TimeSeries Class Template Reference

#include <ql/timeseries.hpp>

List of all members.


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.


Iterators

typedef Container::const_iterator const_iterator
typedef Container::const_reverse_iterator const_reverse_iterator
const_iterator begin () const
const_iterator end () const
const_reverse_iterator rbegin () const
const_reverse_iterator rend () const

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
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< Datedates () const
std::vector< T > values () const


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.