DeltaScenarioFactory Class Reference

Factory class for cloning scenario objects. More...

#include <orea/scenario/deltascenariofactory.hpp>

Inheritance diagram for DeltaScenarioFactory:

Public Member Functions
	DeltaScenarioFactory (const QuantLib::ext::shared_ptr< ore::analytics::Scenario > &baseScenario, const QuantLib::ext::shared_ptr< ore::analytics::ScenarioFactory > &scenarioFactory=QuantLib::ext::make_shared< ore::analytics::SimpleScenarioFactory >(false))
	Constructor.
const QuantLib::ext::shared_ptr< ore::analytics::Scenario >	buildScenario (QuantLib::Date asof, bool isAbsolute, 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 QuantLib::ext::shared_ptr< Scenario >	buildScenario (Date asof, bool isAbsolute, 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.