Inheritance diagram for ScenarioLoaderPathGenerator:

Public Member Functions
	ScenarioLoaderPathGenerator (const QuantLib::ext::shared_ptr< SimpleScenarioLoader > &scenarioLoader, Date today, const vector< Date > &dates, TimeGrid timeGrid)
void	reset () override
	Reset the generator so calls to next() return the first scenario.
const QuantLib::ext::shared_ptr< SimpleScenarioLoader > &	scenarioLoader () const
std::vector< QuantLib::ext::shared_ptr< Scenario > >	nextPath () override
Public Member Functions inherited from ScenarioPathGenerator
	ScenarioPathGenerator (Date today, const vector< Date > &dates, TimeGrid timeGrid)
	Constructor.
virtual QuantLib::ext::shared_ptr< Scenario >	next (const Date &d) override
	Return the next scenario for the given date.
Public Member Functions inherited from ScenarioGenerator
virtual	~ScenarioGenerator ()
	Default destructor.

Additional Inherited Members
Protected Attributes inherited from ScenarioPathGenerator
Date	today_
vector< Date >	dates_
Size	pathStep_
TimeGrid	timeGrid_
std::vector< QuantLib::ext::shared_ptr< Scenario > >	path_

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.

std::vector< QuantLib::ext::shared_ptr< Scenario > > nextPath ( )

overridevirtual