pool.cpp

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/* -*- mode: c++; tab-width: 4; indent-tabs-mode: nil; c-basic-offset: 4 -*- */
 
/*
 Copyright (C) 2008 Roland Lichters
 
 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.
*/
 
#include <ql/experimental/credit/pool.hpp>
#include <ql/functional.hpp>
#include <iterator>
 
namespace QuantLib {
 
    Pool::Pool() {
        clear();
    }
 
    Size Pool::size() const {
        return names_.size();
    }
 
    void Pool::clear() {
        data_.clear();
        time_.clear();
        names_.clear();
    }
 
    bool Pool::has(const std::string& name) const {
        return data_.find(name) != data_.end();
    }
 
    void Pool::add (const std::string& name, const Issuer& issuer, 
        const DefaultProbKey& contractTrigger) {
        if (!has(name)) {
            data_[name] = issuer;
            time_[name] = 0.0;
            names_.push_back(name);
            defaultKeys_[name] = contractTrigger;
        }
    }
 
    const Issuer& Pool::get (const std::string& name) const {
        QL_REQUIRE(has(name), name + " not found");
        return data_.find(name)->second;
    }
 
    const DefaultProbKey& Pool::defaultKey (const std::string& name) const {
        QL_REQUIRE(has(name), name + " not found");
        return defaultKeys_.find(name)->second;
    }
 
    Real Pool::getTime (const std::string& name) const {
        QL_REQUIRE(has(name), name + " not found");
        return time_.find(name)->second;
    }
 
    void Pool::setTime(const std::string& name, Real time) {
        time_[name] = time;
    }
 
    const std::vector<std::string>& Pool::names() const {
        return names_;
    }
 
    std::vector<DefaultProbKey> Pool::defaultKeys() const {
        std::vector<DefaultProbKey> defaultKeys;
        defaultKeys.reserve(defaultKeys_.size());
        for (const auto & i : defaultKeys_)
            defaultKeys.push_back(i.second);
        return defaultKeys;
    }
 
}