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MarketDataInMemoryLoaderImpl Class Reference
+ Inheritance diagram for MarketDataInMemoryLoaderImpl:

Public Member Functions

 MarketDataInMemoryLoaderImpl (const boost::shared_ptr< InputParameters > &inputs, const std::vector< std::string > &marketData, const std::vector< std::string > &fixingData)
 
void loadCorporateActionData (boost::shared_ptr< ore::data::InMemoryLoader > &loader, const std::map< std::string, std::string > &equities) override
 load corporate action data
 
void retrieveMarketData (const boost::shared_ptr< ore::data::InMemoryLoader > &loader, const ore::analytics::QuoteMap &quotes, const QuantLib::Date &marketDate) override
 retrieve market data
 
void retrieveFixings (const boost::shared_ptr< ore::data::InMemoryLoader > &loader, ore::analytics::FixingMap fixings={}, std::map< std::pair< std::string, QuantLib::Date >, std::set< QuantLib::Date >> lastAvailableFixingLookupMap={}) override
 retrieve fixings