QuantLib: a free/open-source library for quantitative finance
fully annotated source code - version 1.34
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Public Member Functions | Private Attributes | List of all members
Pool Class Reference

#include <pool.hpp>

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Public Member Functions

 Pool ()
 
Size size () const
 
void clear ()
 
bool has (const std::string &name) const
 
void add (const std::string &name, const Issuer &issuer, const DefaultProbKey &contractTrigger=NorthAmericaCorpDefaultKey(Currency(), SeniorSec, Period(), 1.))
 
const Issuerget (const std::string &name) const
 
const DefaultProbKeydefaultKey (const std::string &name) const
 
void setTime (const std::string &name, Real time)
 
Real getTime (const std::string &name) const
 
const std::vector< std::string > & names () const
 
std::vector< DefaultProbKeydefaultKeys () const
 

Private Attributes

std::map< std::string, Issuerdata_
 
std::map< std::string, Realtime_
 
std::vector< std::string > names_
 
std::map< std::string, DefaultProbKeydefaultKeys_
 

Detailed Description

Definition at line 32 of file pool.hpp.

Constructor & Destructor Documentation

◆ Pool()

Pool ( )

Definition at line 26 of file pool.cpp.

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Member Function Documentation

◆ size()

Size size ( ) const

Definition at line 30 of file pool.cpp.

◆ clear()

void clear ( )

Definition at line 34 of file pool.cpp.

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◆ has()

bool has ( const std::string &  name) const

Definition at line 40 of file pool.cpp.

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◆ add()

void add ( const std::string &  name,
const Issuer issuer,
const DefaultProbKey contractTrigger = NorthAmericaCorpDefaultKey(                Currency(), SeniorSecPeriod(), 1.) 
)

Definition at line 44 of file pool.cpp.

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◆ get()

const Issuer & get ( const std::string &  name) const

Definition at line 54 of file pool.cpp.

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◆ defaultKey()

const DefaultProbKey & defaultKey ( const std::string &  name) const

Definition at line 59 of file pool.cpp.

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◆ setTime()

void setTime ( const std::string &  name,
Real  time 
)

Definition at line 69 of file pool.cpp.

◆ getTime()

Real getTime ( const std::string &  name) const

Definition at line 64 of file pool.cpp.

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◆ names()

const std::vector< std::string > & names ( ) const

Definition at line 73 of file pool.cpp.

◆ defaultKeys()

std::vector< DefaultProbKey > defaultKeys ( ) const

Definition at line 77 of file pool.cpp.

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Member Data Documentation

◆ data_

std::map<std::string,Issuer> data_
private

Definition at line 50 of file pool.hpp.

◆ time_

std::map<std::string,Real> time_
private

Definition at line 51 of file pool.hpp.

◆ names_

std::vector<std::string> names_
private

Definition at line 52 of file pool.hpp.

◆ defaultKeys_

std::map<std::string, DefaultProbKey> defaultKeys_
private

default events seniority and currency this name enters the basket with. Determines to which event/probability this pool referes to.

Definition at line 55 of file pool.hpp.