ScenarioGeneratorBuilder Class Reference

Build a ScenarioGenerator. More...

#include <orea/scenario/scenariogeneratorbuilder.hpp>

Public Member Functions
	ScenarioGeneratorBuilder ()
	Default constructor.
	ScenarioGeneratorBuilder (QuantLib::ext::shared_ptr< ScenarioGeneratorData > data)
	Constructor.
QuantLib::ext::shared_ptr< ScenarioGenerator >	build (QuantLib::ext::shared_ptr< QuantExt::CrossAssetModel > model, QuantLib::ext::shared_ptr< ScenarioFactory > sf, QuantLib::ext::shared_ptr< ScenarioSimMarketParameters > marketConfig, Date asof, QuantLib::ext::shared_ptr< ore::data::Market > initMarket, const std::string &configuration=ore::data::Market::defaultConfiguration, const QuantLib::ext::shared_ptr< PathGeneratorFactory > &pf=QuantLib::ext::make_shared< MultiPathGeneratorFactory >())
	Build function.

Detailed Description

Build a ScenarioGenerator.

ScenarioGeneratorBuilder builds a scenario generator based on the settings provided via the ScenarioGeneratorData object

• state process
• simulation date grid
• multipath generator
• scenario factory
• fixing method