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

Factory class for cloning scenario objects. More...

#include <orea/scenario/deltascenariofactory.hpp>

+ Inheritance diagram for DeltaScenarioFactory:

Public Member Functions

 DeltaScenarioFactory (const boost::shared_ptr< ore::analytics::Scenario > &baseScenario, const boost::shared_ptr< ore::analytics::ScenarioFactory > &scenarioFactory=boost::make_shared< ore::analytics::SimpleScenarioFactory >())
 Constructor.
 
const boost::shared_ptr< ore::analytics::ScenariobuildScenario (QuantLib::Date asof, const std::string &label="", QuantLib::Real numeraire=0.0) const override
 returns a new scenario, using the base scenario as a starting point
 
- Public Member Functions inherited from ScenarioFactory
virtual ~ScenarioFactory ()
 Default destructor.
 
virtual const boost::shared_ptr< ScenariobuildScenario (Date asof, const std::string &label="", Real numeraire=0.0) const =0
 Build a scenario instance without filling it.
 

Detailed Description

Factory class for cloning scenario objects.