JointNPVCube Class Reference

Inheritance diagram for JointNPVCube:

Public Member Functions
	JointNPVCube (const QuantLib::ext::shared_ptr< NPVCube > &cube1, const QuantLib::ext::shared_ptr< NPVCube > &cube2, const std::set< std::string > &ids={}, const bool requireUniqueIds=true, const std::function< Real(Real a, Real x)> &accumulator=[](Real a, Real x) { return a+x;}, const Real accumulatorInit=0.0)
	JointNPVCube (const std::vector< QuantLib::ext::shared_ptr< NPVCube > > &cubes, const std::set< std::string > &ids={}, const bool requireUniqueIds=true, const std::function< Real(Real a, Real x)> &accumulator=[](Real a, Real x) { return a+x;}, const Real accumulatorInit=0.0)
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 id, Size depth=0) const override
	Get a T0 value from the cube using index.
void	setT0 (Real value, Size id, Size depth=0) override
	Set a value in the cube using index.
Real	get (Size id, Size date, Size sample, Size depth=0) const override
	Get a value from the cube using index.
void	set (Real value, Size id, Size date, Size sample, Size depth=0) 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

Constructor & Destructor Documentation

JointNPVCube() [1/2]

JointNPVCube	(	const QuantLib::ext::shared_ptr< NPVCube > &	cube1,
		const QuantLib::ext::shared_ptr< NPVCube > &	cube2,
		const std::set< std::string > &	ids = {},
		const bool	requireUniqueIds = true,
		const std::function< Real(Real a, Real x)> &	accumulator = [](Real a, Real x) { return a+x;},
		const Real	accumulatorInit = 0.0 )

ctor for two input cubes

JointNPVCube() [2/2]

JointNPVCube	(	const std::vector< QuantLib::ext::shared_ptr< NPVCube > > &	cubes,
		const std::set< std::string > &	ids = {},
		const bool	requireUniqueIds = true,
		const std::function< Real(Real a, Real x)> &	accumulator = [](Real a, Real x) { return a+x;},
		const Real	accumulatorInit = 0.0 )

ctor for n input cubes

• If no ids are given, the ids in the input cubes define the ids in the resulting cube. The order is lexicographic. If ids are given they define the ids in the output cube.
• If requireUniqueIds is true, there must be no duplicate ids in the input cubes. If requireUniqueIds is false, they may be duplicate ids in which case get() will return an aggregate of the entries in the input cubes over the matching ids using the accumulator function and accumulator initialization.
• If one id in the result cube corresponds to several input cubes, it is not allowed to call set on this id, this will result in an exception.

Member Function Documentation

numIds()

Size numIds ( ) const

overridevirtual

Return the length of each dimension.

Implements NPVCube.

numDates()

Size numDates ( ) const

overridevirtual

Implements NPVCube.

samples()

Size samples ( ) const

overridevirtual

Implements NPVCube.

depth()

Size depth ( ) const

overridevirtual

Implements NPVCube.

idsAndIndexes()

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

overridevirtual

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

Implements NPVCube.

dates()

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

overridevirtual

Get the vector of dates for this cube.

Implements NPVCube.

asof()

QuantLib::Date asof ( ) const

overridevirtual

Return the asof date (T0 date).

Implements NPVCube.

getT0()

Real getT0 ( Size id, Size depth = 0 ) const

overridevirtual

Get a T0 value from the cube using index.

Implements NPVCube.

setT0()

void setT0 ( Real value, Size id, Size depth = 0 )

overridevirtual

Set a value in the cube using index.

Implements NPVCube.

get()

Real get ( Size id, Size date, Size sample, Size depth = 0 ) const

overridevirtual

Get a value from the cube using index.

Implements NPVCube.

set()

void set ( Real value, Size id, Size date, Size sample, Size depth = 0 )

overridevirtual

Set a value in the cube using index.

Implements NPVCube.

usesDoublePrecision()

bool usesDoublePrecision ( ) const

overridevirtual

Implements NPVCube.