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Public Member Functions | List of all members
MarketDataInMemoryLoader Class Reference
+ Inheritance diagram for MarketDataInMemoryLoader:

Public Member Functions

 MarketDataInMemoryLoader (const boost::shared_ptr< InputParameters > &inputs, const std::vector< std::string > &marketData, const std::vector< std::string > &fixingData)
 
- Public Member Functions inherited from MarketDataLoader
 MarketDataLoader (const boost::shared_ptr< InputParameters > &inputs, boost::shared_ptr< MarketDataLoaderImpl > impl)
 
void populateLoader (const std::vector< boost::shared_ptr< ore::data::TodaysMarketParameters >> &todaysMarketParameters, const std::set< QuantLib::Date > &loaderDates)
 
virtual void populateFixings (const std::vector< boost::shared_ptr< ore::data::TodaysMarketParameters >> &todaysMarketParameters, const std::set< QuantLib::Date > &loaderDates={})
 
virtual void addRelevantFixings (const std::pair< std::string, std::set< QuantLib::Date >> &fixing, std::map< std::pair< std::string, QuantLib::Date >, std::set< QuantLib::Date >> &lastAvailableFixingLookupMap)
 
void resetLoader ()
 clear the loader
 
const boost::shared_ptr< ore::data::InMemoryLoader > & loader () const
 getters
 
QuoteMap quotes ()
 

Additional Inherited Members

- Protected Member Functions inherited from MarketDataLoader
const boost::shared_ptr< MarketDataLoaderImpl > & impl () const
 
- Protected Attributes inherited from MarketDataLoader
boost::shared_ptr< InputParametersinputs_
 
boost::shared_ptr< ore::data::InMemoryLoaderloader_
 
QuoteMap quotes_
 
FixingMap portfolioFixings_
 
FixingMap fixings_