ScenarioGenerator Class Reference

Scenario generator base class. More...

#include <orea/scenario/scenariogenerator.hpp>

Inheritance diagram for ScenarioGenerator:

Public Member Functions
virtual	~ScenarioGenerator ()
	Default destructor.
virtual QuantLib::ext::shared_ptr< Scenario >	next (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

reset()

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, ScenarioWriter, ScenarioGeneratorTransform, StaticScenarioGenerator, LgmScenarioGenerator, HistoricalScenarioGeneratorWithFilteredDates, HistoricalScenarioGeneratorRandom, HistoricalScenarioGenerator, CSVScenarioGenerator, CrossAssetModelScenarioGenerator, and ClonedScenarioGenerator.