TradeBlock< T > Class Template Reference

#include <orea/cube/jaggedcube.hpp>

Collaboration diagram for TradeBlock< T >:

Public Member Functions
	TradeBlock ()
	TradeBlock (Size inputDates, Size inputDepth, Size samples)
Size	index (Size date, Size dep, Size sample) const
Size	indexT0 (Size dep) const
bool	isValid (Size date, Size dep, Size sample) const
bool	isValidT0 (Size dep) const
Real	getT0 (Size dep) const
void	setT0 (Real value, Size dep)
Real	get (Size date, Size sample, Size dep) const
void	set (Real value, Size date, Size sample, Size dep)

Private Member Functions
template<class Archive >
void	serialize (Archive &ar, const unsigned int)

Private Attributes
Size	dateLen_
Size	depth_
Size	samples_
vector< T >	data_

Friends
class	boost::serialization::access

Detailed Description

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

Definition at line 43 of file jaggedcube.hpp.

Constructor & Destructor Documentation

TradeBlock() [1/2]

TradeBlock

(

)

Definition at line 51 of file jaggedcube.hpp.

: dateLen_(0), depth_(0), samples_(0), data_() {}

TradeBlock() [2/2]

TradeBlock	(	Size	inputDates,
		Size	inputDepth,
		Size	samples
	)

Definition at line 53 of file jaggedcube.hpp.

        : dateLen_(inputDates), depth_(inputDepth), samples_(samples) {
        Size len = (1 + (dateLen_ * samples_)) * depth_;
        data_ = vector<T>(len, T());
    }

Member Function Documentation

index()

Size index	(	Size	date,
		Size	dep,
		Size	sample
	)		const

Definition at line 59 of file jaggedcube.hpp.

                                                       {
        // calculate index of element
        return depth_ + // T0 block
               dep + (sample * depth_) + (date * depth_ * samples_);
    }

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indexT0()

Size indexT0

(

Size

dep

)

const

Definition at line 65 of file jaggedcube.hpp.

{ return dep; }

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isValid()

bool isValid	(	Size	date,
		Size	dep,
		Size	sample
	)		const

Definition at line 67 of file jaggedcube.hpp.

                                                         {
        // return true if this is valid
        return date < dateLen_ && sample < samples_ && dep < depth_;
    }

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isValidT0()

bool isValidT0

(

Size

dep

)

const

Definition at line 72 of file jaggedcube.hpp.

{ return dep < depth_; }

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getT0()

Real getT0

(

Size

dep

)

const

Definition at line 74 of file jaggedcube.hpp.

                               {
        if (this->isValidT0(dep)) {
            return static_cast<Real>(this->data_[indexT0(dep)]);
        } else {
            return 0;
        }
    }

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setT0()

void setT0	(	Real	value,
		Size	dep
	)

Definition at line 82 of file jaggedcube.hpp.

                                     {
        if (this->isValidT0(dep)) {
            this->data_[indexT0(dep)] = static_cast<T>(value);
        } else {
            QL_REQUIRE(value == 0, "Cannot set nonzero value for T0 dep = " << dep);
        }
    }

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get()

Real get	(	Size	date,
		Size	sample,
		Size	dep
	)		const

Definition at line 90 of file jaggedcube.hpp.

                                                     {
        // if isValid return the value cast to a Real
        if (this->isValid(date, dep, sample)) {
            return static_cast<Real>(this->data_[index(date, dep, sample)]);
        } else {
            return 0;
        }
    }

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set()

void set	(	Real	value,
		Size	date,
		Size	sample,
		Size	dep
	)

Definition at line 99 of file jaggedcube.hpp.

                                                           {
        // if isValid set in the buffer
        if (this->isValid(date, dep, sample)) {
            this->data_[index(date, dep, sample)] = static_cast<T>(value);
        } else {
            QL_REQUIRE(value == 0,
                       "Cannot set nonzero value for date: " << date << ", depth: " << dep << ", sample: " << sample);
        }
    }

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serialize()

void serialize ( Archive &  ar, const unsigned int    )

private

Definition at line 111 of file jaggedcube.hpp.

                                                                             {
        ar& depth_;
        ar& dateLen_;
        ar& samples_;
        ar& data_;
    }

Friends And Related Function Documentation

boost::serialization::access

friend class boost::serialization::access

friend

Definition at line 110 of file jaggedcube.hpp.

Member Data Documentation

dateLen_

Size dateLen_

private

Definition at line 45 of file jaggedcube.hpp.

depth_

Size depth_

private

Definition at line 46 of file jaggedcube.hpp.

samples_

Size samples_

private

Definition at line 47 of file jaggedcube.hpp.

data_

vector<T> data_

private

Definition at line 48 of file jaggedcube.hpp.