Reference manual - version orea_version
Public Member Functions | List of all members
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< ScenariobuildScenario (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)

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)