SimpleScenario Class Reference

#include <orea/scenario/simplescenario.hpp>

Inheritance diagram for SimpleScenario:

Classes
struct	SharedData

Public Member Functions
	SimpleScenario (QuantLib::Date asof, const std::string &label=std::string(), QuantLib::Real numeraire=0, const QuantLib::ext::shared_ptr< SharedData > &sharedData=nullptr)
	if sharedData is not provided, the instance will create its own shared data block
const QuantLib::Date &	asof () const override
void	setAsof (const QuantLib::Date &d) override
const std::string &	label () const override
void	label (const string &s) override
QuantLib::Real	getNumeraire () const override
void	setNumeraire (QuantLib::Real n) override
const bool	isAbsolute () const override
const bool	isPar () const override
const std::map< std::pair< RiskFactorKey::KeyType, std::string >, std::vector< std::vector< QuantLib::Real > > > &	coordinates () const override
std::size_t	keysHash () const override
bool	has (const RiskFactorKey &key) const override
const std::vector< RiskFactorKey > &	keys () const override
void	add (const RiskFactorKey &key, QuantLib::Real value) override
QuantLib::Real	get (const RiskFactorKey &key) const override
QuantLib::ext::shared_ptr< Scenario >	clone () const override
	This does not close the shared data.
void	setAbsolute (const bool isAbsolute) override
void	setPar (const bool isPar) override
void	setCoordinates (const RiskFactorKey::KeyType type, const std::string &name, const std::vector< std::vector< QuantLib::Real > > &coordinates)
const QuantLib::ext::shared_ptr< SharedData > &	sharedData () const
	get shared data block (for construction of sister scenarios)
const std::vector< QuantLib::Real > &	data () const
	get data, order is the same as in keys()

Detailed Description

Simple Scenario class