IndexManager Class Reference

global repository for past index fixings More...

#include <ql/indexes/indexmanager.hpp>

Inheritance diagram for IndexManager:

Public Member Functions
std::vector< std::string >	histories () const
	returns all names of the indexes for which fixings were stored
void	clearHistories ()
	clears all stored fixings
bool	hasHistory (const std::string &name) const
const TimeSeries< Real > &	getHistory (const std::string &name) const
void	clearHistory (const std::string &name)
bool	hasHistoricalFixing (const std::string &name, const Date &fixingDate) const
void	setHistory (const std::string &name, TimeSeries< Real > history)
ext::shared_ptr< Observable >	notifier (const std::string &name) const
Public Member Functions inherited from Singleton< IndexManager >
	Singleton (const Singleton &)=delete
Singleton &	operator= (const Singleton &)=delete

Friends
class	Singleton< IndexManager >
class	Index

Additional Inherited Members
Static Public Member Functions inherited from Singleton< IndexManager >
static IndexManager &	instance ()
	access to the unique instance

Detailed Description

global repository for past index fixings

Note

index names are case insensitive

Member Function Documentation

hasHistory()

bool hasHistory

(

const std::string &

name

)

const

Deprecated

Use Index::hasHistoricalFixing instead. Deprecated in version 1.37.

getHistory()

const TimeSeries< Real > & getHistory

(

const std::string &

name

)

const

Deprecated

Use Index::timeSeries instead. Deprecated in version 1.37.

clearHistory()

void clearHistory

(

const std::string &

name

)

Deprecated

Use Index::clearFixings instead. Deprecated in version 1.37.

hasHistoricalFixing()

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

Deprecated

Use Index::hasHistoricalFixing instead. Deprecated in version 1.37.

setHistory()

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

Deprecated

Use Index::addFixings instead. Deprecated in version 1.37.

notifier()

ext::shared_ptr< Observable > notifier

(

const std::string &

name

)

const

Deprecated

Register with the relevant index instead. Deprecated in version 1.37.