Reference manual - version ored_version
Market data loader base class. More...
#include <ored/marketdata/loader.hpp>
Inheritance diagram for Loader:Interface | |
| class | boost::serialization::access |
| Serialization. | |
| Date | actualDate_ = Date() |
| virtual std::vector< boost::shared_ptr< MarketDatum > > | loadQuotes (const QuantLib::Date &) const =0 |
| get all quotes, TODO change the return value to std::set | |
| virtual boost::shared_ptr< MarketDatum > | get (const std::string &name, const QuantLib::Date &d) const |
| get quote by its unique name, throws if not existent, override in derived classes for performance | |
| virtual std::set< boost::shared_ptr< MarketDatum > > | get (const std::set< std::string > &names, const QuantLib::Date &asof) const |
| get quotes matching a set of names, this should be overridden in derived classes for performance | |
| virtual std::set< boost::shared_ptr< MarketDatum > > | get (const Wildcard &wildcard, const QuantLib::Date &asof) const |
| get quotes matching a wildcard, this should be overriden in derived classes for performance | |
| 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 bool | hasQuotes (const QuantLib::Date &d) const |
| check if there are quotes for a date | |
| virtual boost::shared_ptr< MarketDatum > | get (const std::pair< std::string, bool > &name, const QuantLib::Date &d) const |
| virtual std::set< Fixing > | loadFixings () const =0 |
| 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. | |
| virtual std::set< QuantExt::Dividend > | loadDividends () const |
| Optional load dividends method. | |
| void | setActualDate (const QuantLib::Date &d) |
| const Date & | actualDate () const |
Market data loader base class.
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virtual |
Default implementation for get that allows for the market data item to be optional. The first element of the name pair is the name of the market point being sought and the second element of the name pair is a flag to indicate if the market data point is optional, true, or not, false.
d, it is returnedd and it is optional, a warning is logged and a boost::shared_ptr<MarketDatum>() is returnedd and it is not optional, an exception is thrown
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protected |
For lagged market data, where we need to take data from a different date but want to treat it as belonging to the valuation date.