/src/quantlib/ql/cashflows/timebasket.hpp
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1 | | /* -*- mode: c++; tab-width: 4; indent-tabs-mode: nil; c-basic-offset: 4 -*- */ |
2 | | |
3 | | /* |
4 | | Copyright (C) 2003 Decillion Pty(Ltd) |
5 | | Copyright (C) 2003 StatPro Italia srl |
6 | | |
7 | | This file is part of QuantLib, a free-software/open-source library |
8 | | for financial quantitative analysts and developers - http://quantlib.org/ |
9 | | |
10 | | QuantLib is free software: you can redistribute it and/or modify it |
11 | | under the terms of the QuantLib license. You should have received a |
12 | | copy of the license along with this program; if not, please email |
13 | | <quantlib-dev@lists.sf.net>. The license is also available online at |
14 | | <https://www.quantlib.org/license.shtml>. |
15 | | |
16 | | This program is distributed in the hope that it will be useful, but WITHOUT |
17 | | ANY WARRANTY; without even the implied warranty of MERCHANTABILITY or FITNESS |
18 | | FOR A PARTICULAR PURPOSE. See the license for more details. |
19 | | */ |
20 | | |
21 | | /*! \file timebasket.hpp |
22 | | \brief distribution over a number of date ranges |
23 | | */ |
24 | | |
25 | | #ifndef quantlib_time_basket_hpp |
26 | | #define quantlib_time_basket_hpp |
27 | | |
28 | | #include <ql/time/date.hpp> |
29 | | #include <ql/utilities/null.hpp> |
30 | | #include <vector> |
31 | | #include <map> |
32 | | |
33 | | namespace QuantLib { |
34 | | |
35 | | //! Distribution over a number of dates |
36 | | class TimeBasket : private std::map<Date,Real> { |
37 | | // this is needed for Visual C++ 6 |
38 | | typedef std::map<Date,Real> super; |
39 | | public: |
40 | 0 | TimeBasket() = default; |
41 | | TimeBasket(const std::vector<Date>& dates, |
42 | | const std::vector<Real>& values); |
43 | | //! \name Map interface |
44 | | //@{ |
45 | | //! returns the number of entries |
46 | | using super::size; |
47 | | //! element access |
48 | | using super::operator[]; |
49 | | // iterators |
50 | | typedef super::iterator iterator; |
51 | | typedef super::const_iterator const_iterator; |
52 | | typedef super::reverse_iterator reverse_iterator; |
53 | | typedef super::const_reverse_iterator const_reverse_iterator; |
54 | | using super::begin; |
55 | | using super::end; |
56 | | using super::rbegin; |
57 | | using super::rend; |
58 | | //! membership |
59 | | bool hasDate(const Date&) const; |
60 | | //@} |
61 | | //! \name Algebra |
62 | | //@{ |
63 | | TimeBasket& operator+=(const TimeBasket& other); |
64 | | TimeBasket& operator-=(const TimeBasket& other); |
65 | | //@} |
66 | | //! \name Other methods |
67 | | //@{ |
68 | | //! redistribute the entries over the given dates |
69 | | TimeBasket rebin(const std::vector<Date>& buckets) const; |
70 | | //@} |
71 | | }; |
72 | | |
73 | | |
74 | | // inline definitions |
75 | | |
76 | 0 | inline bool TimeBasket::hasDate(const Date& d) const { |
77 | 0 | auto i = find(d); |
78 | 0 | return i != end(); |
79 | 0 | } |
80 | | |
81 | 0 | inline TimeBasket& TimeBasket::operator+=(const TimeBasket& other) { |
82 | 0 | super& self = *this; |
83 | 0 | for (auto j : other) |
84 | 0 | self[j.first] += j.second; |
85 | 0 | return *this; |
86 | 0 | } |
87 | | |
88 | 0 | inline TimeBasket& TimeBasket::operator-=(const TimeBasket& other) { |
89 | 0 | super& self = *this; |
90 | 0 | for (auto j : other) |
91 | 0 | self[j.first] -= j.second; |
92 | 0 | return *this; |
93 | 0 | } |
94 | | |
95 | | } |
96 | | |
97 | | |
98 | | #endif |