Base Class for reading historical scenarios. More...

#include <orea/scenario/historicalscenarioreader.hpp>

Inheritance diagram for HistoricalScenarioReader:

Public Member Functions
virtual	~HistoricalScenarioReader ()
	Destructor.

virtual bool	next ()=0
	Return true if there is another Scenario to read and move to it.

virtual QuantLib::Date	date () const =0
	Return the current scenario's date if reader is still valid and `Null<Date>()` otherwise.

virtual QuantLib::ext::shared_ptr< ore::analytics::Scenario >	scenario () const =0
	Return the current scenario if reader is still valid and `nullptr` otherwise.

virtual void	load (const QuantLib::ext::shared_ptr< ore::analytics::ScenarioSimMarketParameters > &simParams, const QuantLib::ext::shared_ptr< ore::data::TodaysMarketParameters > &marketParams)

Detailed Description

Base Class for reading historical scenarios.

Member Function Documentation

virtual void load	(	const QuantLib::ext::shared_ptr< ore::analytics::ScenarioSimMarketParameters > &	simParams,
		const QuantLib::ext::shared_ptr< ore::data::TodaysMarketParameters > &	marketParams
	)

virtual

Parameters

simParams	Simulation parameters - to provide list of curves to request
marketParams	Todays market params to provide the discount curves