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Reference manual - version orea_version
Public Member Functions | List of all members
AggregationScenarioData Class Referenceabstract

Container for storing simulated market data. More...

#include <orea/scenario/aggregationscenariodata.hpp>

+ Inheritance diagram for AggregationScenarioData:

Public Member Functions

 AggregationScenarioData ()
 default ctor
 
 AggregationScenarioData (AggregationScenarioData &)=delete
 Do not allow copying.
 
AggregationScenarioDataoperator= (AggregationScenarioData const &)=delete
 
virtual ~AggregationScenarioData ()
 dtor
 
virtual Size dimDates () const =0
 Return the length of each dimension.
 
virtual Size dimSamples () const =0
 
virtual bool has (const AggregationScenarioDataType &type, const string &qualifier="") const =0
 Check whether data is available for the given type.
 
virtual Real get (Size dateIndex, Size sampleIndex, const AggregationScenarioDataType &type, const string &qualifier="") const =0
 Get a value from the cube.
 
virtual void set (Size dateIndex, Size sampleIndex, Real value, const AggregationScenarioDataType &type, const string &qualifier="")=0
 Set a value in the cube.
 
virtual std::vector< std::pair< AggregationScenarioDataType, std::string > > keys () const =0
 
virtual void set (Real value, const AggregationScenarioDataType &type, const string &qualifier="")
 Set a value in the cube, assumes normal traversal of the cube (dates then samples)
 
virtual void next ()
 Go to the next point on the cube. More...
 

Detailed Description

Container for storing simulated market data.

The indexes for dates and samples are (by convention) the same as in the npv cube

\ingroup scenario

Member Function Documentation

◆ next()

virtual void next ( )
virtual

Go to the next point on the cube.

Go to the next point on the cube, assumes we do date, then samples