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

A scenario filter can exclude certain key from updating the scenario. More...

#include <orea/scenario/scenariosimmarket.hpp>

+ Inheritance diagram for ScenarioFilter:

Public Member Functions

virtual bool allow (const RiskFactorKey &key) const
 Allow this key to be updated.
 

Detailed Description

A scenario filter can exclude certain key from updating the scenario.

Override this class with to provide custom filtering, by default all keys are allowed.