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Reference manual - version orea_version
Public Member Functions | List of all members
CSVScenarioGenerator Class Reference

Class for generating scenarios from a csv file assumed to be in a format compatible with ScenarioWriter. More...

#include <orea/scenario/csvscenariogenerator.hpp>

+ Inheritance diagram for CSVScenarioGenerator:

Public Member Functions

 CSVScenarioGenerator (const std::string &filename, const QuantLib::ext::shared_ptr< ScenarioFactory > scenarioFactory, const char sep=',')
 
virtual QuantLib::ext::shared_ptr< Scenarionext (const Date &d) override
 Return the next scenario for the given date.
 
virtual 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.
 

Detailed Description

Class for generating scenarios from a csv file assumed to be in a format compatible with ScenarioWriter.

Member Function Documentation

◆ reset()

virtual void reset ( )
overridevirtual

Reset the generator so calls to next() return the first scenario.

This allows re-generation of scenarios if required.

Implements ScenarioGenerator.