InMemoryCube of variable depth. More...

#include <orea/cube/inmemorycube.hpp>

Inheritance diagram for InMemoryCubeN< T >:

Collaboration diagram for InMemoryCubeN< T >:

Public Member Functions
	InMemoryCubeN (const Date &asof, const std::set< std::string > &ids, const vector< Date > &dates, Size samples, Size depth, const T &t=T())
	ctor More...

	InMemoryCubeN ()
	default More...

Size	depth () const override
	Depth. More...

virtual Real	getT0 (Size i, Size d) const override
	Get a T0 value from the cube. More...

virtual void	setT0 (Real value, Size i, Size d) override
	Set a value in the cube. More...

Real	get (Size i, Size j, Size k, Size d) const override
	Get a value from the cube. More...

void	set (Real value, Size i, Size j, Size k, Size d) override
	Set a value in the cube. More...

Public Member Functions inherited from InMemoryCubeBase< vector< T > >
	InMemoryCubeBase (const Date &asof, const std::set< std::string > &ids, const vector< Date > &dates, Size samples, const vector< T > &t=vector< T >())
	default ctor More...

	InMemoryCubeBase ()
	default constructor More...

Size	numIds () const override
	Return the length of each dimension. More...

Size	numDates () const override

virtual Size	samples () const override

const std::map< std::string, Size > &	idsAndIndexes () const override
	Return a map of all ids and their position in the cube. More...

const std::vector< QuantLib::Date > &	dates () const override
	Get the vector of dates for this cube. More...

QuantLib::Date	asof () const override
	Return the asof date (T0 date) More...

Public Member Functions inherited from NPVCube
	NPVCube ()
	default ctor More...

	NPVCube (NPVCube &)=delete
	Do not allow cube copying. More...

NPVCube &	operator= (NPVCube const &)=delete

virtual	~NPVCube ()
	dtor More...

virtual Size	numIds () const =0
	Return the length of each dimension. More...

virtual Size	numDates () const =0

virtual Size	samples () const =0

virtual Size	depth () const =0

virtual const std::map< std::string, Size > &	idsAndIndexes () const =0
	Get a map of id and their index position in this cube. More...

const std::set< std::string >	ids () const
	Get a set of all ids in the cube. More...

virtual const std::vector< QuantLib::Date > &	dates () const =0
	Get the vector of dates for this cube. More...

virtual QuantLib::Date	asof () const =0
	Return the asof date (T0 date) More...

virtual Real	getT0 (Size id, Size depth=0) const =0
	Get a T0 value from the cube using index. More...

virtual Real	getT0 (const std::string &id, Size depth=0) const
	Get a T0 value from the cube using trade id. More...

virtual void	setT0 (Real value, Size id, Size depth=0)=0
	Set a value in the cube using index. More...

virtual void	setT0 (Real value, const std::string &id, Size depth=0)
	Set a value in the cube using trade id. More...

virtual Real	get (Size id, Size date, Size sample, Size depth=0) const =0
	Get a value from the cube using index. More...

virtual void	set (Real value, Size id, Size date, Size sample, Size depth=0)=0
	Set a value in the cube using index. More...

virtual Real	get (const std::string &id, const QuantLib::Date &date, Size sample, Size depth=0) const
	Get a value from the cube using trade id and date. More...

virtual void	set (Real value, const std::string &id, const QuantLib::Date &date, Size sample, Size depth=0)
	Set a value in the cube using trade id and date. More...

virtual void	remove (Size id)

virtual void	remove (Size id, Size sample)

Size	getTradeIndex (const std::string &id) const

Additional Inherited Members
Protected Member Functions inherited from InMemoryCubeBase< vector< T > >
void	check (Size i, Size j, Size k, Size d) const

Protected Member Functions inherited from NPVCube
virtual Size	index (const std::string &id) const

virtual Size	index (const QuantLib::Date &date) const

Protected Attributes inherited from InMemoryCubeBase< vector< T > >
QuantLib::Date	asof_

vector< QuantLib::Date >	dates_

Size	samples_

vector< vector< T > >	t0Data_

vector< vector< vector< vector< T > > > >	data_

std::map< std::string, Size >	idIdx_

Detailed Description

template<typename T>
class ore::analytics::InMemoryCubeN< T >

InMemoryCube of variable depth.

This implementation stores a vector an InMemoryCubeBase

Definition at line 145 of file inmemorycube.hpp.

Constructor & Destructor Documentation

◆ InMemoryCubeN() [1/2]

InMemoryCubeN	(	const Date &	asof,
		const std::set< std::string > &	ids,
		const vector< Date > &	dates,
		Size	samples,
		Size	depth,
		const T &	t = `T()`
	)

ctor

Definition at line 148 of file inmemorycube.hpp.

150 : InMemoryCubeBase<vector<T>>(asof, ids, dates, samples, vector<T>(depth, t)) {}

ore::analytics::InMemoryCubeBase< vector< T > >::samples

virtual Size samples() const override

Definition: inmemorycube.hpp:73

ore::analytics::InMemoryCubeBase< vector< T > >::dates

const std::vector< QuantLib::Date > & dates() const override

Get the vector of dates for this cube.

Definition: inmemorycube.hpp:78

ore::analytics::InMemoryCubeBase< vector< T > >::asof

QuantLib::Date asof() const override

Return the asof date (T0 date)

Definition: inmemorycube.hpp:81

ore::analytics::InMemoryCubeN::depth

Size depth() const override

Depth.

Definition: inmemorycube.hpp:156

ore::analytics::NPVCube::ids

const std::set< std::string > ids() const

Get a set of all ids in the cube.

Definition: npvcube.hpp:75

◆ InMemoryCubeN() [2/2]

InMemoryCubeN ( )

default

Definition at line 153 of file inmemorycube.hpp.

153{}

Member Function Documentation

◆ depth()

Size depth ( ) const

overridevirtual

Depth.

Implements NPVCube.

Definition at line 156 of file inmemorycube.hpp.

156{ return this->data_[0][0][0].size(); } // we don't want any members in this class

ore::analytics::InMemoryCubeBase< vector< T > >::data_

vector< vector< vector< vector< T > > > > data_

Definition: inmemorycube.hpp:95

◆ getT0()

virtual Real getT0	(	Size	i,
		Size	d
	)		const

overridevirtual

Get a T0 value from the cube.

Implements NPVCube.

Definition at line 159 of file inmemorycube.hpp.

                                                      {
        this->check(i, 0, 0, d);
        return this->t0Data_[i][d];
    }

◆ setT0()

virtual void setT0	(	Real	value,
		Size	i,
		Size	d
	)

overridevirtual

Set a value in the cube.

Implements NPVCube.

Definition at line 165 of file inmemorycube.hpp.

                                                            {
        this->check(i, 0, 0, d);
        this->t0Data_[i][d] = static_cast<T>(value);
    }

◆ get()

Real get	(	Size	i,
		Size	j,
		Size	k,
		Size	d
	)		const

overridevirtual

Get a value from the cube.

Implements NPVCube.

Definition at line 171 of file inmemorycube.hpp.

                                                            {
        this->check(i, j, k, d);
        return this->data_[i][j][k][d];
    }

◆ set()

void set	(	Real	value,
		Size	i,
		Size	j,
		Size	k,
		Size	d
	)

overridevirtual

Set a value in the cube.

Implements NPVCube.

Definition at line 177 of file inmemorycube.hpp.

                                                                  {
        this->check(i, j, k, d);
        this->data_[i][j][k][d] = static_cast<T>(value);
    }

Public Member Functions

Additional Inherited Members

Detailed Description

Constructor & Destructor Documentation

◆ InMemoryCubeN() [1/2]

◆ InMemoryCubeN() [2/2]

Member Function Documentation

◆ depth()

◆ getT0()

◆ setT0()

◆ get()

◆ set()