QuantLib_TimeSeries man page

TimeSeries< T, Container > — Container for historical data.

Synopsis

#include <ql/timeseries.hpp>

Public Types

typedef Date key_type

typedef T value_type

Public Member Functions

TimeSeries ()

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)

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

Iterators

typedef Container::const_iterator const_iterator

typedef const_iterator::iterator_category iterator_category

typedef boost::mpl::if_< boost::mpl::or_< boost::is_same< iterator_category, std::bidirectional_iterator_tag >, boost::is_base_of< std::bidirectional_iterator_tag, iterator_category > >, std::bidirectional_iterator_tag, std::input_iterator_tag >::type 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

Projection iterators

typedef boost::transform_iterator< projection_time, const_iterator > const_time_iterator

typedef boost::transform_iterator< projection_value, const_iterator > const_value_iterator

typedef boost::transform_iterator< projection_time, const_reverse_iterator > const_reverse_time_iterator

typedef boost::transform_iterator< projection_value, const_reverse_iterator > const_reverse_value_iterator

const_value_iterator cbegin_values () const

const_value_iterator cend_values () const

const_reverse_value_iterator crbegin_values () const

const_reverse_value_iterator crend_values () const

const_time_iterator cbegin_time () const

const_time_iterator cend_time () const

const_reverse_time_iterator crbegin_time () const

const_reverse_time_iterator crend_time () const

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 ()

Default constructor

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 (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.

Author

Generated automatically by Doxygen for QuantLib from the source code.

Referenced By

cbegin(3), cbegin_time(3), cbegin_values(3), cend(3), cend_time(3), cend_values(3), const_reverse_time_iterator(3), const_reverse_value_iterator(3), const_time_iterator(3), crbegin(3), crbegin_time(3), crbegin_values(3), crend(3), crend_time(3), crend_values(3), enable_reverse(3), find(3), firstDate(3), iterator_category(3), key_type(3) and TimeSeries(3) are aliases of QuantLib_TimeSeries(3).

Fri Sep 23 2016 Version 1.8.1 QuantLib