Uploading scenarios

[Anonymous]

Dear Roland!

A small reminder about the discussed (possibly) existing feature of uploading scenarios into ORE (to be used later in risk simulation).

Regards,
Roland

[Roland Lichters]

Hi Roland,

apologies for the delay on this: That feature has not made it into ORE, but we have come across such a requirement in the past.
Our solution at the time was adding a new scenario generator class that inherits from ore::analytics::ScenarioGenerator and loads the scenario data from an external source (e.g. a file).

When

ScenarioGenerator::next(const Date& d)

is called, it simply builds a new Scenario with

const boost::shared_ptr scenario = scenarioFactory_->buildScenario(d);

and then populates the scenario object with the appropriate data from the external source, using

scenario->add(key, value);

So this use case fits quite nicely into ORE’s scenario machinery with very little additional coding.
I hope this helps.

Best regards,
Roland

[Author]

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