ScenarioReader Class Reference

Base Class for reading scenarios. More...

#include <orea/scenario/scenarioreader.hpp>

Inheritance diagram for ScenarioReader:

Public Member Functions
virtual	~ScenarioReader ()
	Destructor.
virtual bool	next ()=0
	Return true if there is another Scenario to read and move to it.
virtual QuantLib::Date	date () const =0
	Return the current scenario's date if reader is still valid and Null<Date>() otherwise.
virtual QuantLib::ext::shared_ptr< ore::analytics::Scenario >	scenario () const =0
	Return the current scenario if reader is still valid and nullptr otherwise.
virtual void	load (const QuantLib::ext::shared_ptr< ore::analytics::ScenarioSimMarketParameters > &simParams, const QuantLib::ext::shared_ptr< ore::data::TodaysMarketParameters > &marketParams)

Detailed Description

Base Class for reading scenarios.

Member Function Documentation

next()

virtual bool next ( )

pure virtual

Return true if there is another Scenario to read and move to it.

Implemented in ScenarioCSVReader.

date()

virtual QuantLib::Date date ( ) const

pure virtual

Return the current scenario's date if reader is still valid and Null<Date>() otherwise.

Implemented in ScenarioCSVReader.

scenario()

virtual QuantLib::ext::shared_ptr< ore::analytics::Scenario > scenario ( ) const

pure virtual

Return the current scenario if reader is still valid and nullptr otherwise.

Implemented in ScenarioCSVReader.

load()

virtual void load ( const QuantLib::ext::shared_ptr< ore::analytics::ScenarioSimMarketParameters > & simParams, const QuantLib::ext::shared_ptr< ore::data::TodaysMarketParameters > & marketParams )

virtual

Parameters

simParams	Simulation parameters - to provide list of curves to request
marketParams	Todays market params to provide the discount curves