SimpleScenarioFactory Class Reference

Factory class for building simple scenario objects. More...

#include <orea/scenario/simplescenariofactory.hpp>

Inheritance diagram for SimpleScenarioFactory:

Public Member Functions
	SimpleScenarioFactory (const bool useCommonSharedDataBlock=false)
	SimpleScenarioFactory (const QuantLib::ext::shared_ptr< SimpleScenario::SharedData > &sharedData)
const QuantLib::ext::shared_ptr< Scenario >	buildScenario (QuantLib::Date asof, bool isAbsolute, bool isPar=false, const std::string &label="", QuantLib::Real numeraire=0.0) const override
	Build a scenario instance without filling it.
Public Member Functions inherited from ScenarioFactory
virtual	~ScenarioFactory ()
	Default destructor.

Detailed Description

Factory class for building simple scenario objects.

Constructor & Destructor Documentation

SimpleScenarioFactory()

SimpleScenarioFactory ( const bool useCommonSharedDataBlock = false )

explicit

use shared data block only if it is guarateed that all scenarios created by this factory:

• are all absolute or all relative
• provide values for exactly the same set of risk factor keys
• have the same coordinates for all risk factor keys (if any)

Member Function Documentation

buildScenario()

const QuantLib::ext::shared_ptr< Scenario > buildScenario ( QuantLib::Date asof, bool isAbsolute, bool isPar = false, const std::string & label = "", QuantLib::Real numeraire = 0.0 ) const

overridevirtual

Build a scenario instance without filling it.

Implements ScenarioFactory.