#include <ored/marketdata/clonedloader.hpp>

Inheritance diagram for ClonedLoader:

Collaboration diagram for ClonedLoader:

Public Member Functions
	ClonedLoader (const QuantLib::Date &loaderDate, const QuantLib::ext::shared_ptr< Loader > &inLoader)

const QuantLib::Date &	getLoaderDate () const

Public Member Functions inherited from InMemoryLoader
	InMemoryLoader ()

std::vector< QuantLib::ext::shared_ptr< MarketDatum > >	loadQuotes (const QuantLib::Date &d) const override
	get all quotes, TODO change the return value to std::set More...

QuantLib::ext::shared_ptr< MarketDatum >	get (const string &name, const QuantLib::Date &d) const override
	get quote by its unique name, throws if not existent, override in derived classes for performance More...

std::set< QuantLib::ext::shared_ptr< MarketDatum > >	get (const std::set< std::string > &names, const QuantLib::Date &asof) const override
	get quotes matching a set of names, this should be overridden in derived classes for performance More...

std::set< QuantLib::ext::shared_ptr< MarketDatum > >	get (const Wildcard &wildcard, const QuantLib::Date &asof) const override
	get quotes matching a wildcard, this should be overriden in derived classes for performance More...

std::set< Fixing >	loadFixings () const override

std::set< QuantExt::Dividend >	loadDividends () const override
	Optional load dividends method. More...

bool	hasQuotes (const QuantLib::Date &d) const override
	check if there are quotes for a date More...

virtual void	add (QuantLib::Date date, const string &name, QuantLib::Real value)

virtual void	addFixing (QuantLib::Date date, const string &name, QuantLib::Real value)

virtual void	addDividend (const QuantExt::Dividend &dividend)

void	reset ()

Public Member Functions inherited from Loader
virtual	~Loader ()

virtual bool	has (const std::string &name, const QuantLib::Date &d) const
	Default implementation, returns false if get throws or returns a null pointer. More...

virtual QuantLib::ext::shared_ptr< MarketDatum >	get (const std::pair< std::string, bool > &name, const QuantLib::Date &d) const

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. More...

void	setActualDate (const QuantLib::Date &d)

const Date &	actualDate () const

std::pair< bool, string >	checkFxDuplicate (const ext::shared_ptr< MarketDatum >, const QuantLib::Date &)

Protected Attributes
QuantLib::Date	loaderDate_

Protected Attributes inherited from InMemoryLoader
std::map< QuantLib::Date, std::set< QuantLib::ext::shared_ptr< MarketDatum >, SharedPtrMarketDatumComparator > >	data_

std::set< Fixing >	fixings_

std::set< QuantExt::Dividend >	dividends_

Protected Attributes inherited from Loader
Date	actualDate_ = Date()

Detailed Description

Definition at line 31 of file clonedloader.hpp.

Constructor & Destructor Documentation

◆ ClonedLoader()

ClonedLoader	(	const QuantLib::Date &	loaderDate,
		const QuantLib::ext::shared_ptr< Loader > &	inLoader
	)

Definition at line 28 of file clonedloader.cpp.

    : loaderDate_(loaderDate) {
    for (const auto& md : inLoader->loadQuotes(loaderDate)) {
        data_[loaderDate].insert(md->clone());
    }
    fixings_ = inLoader->loadFixings();
    dividends_ = inLoader->loadDividends();
}

Member Function Documentation

◆ getLoaderDate()

const QuantLib::Date & getLoaderDate ( ) const

Definition at line 36 of file clonedloader.hpp.

36{ return loaderDate_; };

Member Data Documentation

◆ loaderDate_

QuantLib::Date loaderDate_

protected

Definition at line 39 of file clonedloader.hpp.

Public Member Functions