SimpleScenarioFactory Class Reference

Factory class for building simple scenario objects. More...

#include <orea/scenario/simplescenariofactory.hpp>

Inheritance diagram for SimpleScenarioFactory:

Public Member Functions
	SimpleScenarioFactory (const bool useCommonSharedDataBlock=false)
	SimpleScenarioFactory (const QuantLib::ext::shared_ptr< SimpleScenario::SharedData > &sharedData)
const QuantLib::ext::shared_ptr< Scenario >	buildScenario (Date asof, bool isAbsolute, const std::string &label="", Real numeraire=0.0) const override
	Build a scenario instance without filling it.
Public Member Functions inherited from ScenarioFactory
virtual	~ScenarioFactory ()
	Default destructor.

Detailed Description

Factory class for building simple scenario objects.

Constructor & Destructor Documentation

SimpleScenarioFactory()

SimpleScenarioFactory ( const bool  useCommonSharedDataBlock = false )

explicit

use shared data block only if it is guarateed that all scenarios created by this factory:

• are all absolute or all relative
• provide values for exactly the same set of risk factor keys
• have the same coordinates for all risk factor keys (if any)