGenerator ()
 Default destructor.
virtual QuantLib::ext::shared_ptr< Scenarionext (const Date &d)=0
 Return the next scenario for the given date.

Member Function Documentation

◆ reset()

void reset ( )
overridevirtual

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

This allows re-generation of scenarios if required.

Implements ScenarioGenerator.