JaggedCube< T > Class Template Reference

JaggedCube stores the cube in memory using a vector of trade specific blocks. More...

#include <orea/cube/jaggedcube.hpp>

Inheritance diagram for JaggedCube< T >:

Public Member Functions
	JaggedCube (Date asof, QuantLib::ext::shared_ptr< ore::data::Portfolio > &portfolio, const vector< Date > &dates, Size samples, Size depth)
	JaggedCube (Date asof, QuantLib::ext::shared_ptr< ore::data::Portfolio > &portfolio, const vector< Date > &dates, Size samples, const DepthCalculator &dc)
void	init (Date asof, QuantLib::ext::shared_ptr< ore::data::Portfolio > &portfolio, const vector< Date > &dates, Size samples, const DepthCalculator &dc)
Size	numIds () const override
	Return the length of each dimension.
Size	numDates () const override
Size	samples () const override
Size	depth () const override
Real	avgDateLen () const
Real	avgDepth () const
const std::map< std::string, Size > &	idsAndIndexes () const override
	Get the vector of ids for 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.
void	setT0 (Real value, Size i, Size d) override
	Set a value in the cube.
Real	get (Size i, Size j, Size k, Size d) const override
	Get a value from the cube.
void	set (Real value, Size i, Size j, Size k, Size d) override
	Set a value in the cube.
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

Protected Member Functions
void	check (Size i, Size j, Size k, Size d) const
Protected Member Functions inherited from NPVCube
virtual Size	index (const std::string &id) const
virtual Size	index (const QuantLib::Date &date) const

Friends
class	boost::serialization::access

Detailed Description

template<typename T>
class ore::analytics::JaggedCube< T >

JaggedCube stores the cube in memory using a vector of trade specific blocks.

JaggedCube stores the cube in memory using a vector of trade specific blocks to allow both single and double precision implementations.

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 the vector of ids for 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 i, Size d ) const

overridevirtual

Get a T0 value from the cube.

Implements NPVCube.

setT0()

template<typename T>

void setT0 ( Real value, Size i, Size d )

overridevirtual

Set a value in the cube.

Implements NPVCube.

get()

template<typename T>

Real get ( Size i, Size j, Size k, Size d ) const

overridevirtual

Get a value from the cube.

Implements NPVCube.

set()

template<typename T>

void set ( Real value, Size i, Size j, Size k, Size d )

overridevirtual

Set a value in the cube.

Implements NPVCube.

usesDoublePrecision()

template<typename T>

bool usesDoublePrecision ( ) const

overridevirtual

Implements NPVCube.