SimpleScenarioLoader Class Reference

Class for loading historical scenarios. More...

#include <orea/scenario/scenarioloader.hpp>

Inheritance diagram for SimpleScenarioLoader:

Public Member Functions
	SimpleScenarioLoader ()
	Default constructor.
	SimpleScenarioLoader (const QuantLib::ext::shared_ptr< ScenarioReader > &scenarioReader)
QuantLib::Size	samples ()
Public Member Functions inherited from ScenarioLoader
QuantLib::Size	numScenarios () const
	Number of scenarios.
const std::map< QuantLib::Date, QuantLib::ext::shared_ptr< ore::analytics::Scenario > > &	getScenarios (Size i)
std::vector< std::map< QuantLib::Date, QuantLib::ext::shared_ptr< ore::analytics::Scenario > > > &	scenarios ()
	Set scenarios.
const std::vector< std::map< QuantLib::Date, QuantLib::ext::shared_ptr< ore::analytics::Scenario > > > &	scenarios () const
	The scenarios.
void	add (const QuantLib::Date &date, Size index, const QuantLib::ext::shared_ptr< ore::analytics::Scenario > &scenario)

Protected Attributes
std::map< std::string, QuantLib::Size >	indexMap_
Protected Attributes inherited from ScenarioLoader
std::vector< std::map< QuantLib::Date, QuantLib::ext::shared_ptr< ore::analytics::Scenario > > >	scenarios_

Detailed Description

Class for loading historical scenarios.

Constructor & Destructor Documentation

SimpleScenarioLoader()

SimpleScenarioLoader

(

const QuantLib::ext::shared_ptr< ScenarioReader > &

scenarioReader

)

Constructor that loads scenarios, read from scenarioReader

Warning

The scenarios coming from scenarioReader must be in ascending order. If not, an exception is thrown.

Parameters

scenarioReader

A scenario reader that feeds the loader with scenarios