Container for storing simulated market data. More...
#include <orea/scenario/aggregationscenariodata.hpp>
Public Member Functions | |
AggregationScenarioData () | |
default ctor | |
AggregationScenarioData (AggregationScenarioData &)=delete | |
Do not allow copying. | |
AggregationScenarioData & | operator= (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... | |
Container for storing simulated market data.
The indexes for dates and samples are (by convention) the same as in the npv cube
\ingroup scenario
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virtual |
Go to the next point on the cube.
Go to the next point on the cube, assumes we do date, then samples