TimeSeries< T, Container > Class Template Reference

Container for historical data. More...

#include <ql/timeseries.hpp>

Public Types
typedef Date	key_type
typedef T	value_type

Public Member Functions
	TimeSeries ()=default
template<class DateIterator, class ValueIterator>
	TimeSeries (DateIterator dBegin, DateIterator dEnd, ValueIterator vBegin)
template<class ValueIterator>
	TimeSeries (const Date &firstDate, ValueIterator begin, ValueIterator end)
Inspectors
Date	firstDate () const
	returns the first date for which a historical datum exists
Date	lastDate () const
	returns the last date for which a historical datum exists
Size	size () const
	returns the number of historical data including null ones
bool	empty () const
	returns whether the series contains any data
Historical data access
T	operator[] (const Date &d) const
	returns the (possibly null) datum corresponding to the given date
T &	operator[] (const Date &d)

Iterators
typedef Container::const_iterator	const_iterator
typedef const_iterator::iterator_category	iterator_category
typedef std::conditional_t< std::is_same_v< iterator_category, std::bidirectional_iterator_tag >||std::is_base_of_v< std::bidirectional_iterator_tag, iterator_category >, std::bidirectional_iterator_tag, std::input_iterator_tag >	enable_reverse
typedef reverse< Container, enable_reverse >::const_reverse_iterator	const_reverse_iterator
const_iterator	cbegin () const
const_iterator	cend () const
const_iterator	begin () const
const_iterator	end () const
const_reverse_iterator	crbegin () const
const_reverse_iterator	crend () const
const_reverse_iterator	rbegin () const
const_reverse_iterator	rend () const

Utilities
const_iterator	find (const Date &)
std::vector< Date >	dates () const
	returns the dates for which historical data exist
std::vector< T >	values () const
	returns the historical data

Detailed Description

template<class T, class Container = std::map<Date, T>>
class QuantLib::TimeSeries< T, Container >

Container for historical data.

This class acts as a generic repository for a set of historical data. Any single datum can be accessed through its date, while sets of consecutive data can be accessed through iterators.

Precondition

The Container type must satisfy the requirements set by the C++ standard for associative containers.

Constructor & Destructor Documentation

TimeSeries() [1/3]

template<class T, class Container = std::map<Date, T>>

TimeSeries ( )

default

Default constructor

TimeSeries() [2/3]

template<class T, class Container = std::map<Date, T>>

template<class DateIterator, class ValueIterator>

TimeSeries	(	DateIterator	dBegin,
		DateIterator	dEnd,
		ValueIterator	vBegin )

This constructor initializes the history with a set of values passed as two sequences, the first containing dates and the second containing corresponding values.

TimeSeries() [3/3]

template<class T, class Container = std::map<Date, T>>

template<class ValueIterator>

TimeSeries	(	const Date &	firstDate,
		ValueIterator	begin,
		ValueIterator	end )

This constructor initializes the history with a set of values. Such values are assigned to a corresponding number of consecutive dates starting from firstDate included.