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  • #6556

    Dear Roland!

    A small reminder about the discussed (possibly) existing feature of uploading scenarios into ORE (to be used later in risk simulation).


    Roland Lichters

    Hi Roland,

    apologies for the delay on this: That feature has not made it into ORE, but we have come across such a requirement in the past.
    Our solution at the time was adding a new scenario generator class that inherits from ore::analytics::ScenarioGenerator and loads the scenario data from an external source (e.g. a file).


    ScenarioGenerator::next(const Date& d)

    is called, it simply builds a new Scenario with

    const boost::shared_ptr scenario = scenarioFactory_->buildScenario(d);

    and then populates the scenario object with the appropriate data from the external source, using

    scenario->add(key, value);

    So this use case fits quite nicely into ORE’s scenario machinery with very little additional coding.
    I hope this helps.

    Best regards,

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