InMemoryLoader Class Reference

Inheritance diagram for InMemoryLoader:

Public Member Functions
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 (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< 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 &)

Protected Attributes
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()

Friends
class	boost::serialization::access
	Serialization.

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.

get() [1/3]

QuantLib::ext::shared_ptr< MarketDatum > get ( const 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.

loadFixings()

std::set< Fixing > loadFixings ( ) const

overridevirtual

Implements Loader.

loadDividends()

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

overridevirtual

Optional load dividends method.

Reimplemented from Loader.

hasQuotes()

bool hasQuotes ( const QuantLib::Date & d ) const

overridevirtual

check if there are quotes for a date

Reimplemented from Loader.

asofDates()

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

overridevirtual

get set of dates for which quotes are loaded

Implements Loader.