IndexManager Class Reference

global repository for past index fixings More...

#include <indexmanager.hpp>

Inheritance diagram for IndexManager:

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Classes
struct	CaseInsensitiveCompare

Public Member Functions
std::vector< std::string >	histories () const
	returns all names of the indexes for which fixings were stored More...
void	clearHistories ()
	clears all stored fixings More...
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 (Singleton &&)=delete
Singleton &	operator= (const Singleton &)=delete
Singleton &	operator= (Singleton &&)=delete
	~Singleton ()=default

Private Member Functions
	IndexManager ()=default
void	addFixing (const std::string &name, const Date &fixingDate, Real fixing, bool forceOverwrite=false)
	add a fixing More...
template<class DateIterator , class ValueIterator >
void	addFixings (const std::string &name, DateIterator dBegin, DateIterator dEnd, ValueIterator vBegin, bool forceOverwrite=false, const std::function< bool(const Date &d)> &isValidFixingDate={})
	add fixings More...

Private Attributes
std::map< std::string, TimeSeries< Real >, CaseInsensitiveCompare >	data_
std::map< std::string, ext::shared_ptr< Observable > >	notifiers_

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 More...
Protected Member Functions inherited from Singleton< IndexManager >
	Singleton ()=default

Detailed Description

global repository for past index fixings

Note

index names are case insensitive

Definition at line 38 of file indexmanager.hpp.

Constructor & Destructor Documentation

IndexManager()

IndexManager ( )

privatedefault

Member Function Documentation

histories()

std::vector< std::string > histories

(

)

const

returns all names of the indexes for which fixings were stored

Definition at line 55 of file indexmanager.cpp.

clearHistories()

void clearHistories

(

)

clears all stored fixings

Definition at line 70 of file indexmanager.cpp.

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hasHistory()

bool hasHistory

(

const std::string &

name

)

const

Deprecated:

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

Definition at line 24 of file indexmanager.cpp.

getHistory()

const TimeSeries< Real > & getHistory

(

const std::string &

name

)

const

Deprecated:

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

Definition at line 28 of file indexmanager.cpp.

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clearHistory()

void clearHistory

(

const std::string &

name

)

Deprecated:

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

Definition at line 63 of file indexmanager.cpp.

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hasHistoricalFixing()

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

Deprecated:

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

Definition at line 78 of file indexmanager.cpp.

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setHistory()

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

Deprecated:

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

Definition at line 32 of file indexmanager.cpp.

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notifier()

ext::shared_ptr< Observable > notifier

(

const std::string &

name

)

const

Deprecated:

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

Definition at line 46 of file indexmanager.cpp.

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addFixing()

void addFixing ( const std::string &  name, const Date &  fixingDate, Real  fixing, bool  forceOverwrite = false  )

private

add a fixing

Definition at line 39 of file indexmanager.cpp.

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addFixings()

void addFixings ( const std::string &  name, DateIterator  dBegin, DateIterator  dEnd, ValueIterator  vBegin, bool  forceOverwrite = false, const std::function< bool(const Date &d)> &  isValidFixingDate = {}  )

private

add fixings

Definition at line 108 of file indexmanager.hpp.

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Friends And Related Function Documentation

Singleton< IndexManager >

friend class Singleton< IndexManager >

friend

Definition at line 1 of file indexmanager.hpp.

Index

friend class Index

friend

Definition at line 40 of file indexmanager.hpp.

Member Data Documentation

data_

std::map<std::string, TimeSeries<Real>, CaseInsensitiveCompare> data_

mutableprivate

Definition at line 98 of file indexmanager.hpp.

notifiers_

std::map<std::string, ext::shared_ptr<Observable> > notifiers_

mutableprivate

Definition at line 99 of file indexmanager.hpp.