timebasket.hpp

/* -*- mode: c++; tab-width: 4; indent-tabs-mode: nil; c-basic-offset: 4 -*- */
 
/*
 Copyright (C) 2003 Decillion Pty(Ltd)
 Copyright (C) 2003 StatPro Italia srl
 
 This file is part of QuantLib, a free-software/open-source library
 for financial quantitative analysts and developers - http://quantlib.org/
 
 QuantLib is free software: you can redistribute it and/or modify it
 under the terms of the QuantLib license.  You should have received a
 copy of the license along with this program; if not, please email
 <quantlib-dev@lists.sf.net>. The license is also available online at
 <http://quantlib.org/license.shtml>.
 
 This program is distributed in the hope that it will be useful, but WITHOUT
 ANY WARRANTY; without even the implied warranty of MERCHANTABILITY or FITNESS
 FOR A PARTICULAR PURPOSE.  See the license for more details.
*/
 
#ifndef quantlib_time_basket_hpp
#define quantlib_time_basket_hpp
 
#include <ql/time/date.hpp>
#include <ql/utilities/null.hpp>
#include <vector>
#include <map>
 
namespace QuantLib {
 
    class TimeBasket : private std::map<Date,Real> {
        // this is needed for Visual C++ 6
        typedef std::map<Date,Real> super;
      public:
        TimeBasket() = default;
        TimeBasket(const std::vector<Date>& dates,
                   const std::vector<Real>& values);
 
 
        using super::size;
        using super::operator[];
        // iterators
        typedef super::iterator iterator;
        typedef super::const_iterator const_iterator;
        typedef super::reverse_iterator reverse_iterator;
        typedef super::const_reverse_iterator const_reverse_iterator;
        using super::begin;
        using super::end;
        using super::rbegin;
        using super::rend;
        bool hasDate(const Date&) const;
 
        TimeBasket& operator+=(const TimeBasket& other);
        TimeBasket& operator-=(const TimeBasket& other);
 
 
        TimeBasket rebin(const std::vector<Date>& buckets) const;
    };
 
 
    // inline definitions
 
    inline bool TimeBasket::hasDate(const Date& d) const {
        auto i = find(d);
        return i != end();
    }
 
    inline TimeBasket& TimeBasket::operator+=(const TimeBasket& other) {
        super& self = *this;
        for (auto j : other)
            self[j.first] += j.second;
        return *this;
    }
 
    inline TimeBasket& TimeBasket::operator-=(const TimeBasket& other) {
        super& self = *this;
        for (auto j : other)
            self[j.first] -= j.second;
        return *this;
    }
 
}
 
 
#endif