Public Member Functions | |
ClonedScenarioGenerator (const QuantLib::ext::shared_ptr< ScenarioGenerator > &scenarioGenerator, const std::vector< Date > &dates, const Size nSamples) | |
QuantLib::ext::shared_ptr< Scenario > | next (const Date &d) override |
Return the next scenario for the given date. | |
virtual void | reset () override |
Reset the generator so calls to next() return the first scenario. More... | |
Public Member Functions inherited from ScenarioGenerator | |
virtual | ~ScenarioGenerator () |
Default destructor. | |
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overridevirtual |
Reset the generator so calls to next() return the first scenario.
This allows re-generation of scenarios if required.
Implements ScenarioGenerator.