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| SparseNpvCube (const Date &asof, const std::set< std::string > &ids, const std::vector< Date > &dates, Size samples, Size depth, const T &t=T()) |
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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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Date | asof () const override |
| | Return the asof date (T0 date)
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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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Real | getT0 (Size i, Size d) const override |
| | Get a T0 value from the cube using index.
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void | setT0 (Real value, Size i, Size d) override |
| | Set a value in the cube using index.
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Real | get (Size i, Size j, Size k, Size d) const override |
| | Get a value from the cube using index.
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void | set (Real value, Size i, Size j, Size k, Size d) override |
| | Set a value in the cube using index.
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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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| virtual void | remove (Size id) |
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| virtual void | remove (Size id, Size sample) |
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Size | getTradeIndex (const std::string &id) const |
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Inheritance diagram for SparseNpvCube< T >: