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Reference manual - version ored_version
ClonedLoader Class Reference
Inheritance diagram for ClonedLoader:

Public Member Functions

 ClonedLoader (const QuantLib::Date &loaderDate, const QuantLib::ext::shared_ptr< Loader > &inLoader)
const QuantLib::Date & getLoaderDate () 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< MarketDatumget (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< FixingloadFixings () 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 (QuantLib::Date date, const string &name, QuantLib::Real value)
virtual void add (const QuantLib::ext::shared_ptr< MarketDatum > &md)
virtual void addFixing (QuantLib::Date date, const string &name, QuantLib::Real value)
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< MarketDatumget (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, stringcheckFxDuplicate (const ext::shared_ptr< MarketDatum >, const QuantLib::Date &)

Protected Attributes

QuantLib::Date loaderDate_
Protected Attributes inherited from InMemoryLoader
std::map< QuantLib::Date, std::set< QuantLib::ext::shared_ptr< MarketDatum >, SharedPtrMarketDatumComparator > > data_
std::set< Fixingfixings_
std::set< QuantExt::Dividend > dividends_
Date actualDate_ = Date()