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<li class="navelem"><a class="el" href="namespace_quant_lib.html">QuantLib</a></li><li class="navelem"><a class="el" href="class_quant_lib_1_1_time_series.html">TimeSeries</a></li> </ul>
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<div class="header">
<div class="summary">
<a href="#pub-types">Public Types</a> |
<a href="#pub-methods">Public Member Functions</a> |
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<div class="title">TimeSeries< T, Container > Class Template Reference</div> </div>
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<div class="contents">
<p>Container for historical data.
<a href="class_quant_lib_1_1_time_series.html#details">More...</a></p>
<p><code>#include <ql/timeseries.hpp></code></p>
<table class="memberdecls">
<tr class="heading"><td colspan="2"><h2 class="groupheader"><a name="pub-types"></a>
Public Types</h2></td></tr>
<tr class="memitem:a3f309f410cacd8b9af5dd47d20fb559d"><td class="memItemLeft" align="right" valign="top"><a id="a3f309f410cacd8b9af5dd47d20fb559d"></a>
typedef <a class="el" href="class_quant_lib_1_1_date.html">Date</a> </td><td class="memItemRight" valign="bottom"><b>key_type</b></td></tr>
<tr class="separator:a3f309f410cacd8b9af5dd47d20fb559d"><td class="memSeparator" colspan="2"> </td></tr>
<tr class="memitem:a265a253612b46abed17c61b0a5e5ce30"><td class="memItemLeft" align="right" valign="top"><a id="a265a253612b46abed17c61b0a5e5ce30"></a>
typedef T </td><td class="memItemRight" valign="bottom"><b>value_type</b></td></tr>
<tr class="separator:a265a253612b46abed17c61b0a5e5ce30"><td class="memSeparator" colspan="2"> </td></tr>
</table><table class="memberdecls">
<tr class="heading"><td colspan="2"><h2 class="groupheader"><a name="pub-methods"></a>
Public Member Functions</h2></td></tr>
<tr class="memitem:ab23fa5e29fa4062e597a71f8750e1672"><td class="memItemLeft" align="right" valign="top"> </td><td class="memItemRight" valign="bottom"><a class="el" href="class_quant_lib_1_1_time_series.html#ab23fa5e29fa4062e597a71f8750e1672">TimeSeries</a> ()</td></tr>
<tr class="separator:ab23fa5e29fa4062e597a71f8750e1672"><td class="memSeparator" colspan="2"> </td></tr>
<tr class="memitem:a54ab85f64119aaa3d8c3f36cd0f4721b"><td class="memTemplParams" colspan="2">template<class DateIterator , class ValueIterator > </td></tr>
<tr class="memitem:a54ab85f64119aaa3d8c3f36cd0f4721b"><td class="memTemplItemLeft" align="right" valign="top"> </td><td class="memTemplItemRight" valign="bottom"><a class="el" href="class_quant_lib_1_1_time_series.html#a54ab85f64119aaa3d8c3f36cd0f4721b">TimeSeries</a> (DateIterator dBegin, DateIterator dEnd, ValueIterator vBegin)</td></tr>
<tr class="separator:a54ab85f64119aaa3d8c3f36cd0f4721b"><td class="memSeparator" colspan="2"> </td></tr>
<tr class="memitem:a8da6e1561f3db735697a77e87f7c937f"><td class="memTemplParams" colspan="2">template<class ValueIterator > </td></tr>
<tr class="memitem:a8da6e1561f3db735697a77e87f7c937f"><td class="memTemplItemLeft" align="right" valign="top"> </td><td class="memTemplItemRight" valign="bottom"><a class="el" href="class_quant_lib_1_1_time_series.html#a8da6e1561f3db735697a77e87f7c937f">TimeSeries</a> (const <a class="el" href="class_quant_lib_1_1_date.html">Date</a> &<a class="el" href="class_quant_lib_1_1_time_series.html#aab1de991ae5166c4c22aaae06871c85e">firstDate</a>, ValueIterator begin, ValueIterator end)</td></tr>
<tr class="separator:a8da6e1561f3db735697a77e87f7c937f"><td class="memSeparator" colspan="2"> </td></tr>
<tr><td colspan="2"><div class="groupHeader">Inspectors</div></td></tr>
<tr class="memitem:aab1de991ae5166c4c22aaae06871c85e"><td class="memItemLeft" align="right" valign="top"><a id="aab1de991ae5166c4c22aaae06871c85e"></a>
<a class="el" href="class_quant_lib_1_1_date.html">Date</a> </td><td class="memItemRight" valign="bottom"><a class="el" href="class_quant_lib_1_1_time_series.html#aab1de991ae5166c4c22aaae06871c85e">firstDate</a> () const</td></tr>
<tr class="memdesc:aab1de991ae5166c4c22aaae06871c85e"><td class="mdescLeft"> </td><td class="mdescRight">returns the first date for which a historical datum exists <br /></td></tr>
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<tr class="memitem:ab0c5a5ba32a3adc8a129ae8b6faf38f2"><td class="memItemLeft" align="right" valign="top"><a id="ab0c5a5ba32a3adc8a129ae8b6faf38f2"></a>
<a class="el" href="class_quant_lib_1_1_date.html">Date</a> </td><td class="memItemRight" valign="bottom"><a class="el" href="class_quant_lib_1_1_time_series.html#ab0c5a5ba32a3adc8a129ae8b6faf38f2">lastDate</a> () const</td></tr>
<tr class="memdesc:ab0c5a5ba32a3adc8a129ae8b6faf38f2"><td class="mdescLeft"> </td><td class="mdescRight">returns the last date for which a historical datum exists <br /></td></tr>
<tr class="separator:ab0c5a5ba32a3adc8a129ae8b6faf38f2"><td class="memSeparator" colspan="2"> </td></tr>
<tr class="memitem:acce0ab2cacc475b2434f24c65c91685a"><td class="memItemLeft" align="right" valign="top"><a id="acce0ab2cacc475b2434f24c65c91685a"></a>
<a class="el" href="group__types.html#gaf38bdb4c54463b1f456655efa95b5c77">Size</a> </td><td class="memItemRight" valign="bottom"><a class="el" href="class_quant_lib_1_1_time_series.html#acce0ab2cacc475b2434f24c65c91685a">size</a> () const</td></tr>
<tr class="memdesc:acce0ab2cacc475b2434f24c65c91685a"><td class="mdescLeft"> </td><td class="mdescRight">returns the number of historical data including null ones <br /></td></tr>
<tr class="separator:acce0ab2cacc475b2434f24c65c91685a"><td class="memSeparator" colspan="2"> </td></tr>
<tr class="memitem:a644718bb2fb240de962dc3c9a1fdf0dc"><td class="memItemLeft" align="right" valign="top"><a id="a644718bb2fb240de962dc3c9a1fdf0dc"></a>
bool </td><td class="memItemRight" valign="bottom"><a class="el" href="class_quant_lib_1_1_time_series.html#a644718bb2fb240de962dc3c9a1fdf0dc">empty</a> () const</td></tr>
<tr class="memdesc:a644718bb2fb240de962dc3c9a1fdf0dc"><td class="mdescLeft"> </td><td class="mdescRight">returns whether the series contains any data <br /></td></tr>
<tr class="separator:a644718bb2fb240de962dc3c9a1fdf0dc"><td class="memSeparator" colspan="2"> </td></tr>
<tr><td colspan="2"><div class="groupHeader">Historical data access</div></td></tr>
<tr class="memitem:adae28d88ca2705eabe42cb4849606293"><td class="memItemLeft" align="right" valign="top"><a id="adae28d88ca2705eabe42cb4849606293"></a>
T </td><td class="memItemRight" valign="bottom"><a class="el" href="class_quant_lib_1_1_time_series.html#adae28d88ca2705eabe42cb4849606293">operator[]</a> (const <a class="el" href="class_quant_lib_1_1_date.html">Date</a> &d) const</td></tr>
<tr class="memdesc:adae28d88ca2705eabe42cb4849606293"><td class="mdescLeft"> </td><td class="mdescRight">returns the (possibly null) datum corresponding to the given date <br /></td></tr>
<tr class="separator:adae28d88ca2705eabe42cb4849606293"><td class="memSeparator" colspan="2"> </td></tr>
<tr class="memitem:a3f62282db5196704781ec6e5caa6c48f"><td class="memItemLeft" align="right" valign="top"><a id="a3f62282db5196704781ec6e5caa6c48f"></a>
T & </td><td class="memItemRight" valign="bottom"><b>operator[]</b> (const <a class="el" href="class_quant_lib_1_1_date.html">Date</a> &d)</td></tr>
<tr class="separator:a3f62282db5196704781ec6e5caa6c48f"><td class="memSeparator" colspan="2"> </td></tr>
</table><table class="memberdecls">
<tr class="heading"><td colspan="2"><h2 class="groupheader"><a name="member-group"></a>
Iterators</h2></td></tr>
<tr class="memitem:a0833e882f7bd9b10baa8f4ff433ebbd4"><td class="memItemLeft" align="right" valign="top"><a id="a0833e882f7bd9b10baa8f4ff433ebbd4"></a>
typedef Container::const_iterator </td><td class="memItemRight" valign="bottom"><b>const_iterator</b></td></tr>
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typedef const_iterator::iterator_category </td><td class="memItemRight" valign="bottom"><b>iterator_category</b></td></tr>
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<tr class="memitem:a7a72a3f02e1280fbc781131354a238d4"><td class="memItemLeft" align="right" valign="top"><a id="a7a72a3f02e1280fbc781131354a238d4"></a>
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 </td><td class="memItemRight" valign="bottom"><b>enable_reverse</b></td></tr>
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typedef reverse< Container, enable_reverse >::const_reverse_iterator </td><td class="memItemRight" valign="bottom"><b>const_reverse_iterator</b></td></tr>
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const_iterator </td><td class="memItemRight" valign="bottom"><b>cbegin</b> () const</td></tr>
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const_iterator </td><td class="memItemRight" valign="bottom"><b>cend</b> () const</td></tr>
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const_iterator </td><td class="memItemRight" valign="bottom"><b>begin</b> () const</td></tr>
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const_iterator </td><td class="memItemRight" valign="bottom"><b>end</b> () const</td></tr>
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const_reverse_iterator </td><td class="memItemRight" valign="bottom"><b>crbegin</b> () const</td></tr>
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const_reverse_iterator </td><td class="memItemRight" valign="bottom"><b>crend</b> () const</td></tr>
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const_reverse_iterator </td><td class="memItemRight" valign="bottom"><b>rbegin</b> () const</td></tr>
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const_reverse_iterator </td><td class="memItemRight" valign="bottom"><b>rend</b> () const</td></tr>
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</table><table class="memberdecls">
<tr class="heading"><td colspan="2"><h2 class="groupheader"><a name="member-group"></a>
Projection iterators</h2></td></tr>
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typedef boost::transform_iterator< projection_time, const_iterator > </td><td class="memItemRight" valign="bottom"><b>const_time_iterator</b></td></tr>
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typedef boost::transform_iterator< projection_value, const_iterator > </td><td class="memItemRight" valign="bottom"><b>const_value_iterator</b></td></tr>
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typedef boost::transform_iterator< projection_time, const_reverse_iterator > </td><td class="memItemRight" valign="bottom"><b>const_reverse_time_iterator</b></td></tr>
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typedef boost::transform_iterator< projection_value, const_reverse_iterator > </td><td class="memItemRight" valign="bottom"><b>const_reverse_value_iterator</b></td></tr>
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const_value_iterator </td><td class="memItemRight" valign="bottom"><b>cbegin_values</b> () const</td></tr>
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const_value_iterator </td><td class="memItemRight" valign="bottom"><b>cend_values</b> () const</td></tr>
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const_reverse_value_iterator </td><td class="memItemRight" valign="bottom"><b>crbegin_values</b> () const</td></tr>
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const_reverse_value_iterator </td><td class="memItemRight" valign="bottom"><b>crend_values</b> () const</td></tr>
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const_time_iterator </td><td class="memItemRight" valign="bottom"><b>cbegin_time</b> () const</td></tr>
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const_time_iterator </td><td class="memItemRight" valign="bottom"><b>cend_time</b> () const</td></tr>
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const_reverse_time_iterator </td><td class="memItemRight" valign="bottom"><b>crbegin_time</b> () const</td></tr>
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const_reverse_time_iterator </td><td class="memItemRight" valign="bottom"><b>crend_time</b> () const</td></tr>
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<tr class="heading"><td colspan="2"><h2 class="groupheader"><a name="member-group"></a>
Utilities</h2></td></tr>
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const_iterator </td><td class="memItemRight" valign="bottom"><b>find</b> (const <a class="el" href="class_quant_lib_1_1_date.html">Date</a> &)</td></tr>
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std::vector< <a class="el" href="class_quant_lib_1_1_date.html">Date</a> > </td><td class="memItemRight" valign="bottom"><a class="el" href="class_quant_lib_1_1_time_series.html#a8eb5f0b148fb7b819b77eeb6f839d475">dates</a> () const</td></tr>
<tr class="memdesc:a8eb5f0b148fb7b819b77eeb6f839d475"><td class="mdescLeft"> </td><td class="mdescRight">returns the dates for which historical data exist <br /></td></tr>
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std::vector< T > </td><td class="memItemRight" valign="bottom"><a class="el" href="class_quant_lib_1_1_time_series.html#a5c56c587bbc7f7769e5d3779175b493c">values</a> () const</td></tr>
<tr class="memdesc:a5c56c587bbc7f7769e5d3779175b493c"><td class="mdescLeft"> </td><td class="mdescRight">returns the historical data <br /></td></tr>
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<a name="details" id="details"></a><h2 class="groupheader">Detailed Description</h2>
<div class="textblock"><h3>template<class T, class Container = std::map<Date, T>><br />
class QuantLib::TimeSeries< T, Container ></h3>
<p>Container for historical data. </p>
<p>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.</p>
<dl class="section pre"><dt>Precondition</dt><dd>The <code>Container</code> type must satisfy the requirements set by the C++ standard for associative containers. </dd></dl>
</div><h2 class="groupheader">Constructor & Destructor Documentation</h2>
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<h2 class="memtitle"><span class="permalink"><a href="#ab23fa5e29fa4062e597a71f8750e1672">◆ </a></span>TimeSeries() <span class="overload">[1/3]</span></h2>
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<td class="memname"><a class="el" href="class_quant_lib_1_1_time_series.html">TimeSeries</a> </td>
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<p>Default constructor </p>
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<td class="memname"><a class="el" href="class_quant_lib_1_1_time_series.html">TimeSeries</a> </td>
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<td class="paramtype">DateIterator </td>
<td class="paramname"><em>dBegin</em>, </td>
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<td class="paramtype">DateIterator </td>
<td class="paramname"><em>dEnd</em>, </td>
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<td class="paramtype">ValueIterator </td>
<td class="paramname"><em>vBegin</em> </td>
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<p>This constructor initializes the history with a set of values passed as two sequences, the first containing dates and the second containing corresponding values. </p>
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<td class="paramtype">const <a class="el" href="class_quant_lib_1_1_date.html">Date</a> & </td>
<td class="paramname"><em>firstDate</em>, </td>
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<td class="paramtype">ValueIterator </td>
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<p>This constructor initializes the history with a set of values. Such values are assigned to a corresponding number of consecutive dates starting from <b><em>firstDate</em></b> included. </p>
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