An Adjusted In Memory Loader,. More...

#include <ored/marketdata/adjustedinmemoryloader.hpp>

Inheritance diagram for AdjustedInMemoryLoader:

Public Member Functions
	AdjustedInMemoryLoader (const ore::data::AdjustmentFactors &factors)
void	add (QuantLib::Date date, const std::string &name, QuantLib::Real value) override
void	addFixing (QuantLib::Date date, const std::string &name, QuantLib::Real value) override
ore::data::AdjustmentFactors	adjustmentFactors () const
Public Member Functions inherited from InMemoryLoader
std::vector< QuantLib::ext::shared_ptr< MarketDatum > >	loadQuotes (const QuantLib::Date &d) const override
	get all quotes, TODO change the return value to std::set
QuantLib::ext::shared_ptr< MarketDatum >	get (const string &name, const QuantLib::Date &d) const override
	get quote by its unique name, throws if not existent, override in derived classes for performance
std::set< QuantLib::ext::shared_ptr< MarketDatum > >	get (const std::set< std::string > &names, const QuantLib::Date &asof) const override
	get quotes matching a set of names, this should be overridden in derived classes for performance
std::set< QuantLib::ext::shared_ptr< MarketDatum > >	get (const Wildcard &wildcard, const QuantLib::Date &asof) const override
	get quotes matching a wildcard, this should be overriden in derived classes for performance
std::set< Fixing >	loadFixings () const override
std::set< QuantExt::Dividend >	loadDividends () const override
	Optional load dividends method.
bool	hasQuotes (const QuantLib::Date &d) const override
	check if there are quotes for a date
std::set< QuantLib::Date >	asofDates () const override
	get set of dates for which quotes are loaded
virtual void	add (const QuantLib::ext::shared_ptr< MarketDatum > &md)
virtual void	addDividend (const QuantExt::Dividend &dividend)
void	reset ()
virtual bool	has (const std::string &name, const QuantLib::Date &d) const
	Default implementation, returns false if get throws or returns a null pointer.
virtual QuantLib::ext::shared_ptr< MarketDatum >	get (const std::pair< std::string, bool > &name, const QuantLib::Date &d) const
virtual bool	hasFixing (const string &name, const QuantLib::Date &d) const
virtual Fixing	getFixing (const string &name, const QuantLib::Date &d) const
	Default implementation for getFixing.
void	setActualDate (const QuantLib::Date &d)
const Date &	actualDate () const
std::pair< bool, string >	checkFxDuplicate (const ext::shared_ptr< MarketDatum >, const QuantLib::Date &)

Additional Inherited Members
Protected Attributes inherited from InMemoryLoader
std::map< QuantLib::Date, std::set< QuantLib::ext::shared_ptr< MarketDatum >, SharedPtrMarketDatumComparator > >	data_
std::set< Fixing >	fixings_
std::set< QuantExt::Dividend >	dividends_
Date	actualDate_ = Date()

Detailed Description

An Adjusted In Memory Loader,.

Member Function Documentation

◆ add()

void add	(	QuantLib::Date	date,
		const std::string &	name,
		QuantLib::Real	value )

overridevirtual

Reimplemented from InMemoryLoader.

◆ addFixing()

void addFixing	(	QuantLib::Date	date,
		const std::string &	name,
		QuantLib::Real	value )