sensitivityinmemorystream.cpp

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/*
 Copyright (C) 2017 Quaternion Risk Management Ltd
 All rights reserved.
 
 This file is part of ORE, a free-software/open-source library
 for transparent pricing and risk analysis - http://opensourcerisk.org
 
 ORE is free software: you can redistribute it and/or modify it
 under the terms of the Modified BSD License.  You should have received a
 copy of the license along with this program.
 The license is also available online at <http://opensourcerisk.org>
 
 This program is distributed on the basis that it will form a useful
 contribution to risk analytics and model standardisation, but WITHOUT
 ANY WARRANTY; without even the implied warranty of MERCHANTABILITY or
 FITNESS FOR A PARTICULAR PURPOSE. See the license for more details.
*/
 
#include <orea/engine/sensitivityinmemorystream.hpp>
#include <ored/utilities/log.hpp>
 
using std::set;
 
namespace ore {
namespace analytics {
 
SensitivityInMemoryStream::SensitivityInMemoryStream() : itCurrent_(records_.begin()) {}
 
SensitivityRecord SensitivityInMemoryStream::next() {
    // If there are no more records, return the empty record
    if (itCurrent_ == records_.end())
        return SensitivityRecord();
 
    // If there are more, return the current record and advance the iterator
    return *(itCurrent_++);
}
 
void SensitivityInMemoryStream::reset() {
    // Reset iterator to start of container
    itCurrent_ = records_.begin();
}
 
void SensitivityInMemoryStream::add(const SensitivityRecord& sr) {
    // Insert the record
    records_.push_back(sr);
 
    // Reset because itCurrent_ possibly invalidated by the insert
    reset();
}
 
} // namespace analytics
} // namespace ore