InMemoryCubeOpt< T > Class Template Reference

Inheritance diagram for InMemoryCubeOpt< T >:

Public Member Functions
	InMemoryCubeOpt (const Date &asof, const std::set< std::string > &ids, const std::vector< Date > &dates, Size samples, const T &t=T())
	InMemoryCubeOpt (const Date &asof, const std::set< std::string > &ids, const std::vector< Date > &dates, Size samples, Size depth, const T &t=T())
Size	numIds () const override
	Return the length of each dimension.
Size	numDates () const override
Size	samples () const override
Size	depth () const override
const std::map< std::string, Size > &	idsAndIndexes () const override
	Get a map of id and their index position in this cube.
const std::vector< QuantLib::Date > &	dates () const override
	Get the vector of dates for this cube.
QuantLib::Date	asof () const override
	Return the asof date (T0 date).
Real	getT0 (Size i, Size d) const override
	Get a T0 value from the cube using index.
void	setT0 (Real value, Size i, Size d) override
	Set a value in the cube using index.
Real	get (Size i, Size j, Size k, Size d) const override
	Get a value from the cube using index.
void	set (Real value, Size i, Size j, Size k, Size d) override
	Set a value in the cube using index.
bool	usesDoublePrecision () const override
Public Member Functions inherited from NPVCube
	NPVCube ()
	default ctor
	NPVCube (NPVCube &)=delete
	Do not allow cube copying.
NPVCube &	operator= (NPVCube const &)=delete
virtual	~NPVCube ()
	dtor
const std::set< std::string >	ids () const
	Get a set of all ids in the cube.
virtual Real	getT0 (const std::string &id, Size depth=0) const
	Get a T0 value from the cube using trade id.
virtual void	setT0 (Real value, const std::string &id, Size depth=0)
	Set a value in the cube using trade id.
virtual Real	get (const std::string &id, const QuantLib::Date &date, Size sample, Size depth=0) const
	Get a value from the cube using trade id and date.
virtual void	set (Real value, const std::string &id, const QuantLib::Date &date, Size sample, Size depth=0)
	Set a value in the cube using trade id and date.
virtual void	removeT0 (Size id)
virtual void	remove (Size id, Size sample, bool setToT0Value)
Size	getTradeIndex (const std::string &id) const
Size	getDateIndex (const QuantLib::Date &date) const

Additional Inherited Members
Protected Member Functions inherited from NPVCube
virtual Size	index (const std::string &id) const
virtual Size	index (const QuantLib::Date &date) const

Member Function Documentation

numIds()

template<typename T>

Size numIds ( ) const

overridevirtual

Return the length of each dimension.

Implements NPVCube.

numDates()

template<typename T>

Size numDates ( ) const

overridevirtual

Implements NPVCube.

samples()

template<typename T>

Size samples ( ) const

overridevirtual

Implements NPVCube.

depth()

template<typename T>

Size depth ( ) const

overridevirtual

Implements NPVCube.

idsAndIndexes()

template<typename T>

const std::map< std::string, Size > & idsAndIndexes ( ) const

overridevirtual

Get a map of id and their index position in this cube.

Implements NPVCube.

dates()

template<typename T>

const std::vector< QuantLib::Date > & dates ( ) const

overridevirtual

Get the vector of dates for this cube.

Implements NPVCube.

asof()

template<typename T>

QuantLib::Date asof ( ) const

overridevirtual

Return the asof date (T0 date).

Implements NPVCube.

getT0()

template<typename T>

Real getT0 ( Size id, Size depth ) const

overridevirtual

Get a T0 value from the cube using index.

Implements NPVCube.

setT0()

template<typename T>

void setT0 ( Real value, Size id, Size depth )

overridevirtual

Set a value in the cube using index.

Implements NPVCube.

get()

template<typename T>

Real get ( Size id, Size date, Size sample, Size depth ) const

overridevirtual

Get a value from the cube using index.

Implements NPVCube.

set()

template<typename T>

void set ( Real value, Size id, Size date, Size sample, Size depth )

overridevirtual

Set a value in the cube using index.

Implements NPVCube.

usesDoublePrecision()

template<typename T>

bool usesDoublePrecision ( ) const

overridevirtual

Implements NPVCube.