Build a ScenarioGenerator. More...
#include <orea/scenario/scenariogeneratorbuilder.hpp>
Public Member Functions | |
ScenarioGeneratorBuilder () | |
Default constructor. | |
ScenarioGeneratorBuilder (boost::shared_ptr< ScenarioGeneratorData > data) | |
Constructor. | |
boost::shared_ptr< ScenarioGenerator > | build (boost::shared_ptr< QuantExt::CrossAssetModel > model, boost::shared_ptr< ScenarioFactory > sf, boost::shared_ptr< ScenarioSimMarketParameters > marketConfig, Date asof, boost::shared_ptr< ore::data::Market > initMarket, const std::string &configuration=ore::data::Market::defaultConfiguration, const boost::shared_ptr< PathGeneratorFactory > &pf=boost::make_shared< MultiPathGeneratorFactory >()) |
Build function. | |
Build a ScenarioGenerator.
ScenarioGeneratorBuilder builds a scenario generator based on the settings provided via the ScenarioGeneratorData object