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| JointNPVSensiCube (const QuantLib::ext::shared_ptr< NPVSensiCube > &cube1, const QuantLib::ext::shared_ptr< NPVSensiCube > &cube2, const std::set< std::string > &ids={}) |
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| JointNPVSensiCube (const std::vector< QuantLib::ext::shared_ptr< NPVSensiCube >> &cubes, const std::set< std::string > &ids={}) |
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Size | numIds () const override |
| Return the length of each dimension.
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Size | numDates () const override |
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Size | samples () const override |
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Size | depth () const override |
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const std::map< std::string, Size > & | idsAndIndexes () const override |
| Get a map of id and their index position in this cube.
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const std::vector< QuantLib::Date > & | dates () const override |
| Get the vector of dates for this cube.
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QuantLib::Date | asof () const override |
| Return the asof date (T0 date)
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Real | getT0 (Size id, Size depth=0) const override |
| Get a T0 value from the cube using index.
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void | setT0 (Real value, Size id, Size depth=0) override |
| Set a value in the cube using index.
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Real | get (Size id, Size date, Size sample, Size depth=0) const override |
| Get a value from the cube using index.
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void | set (Real value, Size id, Size date, Size sample, Size depth=0) override |
| Set a value in the cube using index.
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std::map< QuantLib::Size, QuantLib::Real > | getTradeNPVs (Size tradeIdx) const override |
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std::set< QuantLib::Size > | relevantScenarios () const override |
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void | remove (Size id) override |
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void | remove (Size id, Size sample) override |
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QuantLib::Size | numDates () const override |
| Number of dates in the NPVSensiCube is exactly one i.e. the as of date.
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QuantLib::Size | depth () const override |
| The depth in the NPVSensiCube is exactly one.
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Real | get (QuantLib::Size id, QuantLib::Size sample) const |
| Convenience method to get a value from the cube using id and sample only.
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Real | get (const std::string &id, QuantLib::Size sample) const |
| Convenience method to get a value from the cube using id and sample only.
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void | set (QuantLib::Real value, QuantLib::Size id, QuantLib::Size sample) |
| Convenience method to set a value in the cube using id and sample only.
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void | set (QuantLib::Real value, const std::string &id, QuantLib::Size sample) |
| Convenience method to set a value in the cube using id and sample only.
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Size | getTradeIndex (const std::string &tradeId) const |
| Return the index of the trade in the cube.
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std::map< QuantLib::Size, QuantLib::Real > | getTradeNPVs (const std::string &tradeId) const |
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virtual Real | get (Size id, Size date, Size sample, Size depth=0) const=0 |
| Get a value from the cube using index.
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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.
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virtual void | set (Real value, Size id, Size date, Size sample, Size depth=0)=0 |
| Set a value in the cube using index.
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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.
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| NPVCube () |
| default ctor
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| NPVCube (NPVCube &)=delete |
| Do not allow cube copying.
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NPVCube & | operator= (NPVCube const &)=delete |
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virtual | ~NPVCube () |
| dtor
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const std::set< std::string > | ids () const |
| Get a set of all ids in the cube.
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virtual Real | getT0 (const std::string &id, Size depth=0) const |
| Get a T0 value from the cube using trade id.
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virtual void | setT0 (Real value, const std::string &id, Size depth=0) |
| Set a value in the cube using trade id.
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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.
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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.
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Size | getTradeIndex (const std::string &id) const |
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