ScenarioStatisticsAnalyticImpl Class Reference

Inheritance diagram for ScenarioStatisticsAnalyticImpl:

Public Member Functions
	ScenarioStatisticsAnalyticImpl (const boost::shared_ptr< InputParameters > &inputs)
virtual void	runAnalytic (const boost::shared_ptr< ore::data::InMemoryLoader > &loader, const std::set< std::string > &runTypes={}) override
void	setUpConfigurations () override
boost::shared_ptr< ScenarioGenerator >	scenarioGenerator ()
Public Member Functions inherited from Analytic::Impl
	Impl (const boost::shared_ptr< InputParameters > &inputs)
virtual boost::shared_ptr< ore::data::EngineFactory >	engineFactory ()
	build an engine factory
void	setLabel (const string &label)
const std::string &	label () const
void	setAnalytic (Analytic *analytic)
Analytic *	analytic () const
void	setInputs (const QuantLib::ext::shared_ptr< InputParameters > &inputs)
bool	generateAdditionalResults () const
void	setGenerateAdditionalResults (const bool generateAdditionalResults)

Static Public Attributes
static constexpr const char *	LABEL = "SCENARIO_STATISTICS"

Protected Member Functions
void	buildScenarioSimMarket ()
void	buildCrossAssetModel (bool continueOnError)
void	buildScenarioGenerator (bool continueOnError)

Protected Attributes
boost::shared_ptr< ScenarioSimMarket >	simMarket_
boost::shared_ptr< CrossAssetModel >	model_
boost::shared_ptr< ScenarioGenerator >	scenarioGenerator_
boost::shared_ptr< DateGrid >	grid_
Size	samples_ = 0
Protected Attributes inherited from Analytic::Impl
QuantLib::ext::shared_ptr< InputParameters >	inputs_