MarketDataLoader Class Reference

Inheritance diagram for MarketDataLoader:

Public Member Functions
	MarketDataLoader (const QuantLib::ext::shared_ptr< InputParameters > &inputs, QuantLib::ext::shared_ptr< MarketDataLoaderImpl > impl=nullptr)
virtual void	populateLoader (const std::vector< QuantLib::ext::shared_ptr< ore::data::TodaysMarketParameters > > &todaysMarketParameters, const std::set< QuantLib::Date > &loaderDates)
virtual void	populateLoader (const QuantLib::ext::shared_ptr< ore::data::TodaysMarketParameters > &todaysMarketParameters, const std::set< QuantLib::Date > &loaderDates)
virtual void	populateFixings (const std::vector< QuantLib::ext::shared_ptr< ore::data::TodaysMarketParameters > > &todaysMarketParameters, const std::set< QuantLib::Date > &loaderDates={})
virtual void	addRelevantFixings (const std::pair< std::string, RequiredFixings::FixingDates > &fixing, std::map< std::pair< std::string, QuantLib::Date >, std::set< QuantLib::Date > > &lastAvailableFixingLookupMap)
void	resetLoader ()
	clear the loader
const QuantLib::ext::shared_ptr< ore::data::InMemoryLoader > &	loader () const
	getters
QuoteMap	quotes ()
FixingMap	fixings ()

Protected Member Functions
const QuantLib::ext::shared_ptr< MarketDataLoaderImpl > &	impl () const

Protected Attributes
QuantLib::ext::shared_ptr< InputParameters >	inputs_
QuantLib::ext::shared_ptr< ore::data::InMemoryLoader >	loader_
QuoteMap	quotes_
FixingMap	fixings_

Member Function Documentation

populateLoader()

virtual void populateLoader ( const std::vector< QuantLib::ext::shared_ptr< ore::data::TodaysMarketParameters > > & todaysMarketParameters, const std::set< QuantLib::Date > & loaderDates )

virtual

Populate a market data loader. Gathers all the quotes needed based on the configs provided and calls the marketdata and fixing services

Reimplemented in MarketDataBinaryLoader.