CompositeLoader Class Reference

#include <ored/marketdata/compositeloader.hpp>

Inheritance diagram for CompositeLoader:

Collaboration diagram for CompositeLoader:

Public Member Functions
	CompositeLoader (const QuantLib::ext::shared_ptr< Loader > &a, const QuantLib::ext::shared_ptr< Loader > &b)
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 std::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...
bool	has (const std::string &name, const QuantLib::Date &d) const override
	Default implementation, returns false if get throws or returns a null pointer. More...
std::set< Fixing >	loadFixings () const override
std::set< QuantExt::Dividend >	loadDividends () const override
	Optional load dividends method. More...
Public Member Functions inherited from Loader
virtual	~Loader ()
virtual bool	hasQuotes (const QuantLib::Date &d) const
	check if there are quotes for a date 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 &)

Private Attributes
const QuantLib::ext::shared_ptr< Loader >	a_
const QuantLib::ext::shared_ptr< Loader >	b_

Additional Inherited Members
Protected Attributes inherited from Loader
Date	actualDate_ = Date()

Detailed Description

Definition at line 32 of file compositeloader.hpp.

Constructor & Destructor Documentation

CompositeLoader()

CompositeLoader	(	const QuantLib::ext::shared_ptr< Loader > &	a,
		const QuantLib::ext::shared_ptr< Loader > &	b
	)

Definition at line 34 of file compositeloader.hpp.

                                                                                                    : a_(a), b_(b) {
        QL_REQUIRE(a_ || b_, "CompositeLoader(): at least one loader must be not null");
    }

Member Function Documentation

loadQuotes()

std::vector< QuantLib::ext::shared_ptr< MarketDatum > > loadQuotes ( const QuantLib::Date &  ) const

overridevirtual

get all quotes, TODO change the return value to std::set

Implements Loader.

Definition at line 38 of file compositeloader.hpp.

                                                                                                   {
        if (!b_)
            return a_->loadQuotes(d);
        if (!a_)
            return b_->loadQuotes(d);
        std::vector<QuantLib::ext::shared_ptr<MarketDatum>> data;
        auto tmp1 = a_->loadQuotes(d);
        data.insert(data.end(), tmp1.begin(), tmp1.end());
        auto tmp2 = b_->loadQuotes(d);
        data.insert(data.end(), tmp2.begin(), tmp2.end());
        return data;
    }

get() [1/3]

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

overridevirtual

get quote by its unique name, throws if not existent, override in derived classes for performance

Reimplemented from Loader.

Definition at line 51 of file compositeloader.hpp.

                                                                                                        {
        if (a_ && a_->has(name, d))
            return a_->get(name, d);
        if (b_ && b_->has(name, d))
            return b_->get(name, d);
        QL_FAIL("No MarketDatum for name " << name << " and date " << d);
    }

get() [2/3]

std::set< QuantLib::ext::shared_ptr< MarketDatum > > get ( const std::set< std::string > &  names, const QuantLib::Date &  asof  ) const

overridevirtual

get quotes matching a set of names, this should be overridden in derived classes for performance

Reimplemented from Loader.

Definition at line 59 of file compositeloader.hpp.

                                                                                          {
        std::set<QuantLib::ext::shared_ptr<MarketDatum>> result;
        if (a_) {
            auto tmp = a_->get(names, asof);
            result.insert(tmp.begin(), tmp.end());
        }
        if (b_) {
            auto tmp = b_->get(names, asof);
            result.insert(tmp.begin(), tmp.end());
        }
        return result;
    }

get() [3/3]

std::set< QuantLib::ext::shared_ptr< MarketDatum > > get ( const Wildcard &  wildcard, const QuantLib::Date &  asof  ) const

overridevirtual

get quotes matching a wildcard, this should be overriden in derived classes for performance

Reimplemented from Loader.

Definition at line 73 of file compositeloader.hpp.

                                                                                                                      {
        std::set<QuantLib::ext::shared_ptr<MarketDatum>> result;
        if (a_) {
            auto tmp = a_->get(wildcard, asof);
            result.insert(tmp.begin(), tmp.end());
        }
        if (b_) {
            auto tmp = b_->get(wildcard, asof);
            result.insert(tmp.begin(), tmp.end());
        }
        return result;
    }

has()

bool has ( const std::string &  name, const QuantLib::Date &  d  ) const

overridevirtual

Default implementation, returns false if get throws or returns a null pointer.

Reimplemented from Loader.

Definition at line 86 of file compositeloader.hpp.

                                                                          {
        return (a_ && a_->has(name, d)) || (b_ && b_->has(name, d));
    }

loadFixings()

std::set< Fixing > loadFixings ( ) const

overridevirtual

Implements Loader.

Definition at line 90 of file compositeloader.hpp.

                                                {
        if (!b_)
            return a_->loadFixings();
        if (!a_)
            return b_->loadFixings();
        std::set<Fixing> fixings;
        auto tmp1 = a_->loadFixings();
        auto tmp2 = b_->loadFixings();
        fixings.insert(tmp1.begin(), tmp1.end());
        fixings.insert(tmp2.begin(), tmp2.end());
        return fixings;
    }

loadDividends()

std::set< QuantExt::Dividend > loadDividends ( ) const

overridevirtual

Optional load dividends method.

Reimplemented from Loader.

Definition at line 103 of file compositeloader.hpp.

                                                            {
        if (!b_)
            return a_->loadDividends();
        if (!a_)
            return b_->loadDividends();
        std::set<QuantExt::Dividend> dividends;
        auto tmp1 = a_->loadDividends();
        auto tmp2 = b_->loadDividends();
        dividends.insert(tmp1.begin(), tmp1.end());
        dividends.insert(tmp2.begin(), tmp2.end());
        return dividends;
    }

Member Data Documentation

a_

const QuantLib::ext::shared_ptr<Loader> a_

private

Definition at line 117 of file compositeloader.hpp.

b_

const QuantLib::ext::shared_ptr<Loader> b_

private

Definition at line 117 of file compositeloader.hpp.