QuantLib: a free/open-source library for quantitative finance
fully annotated source code - version 1.34
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global repository for past index fixings More...
#include <indexmanager.hpp>
Classes | |
struct | CaseInsensitiveCompare |
Public Member Functions | |
bool | hasHistory (const std::string &name) const |
returns whether historical fixings were stored for the index More... | |
const TimeSeries< Real > & | getHistory (const std::string &name) const |
returns the (possibly empty) history of the index fixings More... | |
void | setHistory (const std::string &name, TimeSeries< Real > history) |
stores the historical fixings of the index More... | |
ext::shared_ptr< Observable > | notifier (const std::string &name) const |
observer notifying of changes in the index fixings More... | |
std::vector< std::string > | histories () const |
returns all names of the indexes for which fixings were stored More... | |
void | clearHistory (const std::string &name) |
clears the historical fixings of the index More... | |
void | clearHistories () |
clears all stored fixings More... | |
bool | hasHistoricalFixing (const std::string &name, const Date &fixingDate) const |
returns whether a specific historical fixing was stored for the index and date More... | |
Public Member Functions inherited from Singleton< IndexManager > | |
Singleton (const Singleton &)=delete | |
Singleton (Singleton &&)=delete | |
Singleton & | operator= (const Singleton &)=delete |
Singleton & | operator= (Singleton &&)=delete |
~Singleton ()=default | |
Private Member Functions | |
IndexManager ()=default | |
Private Attributes | |
std::map< std::string, ObservableValue< TimeSeries< Real > >, CaseInsensitiveCompare > | data_ |
Friends | |
class | Singleton< IndexManager > |
Additional Inherited Members | |
Static Public Member Functions inherited from Singleton< IndexManager > | |
static IndexManager & | instance () |
access to the unique instance More... | |
Protected Member Functions inherited from Singleton< IndexManager > | |
Singleton ()=default | |
global repository for past index fixings
Definition at line 37 of file indexmanager.hpp.
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privatedefault |
bool hasHistory | ( | const std::string & | name | ) | const |
returns whether historical fixings were stored for the index
Definition at line 24 of file indexmanager.cpp.
const TimeSeries< Real > & getHistory | ( | const std::string & | name | ) | const |
returns the (possibly empty) history of the index fixings
Definition at line 28 of file indexmanager.cpp.
void setHistory | ( | const std::string & | name, |
TimeSeries< Real > | history | ||
) |
stores the historical fixings of the index
Definition at line 32 of file indexmanager.cpp.
ext::shared_ptr< Observable > notifier | ( | const std::string & | name | ) | const |
observer notifying of changes in the index fixings
Definition at line 36 of file indexmanager.cpp.
std::vector< std::string > histories | ( | ) | const |
returns all names of the indexes for which fixings were stored
Definition at line 40 of file indexmanager.cpp.
void clearHistory | ( | const std::string & | name | ) |
clears the historical fixings of the index
Definition at line 48 of file indexmanager.cpp.
void clearHistories | ( | ) |
clears all stored fixings
Definition at line 50 of file indexmanager.cpp.
returns whether a specific historical fixing was stored for the index and date
Definition at line 52 of file indexmanager.cpp.
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friend |
Definition at line 1 of file indexmanager.hpp.
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mutableprivate |
Definition at line 70 of file indexmanager.hpp.