IndexManager Class Reference

global repository for past index fixings More...

#include <ql/indexes/indexmanager.hpp>

Inheritance diagram for IndexManager:

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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

Detailed Description

global repository for past index fixings

Note

index names are case insensitive

Definition at line 37 of file indexmanager.hpp.

Constructor & Destructor Documentation

IndexManager()

IndexManager ( )

privatedefault

Member Function Documentation

hasHistory()

bool hasHistory

(

const std::string &

name

)

const

returns whether historical fixings were stored for the index

Definition at line 24 of file indexmanager.cpp.

getHistory()

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.

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setHistory()

void setHistory	(	const std::string &	name,
		TimeSeries< Real >	history
	)

stores the historical fixings of the index

Definition at line 32 of file indexmanager.cpp.

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notifier()

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.

histories()

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.

clearHistory()

void clearHistory

(

const std::string &

name

)

clears the historical fixings of the index

Definition at line 48 of file indexmanager.cpp.

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clearHistories()

void clearHistories

(

)

clears all stored fixings

Definition at line 50 of file indexmanager.cpp.

hasHistoricalFixing()

bool hasHistoricalFixing	(	const std::string &	name,
		const Date &	fixingDate
	)		const

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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Friends And Related Function Documentation

Singleton< IndexManager >

friend class Singleton< IndexManager >

friend

Definition at line 1 of file indexmanager.hpp.

Member Data Documentation

data_

std::map<std::string, ObservableValue<TimeSeries<Real> >, CaseInsensitiveCompare> data_

mutableprivate

Definition at line 70 of file indexmanager.hpp.