Reference manual - version ored_version
An Adjusted In Memory Loader,. More...
#include <ored/marketdata/adjustedinmemoryloader.hpp>
Inheritance diagram for AdjustedInMemoryLoader:Public Member Functions | |
| AdjustedInMemoryLoader (const ore::data::AdjustmentFactors &factors) | |
| virtual void | add (QuantLib::Date date, const std::string &name, QuantLib::Real value) override |
| virtual void | addFixing (QuantLib::Date date, const std::string &name, QuantLib::Real value) override |
| ore::data::AdjustmentFactors | adjustmentFactors () const |
| Public Member Functions inherited from InMemoryLoader | |
| std::vector< QuantLib::ext::shared_ptr< MarketDatum > > | loadQuotes (const QuantLib::Date &d) const override |
| get all quotes, TODO change the return value to std::set | |
| QuantLib::ext::shared_ptr< MarketDatum > | get (const string &name, const QuantLib::Date &d) const override |
| get quote by its unique name, throws if not existent, override in derived classes for performance | |
| std::set< QuantLib::ext::shared_ptr< MarketDatum > > | get (const std::set< std::string > &names, const QuantLib::Date &asof) const override |
| get quotes matching a set of names, this should be overridden in derived classes for performance | |
| std::set< QuantLib::ext::shared_ptr< MarketDatum > > | get (const Wildcard &wildcard, const QuantLib::Date &asof) const override |
| get quotes matching a wildcard, this should be overriden in derived classes for performance | |
| std::set< Fixing > | loadFixings () const override |
| std::set< QuantExt::Dividend > | loadDividends () const override |
| Optional load dividends method. | |
| bool | hasQuotes (const QuantLib::Date &d) const override |
| check if there are quotes for a date | |
| virtual void | addDividend (const QuantExt::Dividend ÷nd) |
| void | reset () |
| Public Member Functions inherited from Loader | |
| virtual bool | has (const std::string &name, const QuantLib::Date &d) const |
| Default implementation, returns false if get throws or returns a null pointer. | |
| virtual QuantLib::ext::shared_ptr< MarketDatum > | get (const std::pair< std::string, bool > &name, const QuantLib::Date &d) const |
| virtual bool | hasFixing (const string &name, const QuantLib::Date &d) const |
| virtual Fixing | getFixing (const string &name, const QuantLib::Date &d) const |
| Default implementation for getFixing. | |
| void | setActualDate (const QuantLib::Date &d) |
| const Date & | actualDate () const |
| std::pair< bool, string > | checkFxDuplicate (const ext::shared_ptr< MarketDatum >, const QuantLib::Date &) |
Additional Inherited Members | |
| Protected Attributes inherited from InMemoryLoader | |
| std::map< QuantLib::Date, std::set< QuantLib::ext::shared_ptr< MarketDatum >, SharedPtrMarketDatumComparator > > | data_ |
| std::set< Fixing > | fixings_ |
| std::set< QuantExt::Dividend > | dividends_ |
| Protected Attributes inherited from Loader | |
| Date | actualDate_ = Date() |
An Adjusted In Memory Loader,.
