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< Scenario >	next (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.