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

Scenario generator base class. More...

#include <orea/scenario/scenariogenerator.hpp>

+ Inheritance diagram for ScenarioGenerator:

Public Member Functions

virtual ~ScenarioGenerator ()
 Default destructor.
 
virtual boost::shared_ptr< Scenarionext (const Date &d)=0
 Return the next scenario for the given date.
 
virtual void reset ()=0
 Reset the generator so calls to next() return the first scenario. More...
 

Detailed Description

Scenario generator base class.

Member Function Documentation

virtual void reset ( )
pure virtual

Reset the generator so calls to next() return the first scenario.

This allows re-generation of scenarios if required.

Implemented in ShiftScenarioGenerator, CrossAssetModelScenarioGenerator, LgmScenarioGenerator, and ScenarioWriter.