TimeSeries Class Template Reference
#include <ql/timeseries.hpp>
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 | |
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 |
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.