HistoricalScenarioFileReader Class Reference

Class for reading historical scenarios from a csv file. More...

#include <orea/scenario/historicalscenariofilereader.hpp>

Inheritance diagram for HistoricalScenarioFileReader:

Public Member Functions
	HistoricalScenarioFileReader (const std::string &fileName, const boost::shared_ptr< ScenarioFactory > &scenarioFactory)
	~HistoricalScenarioFileReader () override
	Destructor.
bool	next () override
	Return true if there is another Scenario to read and move to it.
QuantLib::Date	date () const override
	Return the current scenario's date if reader is still valid and Null<Date>() otherwise.
boost::shared_ptr< Scenario >	scenario () const override
	Return the current scenario if reader is still valid and nullptr otherwise.
Public Member Functions inherited from HistoricalScenarioReader
virtual	~HistoricalScenarioReader ()
	Destructor.

Detailed Description

Class for reading historical scenarios from a csv file.

Constructor & Destructor Documentation

HistoricalScenarioFileReader()

HistoricalScenarioFileReader	(	const std::string &	fileName,
		const boost::shared_ptr< ScenarioFactory > &	scenarioFactory
	)

Constructor where filename gives the path to the file from which to read the scenarios and scenarioFactory is a factory for building Scenarios