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/* -*- mode: c++; tab-width: 4; indent-tabs-mode: nil; c-basic-offset: 4 -*- */
/*
Copyright (C) 2004, 2005, 2006 StatPro Italia 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
<quantlib-dev@lists.sf.net>. The license is also available online at
<http://quantlib.org/license.shtml>.
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.
*/
#include <ql/indexes/indexmanager.hpp>
#include <boost/algorithm/string/case_conv.hpp>
using boost::algorithm::to_upper_copy;
using std::string;
namespace QuantLib {
bool IndexManager::hasHistory(const string& name) const {
return data_.find(to_upper_copy(name)) != data_.end();
}
const TimeSeries<Real>& IndexManager::getHistory(const string& name) const {
return data_[to_upper_copy(name)].value();
}
void IndexManager::setHistory(const string& name, const TimeSeries<Real>& history) {
data_[to_upper_copy(name)] = history;
}
ext::shared_ptr<Observable> IndexManager::notifier(const string& name) const {
return data_[to_upper_copy(name)];
}
std::vector<string> IndexManager::histories() const {
std::vector<string> temp;
temp.reserve(data_.size());
for (history_map::const_iterator i = data_.begin(); i != data_.end(); ++i)
temp.push_back(i->first);
return temp;
}
void IndexManager::clearHistory(const string& name) { data_.erase(to_upper_copy(name)); }
void IndexManager::clearHistories() { data_.clear(); }
bool IndexManager::hasHistoricalFixing(const std::string& name, const Date& fixingDate) const {
auto const& indexIter = data_.find(to_upper_copy(name));
return (indexIter != data_.end()) &&
((*indexIter).second.value()[fixingDate] != Null<Real>());
}
}
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