ScenarioWriter Class Reference

Class for writing scenarios to file. More...

#include <orea/scenario/scenariowriter.hpp>

Inheritance diagram for ScenarioWriter:

Public Member Functions
	ScenarioWriter (const QuantLib::ext::shared_ptr< ScenarioGenerator > &src, const std::string &filename, const char sep=',', const string &filemode="w+", const std::vector< RiskFactorKey > &headerKeys={}, const bool writeDuplicateDates=true, QuantLib::Size precision=8)
	Constructor.
	ScenarioWriter (const std::string &filename, const char sep=',', const string &filemode="w+", const std::vector< RiskFactorKey > &headerKeys={}, const bool writeDuplicateDates=true, QuantLib::Size precision=8)
	Constructor to write single scenarios.
	ScenarioWriter (const QuantLib::ext::shared_ptr< ScenarioGenerator > &src, QuantLib::ext::shared_ptr< ore::data::Report > report, const std::vector< RiskFactorKey > &headerKeys={}, const bool writeDuplicateDates=true, QuantLib::Size precision=8)
	Constructor to write into an in-memory report for later io.
virtual	~ScenarioWriter ()
	Destructor.
virtual QuantLib::ext::shared_ptr< Scenario >	next (const Date &d) override
	Return the next scenario for the given date.
void	writeScenario (const QuantLib::ext::shared_ptr< Scenario > &s, const bool writeHeader)
	Write a single scenario.
virtual void	reset () override
	Reset the generator so calls to next() return the first scenario.
void	close ()
	Close the file if it is open, not normally needed by client code.
Public Member Functions inherited from ScenarioGenerator
virtual	~ScenarioGenerator ()
	Default destructor.

Detailed Description

Class for writing scenarios to file.

Member Function Documentation

next()

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

overridevirtual

Return the next scenario for the given date.

Implements ScenarioGenerator.

reset()

virtual void reset ( )

overridevirtual

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

Implements ScenarioGenerator.