Logo
Fully annotated reference manual - version 1.8.12
Loading...
Searching...
No Matches
clonedloader.cpp
Go to the documentation of this file.
1/*
2 Copyright (C) 2020 Quaternion Risk Management Ltd.
3 All rights reserved.
4
5 This file is part of ORE, a free-software/open-source library
6 for transparent pricing and risk analysis - http://opensourcerisk.org
7
8 ORE is free software: you can redistribute it and/or modify it
9 under the terms of the Modified BSD License. You should have received a
10 copy of the license along with this program.
11 The license is also available online at <http://opensourcerisk.org>
12
13 This program is distributed on the basis that it will form a useful
14 contribution to risk analytics and model standardisation, but WITHOUT
15 ANY WARRANTY; without even the implied warranty of MERCHANTABILITY or
16 FITNESS FOR A PARTICULAR PURPOSE. See the license for more details.
17*/
18
20
21using namespace std;
22using namespace ore::data;
23using namespace QuantLib;
24
25namespace ore {
26namespace data {
27
28ClonedLoader::ClonedLoader(const Date& loaderDate, const QuantLib::ext::shared_ptr<Loader>& inLoader)
29 : loaderDate_(loaderDate) {
30 for (const auto& md : inLoader->loadQuotes(loaderDate)) {
31 data_[loaderDate].insert(md->clone());
32 }
33 fixings_ = inLoader->loadFixings();
34 dividends_ = inLoader->loadDividends();
35}
36
37} // namespace data
38} // namespace ore
ClonedLoader(const QuantLib::Date &loaderDate, const QuantLib::ext::shared_ptr< Loader > &inLoader)
std::set< QuantExt::Dividend > dividends_
std::set< Fixing > fixings_
std::map< QuantLib::Date, std::set< QuantLib::ext::shared_ptr< MarketDatum >, SharedPtrMarketDatumComparator > > data_
loader providing cloned data from another loader
@ data
Definition: log.hpp:77
Serializable Credit Default Swap.
Definition: namespaces.docs:23