Public Member Functions | |
ScenarioGeneratorTransform (QuantLib::ext::shared_ptr< ScenarioGenerator > &scenarioGenerator, const QuantLib::ext::shared_ptr< ScenarioSimMarket > &simMarket, const QuantLib::ext::shared_ptr< ScenarioSimMarketParameters > &simMarketConfig) | |
QuantLib::ext::shared_ptr< Scenario > | next (const QuantLib::Date &d) override |
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. | |
virtual QuantLib::ext::shared_ptr< Scenario > | next (const Date &d)=0 |
Return the next scenario for the given date. | |
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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.