Reference manual - version orea_version
JaggedCube stores the cube in memory using a vector of trade specific blocks. More...
#include <orea/cube/jaggedcube.hpp>
Inheritance diagram for JaggedCube< T >:Public Member Functions | |
| JaggedCube (Date asof, QuantLib::ext::shared_ptr< ore::data::Portfolio > &portfolio, const vector< Date > &dates, Size samples, Size depth) | |
| JaggedCube (Date asof, QuantLib::ext::shared_ptr< ore::data::Portfolio > &portfolio, const vector< Date > &dates, Size samples, const DepthCalculator &dc) | |
| void | init (Date asof, QuantLib::ext::shared_ptr< ore::data::Portfolio > &portfolio, const vector< Date > &dates, Size samples, const DepthCalculator &dc) |
| Size | numIds () const override |
| Return the length of each dimension. | |
| Size | numDates () const override |
| Size | samples () const override |
| Size | depth () const override |
| Real | avgDateLen () const |
| Real | avgDepth () const |
| const std::map< std::string, Size > & | idsAndIndexes () const override |
| Get the vector of ids for this cube. | |
| const std::vector< QuantLib::Date > & | dates () const override |
| Get the vector of dates for this cube. | |
| QuantLib::Date | asof () const override |
| Return the asof date (T0 date) | |
| Real | getT0 (Size i, Size d) const override |
| Get a T0 value from the cube. | |
| void | setT0 (Real value, Size i, Size d) override |
| Set a value in the cube. | |
| Real | get (Size i, Size j, Size k, Size d) const override |
| Get a value from the cube. | |
| void | set (Real value, Size i, Size j, Size k, Size d) override |
| Set a value in the cube. | |
| Public Member Functions inherited from NPVCube | |
| NPVCube () | |
| default ctor | |
| NPVCube (NPVCube &)=delete | |
| Do not allow cube copying. | |
| NPVCube & | operator= (NPVCube const &)=delete |
| virtual | ~NPVCube () |
| dtor | |
| const std::set< std::string > | ids () const |
| Get a set of all ids in the cube. | |
| virtual Real | getT0 (const std::string &id, Size depth=0) const |
| Get a T0 value from the cube using trade id. | |
| virtual void | setT0 (Real value, const std::string &id, Size depth=0) |
| Set a value in the cube using trade id. | |
| virtual Real | get (const std::string &id, const QuantLib::Date &date, Size sample, Size depth=0) const |
| Get a value from the cube using trade id and date. | |
| virtual void | set (Real value, const std::string &id, const QuantLib::Date &date, Size sample, Size depth=0) |
| Set a value in the cube using trade id and date. | |
| virtual void | remove (Size id) |
| virtual void | remove (Size id, Size sample) |
| Size | getTradeIndex (const std::string &id) const |
Protected Member Functions | |
| void | check (Size i, Size j, Size k, Size d) const |
| Protected Member Functions inherited from NPVCube | |
| virtual Size | index (const std::string &id) const |
| virtual Size | index (const QuantLib::Date &date) const |
Friends | |
| class | boost::serialization::access |
JaggedCube stores the cube in memory using a vector of trade specific blocks.
JaggedCube stores the cube in memory using a vector of trade specific blocks to allow both single and double precision implementations.
