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/*
Copyright (C) 2000, 2001, 2002 RiskMap srl
This file is part of QuantLib, a free-software/open-source library
for financial quantitative analysts and developers - http://quantlib.org/
QuantLib is free software: you can redistribute it and/or modify it under the
terms of the QuantLib license. You should have received a copy of the
license along with this program; if not, please email ferdinando@ametrano.net
The license is also available online at http://quantlib.org/html/license.html
This program is distributed in the hope that it will be useful, but WITHOUT
ANY WARRANTY; without even the implied warranty of MERCHANTABILITY or FITNESS
FOR A PARTICULAR PURPOSE. See the license for more details.
*/
// $Id: History.i,v 1.11 2002/01/16 14:50:51 nando Exp $
#ifndef quantlib_history_i
#define quantlib_history_i
%include Date.i
%include Vectors.i
%include String.i
%include Null.i
// History class
%{
using QuantLib::History;
typedef QuantLib::History::Entry HistoryEntry;
typedef QuantLib::History::const_iterator HistoryIterator;
typedef QuantLib::History::const_valid_iterator HistoryValidIterator;
typedef QuantLib::History::const_data_iterator HistoryDataIterator;
typedef QuantLib::History::const_valid_data_iterator HistoryValidDataIterator;
using QuantLib::DateFormatter;
using QuantLib::DoubleFormatter;
%}
class HistoryEntry {
private:
// access control - no constructor exported
HistoryEntry();
public:
~HistoryEntry();
Date date();
doubleOrNull value();
};
%addmethods HistoryEntry {
String __str__() {
return DateFormatter::toString(self->date()) +
"\t" + (self->value() == Null<double>() ? String("Null") :
DoubleFormatter::toString(self->value()));
}
}
class HistoryIterator {
private:
// access control - no constructor exported
HistoryIterator();
public:
~HistoryIterator();
};
%addmethods HistoryIterator {
int __cmp__(const HistoryIterator& other) {
return (*self == other ? 0 : -1);
}
// do not use these directly
// the user interface is defined in defaults.py
HistoryEntry _value() {
return **self;
}
void _advance() {
(*self)++;
}
}
class HistoryValidIterator {
private:
// access control - no constructor exported
HistoryValidIterator();
public:
~HistoryValidIterator();
};
%addmethods HistoryValidIterator {
int __cmp__(const HistoryValidIterator& other) {
return (*self == other ? 0 : -1);
}
// do not use these directly
// the user interface is defined in defaults.py
HistoryEntry _value() {
return **self;
}
void _advance() {
(*self)++;
}
}
class HistoryDataIterator {
private:
// access control - no constructor exported
HistoryDataIterator();
public:
~HistoryDataIterator();
};
%addmethods HistoryDataIterator {
int __cmp__(const HistoryDataIterator& other) {
return (*self == other ? 0 : -1);
}
// do not use these directly
// the user interface is defined in defaults.py
doubleOrNull _value() {
return **self;
}
void _advance() {
(*self)++;
}
}
class HistoryValidDataIterator {
private:
// access control - no constructor exported
HistoryValidDataIterator();
public:
~HistoryValidDataIterator();
};
%addmethods HistoryValidDataIterator {
int __cmp__(const HistoryValidDataIterator& other) {
return (*self == other ? 0 : -1);
}
// do not use these directly
// the user interface is defined in defaults.py
doubleOrNull _value() {
return **self;
}
void _advance() {
(*self)++;
}
}
class History {
public:
History(DateVector dates, DoubleVector values);
~History();
Date firstDate() const;
Date lastDate() const;
};
%addmethods History {
int __len__() {
return self->size();
}
doubleOrNull __getitem__(Date d) {
return (*self)[d];
}
String __str__() {
return "Historical data from " +
DateFormatter::toString(self->firstDate()) +
" to " + DateFormatter::toString(self->lastDate());
}
// do not use these directly
// the user interface is defined in defaults.py
HistoryIterator _begin() {
return self->begin();
}
HistoryIterator _end() {
return self->end();
}
HistoryIterator _iterator(Date d) {
return self->iterator(d);
}
HistoryValidIterator _vbegin() {
return self->vbegin();
}
HistoryValidIterator _vend() {
return self->vend();
}
HistoryValidIterator _valid_iterator(Date d) {
return self->valid_iterator(d);
}
HistoryDataIterator _dbegin() {
return self->dbegin();
}
HistoryDataIterator _dend() {
return self->dend();
}
HistoryDataIterator _data_iterator(Date d) {
return self->data_iterator(d);
}
HistoryValidDataIterator _vdbegin() {
return self->vdbegin();
}
HistoryValidDataIterator _vdend() {
return self->vdend();
}
HistoryValidDataIterator _valid_data_iterator(Date d) {
return self->valid_data_iterator(d);
}
}
AllowNoneAsInput(History,History);
#endif
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