Class for loading historical scenarios. More...

#include <orea/scenario/historicalscenarioloader.hpp>

Public Member Functions
	HistoricalScenarioLoader ()
	Default constructor.

	HistoricalScenarioLoader (const QuantLib::ext::shared_ptr< HistoricalScenarioReader > &scenarioReader, const QuantLib::Date &startDate, const QuantLib::Date &endDate, const QuantLib::Calendar &calendar)

	HistoricalScenarioLoader (const boost::shared_ptr< HistoricalScenarioReader > &scenarioReader, const std::set< QuantLib::Date > &dates)

	HistoricalScenarioLoader (const std::vector< QuantLib::ext::shared_ptr< ore::analytics::Scenario >> &scenarios, const std::set< QuantLib::Date > &dates)

QuantLib::ext::shared_ptr< ore::analytics::Scenario >	getHistoricalScenario (const QuantLib::Date &date) const
	Get a Scenario for a given date.

QuantLib::Size	numScenarios () const
	Number of scenarios.

std::vector< QuantLib::ext::shared_ptr< ore::analytics::Scenario > > &	historicalScenarios ()
	Set historical scenarios.

const std::vector< QuantLib::ext::shared_ptr< ore::analytics::Scenario > > &	historicalScenarios () const
	The historical scenarios.

std::vector< QuantLib::Date > &	dates ()
	Set historical scenario dates.

const std::vector< QuantLib::Date > &	dates () const
	The historical scenario dates.

Protected Attributes
std::vector< QuantLib::ext::shared_ptr< ore::analytics::Scenario > >	historicalScenarios_

std::vector< QuantLib::Date >	dates_

Detailed Description

Class for loading historical scenarios.

Constructor & Destructor Documentation

HistoricalScenarioLoader	(	const QuantLib::ext::shared_ptr< HistoricalScenarioReader > &	scenarioReader,
		const QuantLib::Date &	startDate,
		const QuantLib::Date &	endDate,
		const QuantLib::Calendar &	calendar
	)

Constructor that loads scenarios, read from scenarioReader, between startDate and endDate.

Warning:: The scenarios coming from scenarioReader must be in ascending order. If not, an exception is thrown.

Parameters

scenarioReader	A scenario reader that feeds the loader with scenarios
startDate	The first date to load a a scenario for
endDate	The last date to load a scenario for
calendar	Calendar to use when advancing dates

HistoricalScenarioLoader	(	const boost::shared_ptr< HistoricalScenarioReader > &	scenarioReader,
		const std::set< QuantLib::Date > &	dates
	)

Constructor that loads scenarios, read from scenarioReader, for given dates

Parameters

scenarioReader	A scenario reader that feeds the loader with scenarios
dates	The first date to load a a scenario for

HistoricalScenarioLoader	(	const std::vector< QuantLib::ext::shared_ptr< ore::analytics::Scenario >> &	scenarios,
		const std::set< QuantLib::Date > &	dates
	)

Constructor that loads scenarios from a vector

Parameters

scenarios	A vector of scenarios
dates	The first date to load a a scenario for