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| CSVLoader () |
| Constructor.
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| CSVLoader (const string &marketFilename, const string &fixingFilename, bool implyTodaysFixings=false) |
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| CSVLoader (const vector< string > &marketFiles, const vector< string > &fixingFiles, bool implyTodaysFixings=false) |
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| CSVLoader (const string &marketFilename, const string &fixingFilename, const string ÷ndFilename, bool implyTodaysFixings=false) |
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| CSVLoader (const vector< string > &marketFiles, const vector< string > &fixingFiles, const vector< string > ÷ndFiles, bool implyTodaysFixings=false) |
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std::vector< boost::shared_ptr< MarketDatum > > | loadQuotes (const QuantLib::Date &) const override |
| get all quotes, TODO change the return value to std::set
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boost::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
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std::set< boost::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
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std::set< boost::shared_ptr< MarketDatum > > | get (const Wildcard &wildcard, const QuantLib::Date &asof) const override |
| get quotes matching a wildcard
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std::set< Fixing > | loadFixings () const override |
| Load fixings.
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std::set< QuantExt::Dividend > | loadDividends () const override |
| Load dividends.
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virtual bool | has (const std::string &name, const QuantLib::Date &d) const |
| Default implementation, returns false if get throws or returns a null pointer.
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virtual bool | hasQuotes (const QuantLib::Date &d) const |
| check if there are quotes for a date
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virtual boost::shared_ptr< MarketDatum > | get (const std::pair< std::string, bool > &name, const QuantLib::Date &d) const |
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virtual bool | hasFixing (const string &name, const QuantLib::Date &d) const |
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virtual Fixing | getFixing (const string &name, const QuantLib::Date &d) const |
| Default implementation for getFixing.
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void | setActualDate (const QuantLib::Date &d) |
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const Date & | actualDate () const |
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Utility class for loading market quotes and fixings from a file.
Data is loaded with the call to the constructor. Inspectors can be called to then retrieve quotes and fixings.
TODO implementation has large overlap with inmemoryloader.?pp, factor this out