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

Public Member Functions

 CompositeLoader (const QuantLib::ext::shared_ptr< Loader > &a, const QuantLib::ext::shared_ptr< Loader > &b)
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
std::set< QuantLib::Date > asofDates () const override
 get set of dates for which quotes are loaded
QuantLib::ext::shared_ptr< MarketDatumget (const std::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
bool has (const std::string &name, const QuantLib::Date &d) const override
 Default implementation, returns false if get throws or returns a null pointer.
std::set< FixingloadFixings () const override
std::set< QuantExt::Dividend > loadDividends () const override
 Optional load dividends method.
virtual bool hasQuotes (const QuantLib::Date &d) const
 check if there are quotes for a date
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 &)

Additional Inherited Members

Date actualDate_ = Date()

Member Function Documentation

◆ loadQuotes()

std::vector< QuantLib::ext::shared_ptr< MarketDatum > > loadQuotes ( const QuantLib::Date & ) const
overridevirtual

get all quotes, TODO change the return value to std::set

Implements Loader.

◆ asofDates()

std::set< QuantLib::Date > asofDates ( ) const
overridevirtual

get set of dates for which quotes are loaded

Implements Loader.

◆ get() [1/3]

QuantLib::ext::shared_ptr< MarketDatum > get ( const std::string & name,
const QuantLib::Date & d ) const
overridevirtual

get quote by its unique name, throws if not existent, override in derived classes for performance

Reimplemented from Loader.

◆ get() [2/3]

std::set< QuantLib::ext::shared_ptr< MarketDatum > > get ( const std::set< std::string > & names,
const QuantLib::Date & asof ) const
overridevirtual

get quotes matching a set of names, this should be overridden in derived classes for performance

Reimplemented from Loader.

◆ get() [3/3]

std::set< QuantLib::ext::shared_ptr< MarketDatum > > get ( const Wildcard & wildcard,
const QuantLib::Date & asof ) const
overridevirtual

get quotes matching a wildcard, this should be overriden in derived classes for performance

Reimplemented from Loader.

◆ has()

bool has ( const std::string & name,
const QuantLib::Date & d ) const
overridevirtual

Default implementation, returns false if get throws or returns a null pointer.

Reimplemented from Loader.

◆ loadFixings()

std::set< Fixing > loadFixings ( ) const
overridevirtual

Implements Loader.

◆ loadDividends()

std::set< QuantExt::Dividend > loadDividends ( ) const
overridevirtual

Optional load dividends method.

Reimplemented from Loader.