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/* -*- mode: c++; tab-width: 4; indent-tabs-mode: nil; c-basic-offset: 4 -*- */
/*
Copyright (C) 2006, 2007 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/index.hpp>
namespace QuantLib {
void Index::addFixing(const Date& fixingDate,
Real fixing,
bool forceOverwrite) {
addFixings(&fixingDate, (&fixingDate)+1,
&fixing,
forceOverwrite);
}
void Index::addFixings(const TimeSeries<Real>& t,
bool forceOverwrite) {
// is there a way of iterating over dates and values
// without having to make a copy?
std::vector<Date> dates = t.dates();
std::vector<Real> values = t.values();
addFixings(dates.begin(), dates.end(),
values.begin(),
forceOverwrite);
}
void Index::clearFixings() {
IndexManager::instance().clearHistory(name());
}
}
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