Inheritance diagram for MarketDataLoader:

Public Member Functions
	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 ()

Protected Member Functions
const boost::shared_ptr< MarketDataLoaderImpl > &	impl () const

Protected Attributes
boost::shared_ptr< InputParameters >	inputs_

boost::shared_ptr< ore::data::InMemoryLoader >	loader_

QuoteMap	quotes_

FixingMap	portfolioFixings_

FixingMap	fixings_

Member Function Documentation

◆ populateLoader()

void populateLoader	(	const std::vector< boost::shared_ptr< ore::data::TodaysMarketParameters >> &	todaysMarketParameters,
		const std::set< QuantLib::Date > &	loaderDates
	)

Populate a market data loader. Gathers all the quotes needed based on the configs provided and calls the marketdata and fixing services