clonedloader.cpp

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/*
  Copyright (C) 2020 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 <ored/marketdata/clonedloader.hpp>
 
using namespace std;
using namespace ore::data;
using namespace QuantLib;
 
namespace ore {
namespace data {
 
ClonedLoader::ClonedLoader(const Date& loaderDate, const QuantLib::ext::shared_ptr<Loader>& inLoader)
    : loaderDate_(loaderDate) {
    for (const auto& md : inLoader->loadQuotes(loaderDate)) {
        data_[loaderDate].insert(md->clone());
    }
    fixings_ = inLoader->loadFixings();
    dividends_ = inLoader->loadDividends();
}
 
} // namespace data
} // namespace ore