TimeSeries< T, Container > Class Template Reference

Container for historical data. More...

#include <ql/timeseries.hpp>

List of all members.

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

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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.

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Constructor & Destructor Documentation

TimeSeries

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)

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.