InMemoryLoader Class Reference

Inheritance diagram for InMemoryLoader:

Public Member Functions
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< 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< 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
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	add (QuantLib::Date date, const string &name, QuantLib::Real value)
virtual void	addFixing (QuantLib::Date date, const string &name, QuantLib::Real value)
virtual void	addDividend (const QuantExt::Dividend &dividend)
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 boost::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

Protected Attributes
std::map< QuantLib::Date, std::set< boost::shared_ptr< MarketDatum >, SharedPtrMarketDatumComparator > >	data_
std::set< Fixing >	fixings_
std::set< QuantExt::Dividend >	dividends_
Protected Attributes inherited from Loader
Date	actualDate_ = Date()