SensitivityCubeStream Class Reference

#include <orea/engine/sensitivitycubestream.hpp>

Inheritance diagram for SensitivityCubeStream:

Public Member Functions
	SensitivityCubeStream (const QuantLib::ext::shared_ptr< SensitivityCube > &cube, const std::string &currency, const QuantLib::ext::shared_ptr< Portfolio > &portfolio=nullptr)
	SensitivityCubeStream (const std::vector< QuantLib::ext::shared_ptr< SensitivityCube > > &cubes, const std::string &currency, const QuantLib::ext::shared_ptr< Portfolio > &portfolio=nullptr)
SensitivityRecord	next () override
void	reset () override
	Resets the stream so that SensitivityRecord objects can be streamed again.
Public Member Functions inherited from SensitivityStream
virtual	~SensitivityStream ()
	Destructor.

Detailed Description

Class for streaming SensitivityRecords from a SensitivityCube

Constructor & Destructor Documentation

SensitivityCubeStream() [1/2]

SensitivityCubeStream	(	const QuantLib::ext::shared_ptr< SensitivityCube > &	cube,
		const std::string &	currency,
		const QuantLib::ext::shared_ptr< Portfolio > &	portfolio = nullptr )

Constructor providing the sensitivity cube and currency of the sensitivities

SensitivityCubeStream() [2/2]

SensitivityCubeStream	(	const std::vector< QuantLib::ext::shared_ptr< SensitivityCube > > &	cubes,
		const std::string &	currency,
		const QuantLib::ext::shared_ptr< Portfolio > &	portfolio = nullptr )

Constructor providing the sensitivity cubes, base currency of the sensitivities, and trade currency for each trade

Member Function Documentation

next()

SensitivityRecord next ( )

overridevirtual

Returns the next SensitivityRecord in the stream

Warning

the cube must not change during successive calls to next()!

Implements SensitivityStream.

reset()

void reset ( )

overridevirtual

Resets the stream so that SensitivityRecord objects can be streamed again.

Implements SensitivityStream.