/src/quantlib/ql/indexes/indexmanager.cpp
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1 | | /* -*- mode: c++; tab-width: 4; indent-tabs-mode: nil; c-basic-offset: 4 -*- */ |
2 | | |
3 | | /* |
4 | | Copyright (C) 2004, 2005, 2006 StatPro Italia srl |
5 | | |
6 | | This file is part of QuantLib, a free-software/open-source library |
7 | | for financial quantitative analysts and developers - http://quantlib.org/ |
8 | | |
9 | | QuantLib is free software: you can redistribute it and/or modify it |
10 | | under the terms of the QuantLib license. You should have received a |
11 | | copy of the license along with this program; if not, please email |
12 | | <quantlib-dev@lists.sf.net>. The license is also available online at |
13 | | <http://quantlib.org/license.shtml>. |
14 | | |
15 | | This program is distributed in the hope that it will be useful, but WITHOUT |
16 | | ANY WARRANTY; without even the implied warranty of MERCHANTABILITY or FITNESS |
17 | | FOR A PARTICULAR PURPOSE. See the license for more details. |
18 | | */ |
19 | | |
20 | | #include <ql/indexes/indexmanager.hpp> |
21 | | |
22 | | namespace QuantLib { |
23 | | |
24 | 0 | bool IndexManager::hasHistory(const std::string& name) const { |
25 | 0 | return data_.find(name) != data_.end(); |
26 | 0 | } |
27 | | |
28 | 0 | const TimeSeries<Real>& IndexManager::getHistory(const std::string& name) const { |
29 | 0 | return data_[name]; |
30 | 0 | } |
31 | | |
32 | 0 | void IndexManager::setHistory(const std::string& name, TimeSeries<Real> history) { |
33 | 0 | QL_DEPRECATED_DISABLE_WARNING |
34 | 0 | notifier(name)->notifyObservers(); |
35 | 0 | QL_DEPRECATED_ENABLE_WARNING |
36 | 0 | data_[name] = std::move(history); |
37 | 0 | } |
38 | | |
39 | | void IndexManager::addFixing(const std::string& name, |
40 | | const Date& fixingDate, |
41 | | Real fixing, |
42 | 0 | bool forceOverwrite) { |
43 | 0 | addFixings(name, &fixingDate, (&fixingDate) + 1, &fixing, forceOverwrite); |
44 | 0 | } |
45 | | |
46 | 0 | ext::shared_ptr<Observable> IndexManager::notifier(const std::string& name) const { |
47 | 0 | auto n = notifiers_.find(name); |
48 | 0 | if(n != notifiers_.end()) |
49 | 0 | return n->second; |
50 | 0 | auto o = ext::make_shared<Observable>(); |
51 | 0 | notifiers_[name] = o; |
52 | 0 | return o; |
53 | 0 | } |
54 | | |
55 | 0 | std::vector<std::string> IndexManager::histories() const { |
56 | 0 | std::vector<std::string> temp; |
57 | 0 | temp.reserve(data_.size()); |
58 | 0 | for (const auto& i : data_) |
59 | 0 | temp.push_back(i.first); |
60 | 0 | return temp; |
61 | 0 | } |
62 | | |
63 | 0 | void IndexManager::clearHistory(const std::string& name) { |
64 | 0 | QL_DEPRECATED_DISABLE_WARNING |
65 | 0 | notifier(name)->notifyObservers(); |
66 | 0 | QL_DEPRECATED_ENABLE_WARNING |
67 | 0 | data_.erase(name); |
68 | 0 | } |
69 | | |
70 | 0 | void IndexManager::clearHistories() { |
71 | 0 | QL_DEPRECATED_DISABLE_WARNING |
72 | 0 | for (auto const& d : data_) |
73 | 0 | notifier(d.first)->notifyObservers(); |
74 | 0 | QL_DEPRECATED_ENABLE_WARNING |
75 | 0 | data_.clear(); |
76 | 0 | } |
77 | | |
78 | 0 | bool IndexManager::hasHistoricalFixing(const std::string& name, const Date& fixingDate) const { |
79 | 0 | auto const& indexIter = data_.find(name); |
80 | 0 | return (indexIter != data_.end()) && |
81 | 0 | ((*indexIter).second[fixingDate] != Null<Real>()); |
82 | 0 | } |
83 | | |
84 | | } |