Logo
Reference manual - version ored_version
Public Member Functions | List of all members
CompositeLoader Class Reference
+ Inheritance diagram for CompositeLoader:

Public Member Functions

 CompositeLoader (const boost::shared_ptr< Loader > &a, const boost::shared_ptr< Loader > &b)
 
std::vector< boost::shared_ptr< MarketDatum > > loadQuotes (const QuantLib::Date &d) const override
 get all quotes, TODO change the return value to std::set
 
boost::shared_ptr< MarketDatumget (const std::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< 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
 
std::set< boost::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
 
bool has (const std::string &name, const QuantLib::Date &d) const override
 Default implementation, returns false if get throws or returns a null pointer.
 
std::set< FixingloadFixings () const override
 
std::set< QuantExt::DividendloadDividends () const override
 Optional load dividends method.
 
- Public Member Functions inherited from Loader
virtual bool hasQuotes (const QuantLib::Date &d) const
 check if there are quotes for a date
 
virtual boost::shared_ptr< MarketDatumget (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
 

Additional Inherited Members

- Protected Attributes inherited from Loader
Date actualDate_ = Date()