scenariogenerator.hpp File Reference

Scenario generator base classes. More...

#include <vector>
#include <boost/shared_ptr.hpp>
#include <orea/scenario/scenario.hpp>
#include <ql/time/date.hpp>
#include <ql/time/daycounters/actualactual.hpp>
#include <ql/timegrid.hpp>

Classes
class	ScenarioGenerator
	Scenario generator base class. More...
class	ScenarioPathGenerator
	Scenario generator that generates an entire path. More...
class	StaticScenarioGenerator

Namespaces
	ore
	ore::analytics

Detailed Description

Scenario generator base classes.