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.