Public Member Functions | |
ScenarioGeneratorTransform (boost::shared_ptr< ScenarioGenerator > &scenarioGenerator, const boost::shared_ptr< ScenarioSimMarket > &simMarket, const boost::shared_ptr< ScenarioSimMarketParameters > &simMarketConfig) | |
boost::shared_ptr< Scenario > | next (const QuantLib::Date &d) override |
void | reset () override |
Reset the generator so calls to next() return the first scenario. More... | |
Public Member Functions inherited from ScenarioGenerator | |
virtual | ~ScenarioGenerator () |
Default destructor. | |
virtual boost::shared_ptr< Scenario > | next (const Date &d)=0 |
Return the next scenario for the given date. | |
|
overridevirtual |
Reset the generator so calls to next() return the first scenario.
This allows re-generation of scenarios if required.
Implements ScenarioGenerator.