BufferedSensitivityStream Class Reference

#include <orea/engine/bufferedsensitivitystream.hpp>

Inheritance diagram for BufferedSensitivityStream:

Collaboration diagram for BufferedSensitivityStream:

Public Member Functions
	BufferedSensitivityStream (const QuantLib::ext::shared_ptr< SensitivityStream > &stream)
SensitivityRecord	next () override
	Returns the next SensitivityRecord in the stream. More...
void	reset () override
	Resets the stream so that SensitivityRecord objects can be streamed again. More...
Public Member Functions inherited from SensitivityStream
virtual	~SensitivityStream ()
	Destructor. More...
virtual SensitivityRecord	next ()=0
	Returns the next SensitivityRecord in the stream. More...
virtual void	reset ()=0
	Resets the stream so that SensitivityRecord objects can be streamed again. More...

Private Attributes
QuantLib::ext::shared_ptr< SensitivityStream >	stream_
std::vector< SensitivityRecord >	buffer_
QuantLib::Size	index_ = QuantLib::Null<QuantLib::Size>()

Detailed Description

Definition at line 30 of file bufferedsensitivitystream.hpp.

Constructor & Destructor Documentation

BufferedSensitivityStream()

BufferedSensitivityStream ( const QuantLib::ext::shared_ptr< SensitivityStream > &  stream )

explicit

Definition at line 24 of file bufferedsensitivitystream.cpp.

    : stream_(stream) {}

Member Function Documentation

next()

SensitivityRecord next ( )

overridevirtual

Returns the next SensitivityRecord in the stream.

Implements SensitivityStream.

Definition at line 27 of file bufferedsensitivitystream.cpp.

                                                  {
    if (index_ == QuantLib::Null<Size>()) {
        buffer_.push_back(stream_->next());
        return buffer_.back();
    }
    if (index_ < buffer_.size()) {
        return buffer_[index_++];
    }
    return {};
}

reset()

void reset ( )

overridevirtual

Resets the stream so that SensitivityRecord objects can be streamed again.

Implements SensitivityStream.

Definition at line 38 of file bufferedsensitivitystream.cpp.

                                      {
    // if next() was never called, we do not switch to the buffered mode
    if (!buffer_.empty())
        index_ = 0;
}

Member Data Documentation

stream_

QuantLib::ext::shared_ptr<SensitivityStream> stream_

private

Definition at line 37 of file bufferedsensitivitystream.hpp.

buffer_

std::vector<SensitivityRecord> buffer_

private

Definition at line 38 of file bufferedsensitivitystream.hpp.

index_

QuantLib::Size index_ = QuantLib::Null<QuantLib::Size>()

private

Definition at line 39 of file bufferedsensitivitystream.hpp.