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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
<https://www.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>
namespace QuantLib {
bool IndexManager::hasHistory(const std::string& name) const {
return data_.find(name) != data_.end();
}
const TimeSeries<Real>& IndexManager::getHistory(const std::string& name) const {
return data_[name];
}
void IndexManager::setHistory(const std::string& name, TimeSeries<Real> history) {
QL_DEPRECATED_DISABLE_WARNING
notifier(name)->notifyObservers();
QL_DEPRECATED_ENABLE_WARNING
data_[name] = std::move(history);
}
void IndexManager::addFixing(const std::string& name,
const Date& fixingDate,
Real fixing,
bool forceOverwrite) {
addFixings(name, &fixingDate, (&fixingDate) + 1, &fixing, forceOverwrite);
}
ext::shared_ptr<Observable> IndexManager::notifier(const std::string& name) const {
auto n = notifiers_.find(name);
if(n != notifiers_.end())
return n->second;
auto o = ext::make_shared<Observable>();
notifiers_[name] = o;
return o;
}
std::vector<std::string> IndexManager::histories() const {
std::vector<std::string> temp;
temp.reserve(data_.size());
for (const auto& i : data_)
temp.push_back(i.first);
return temp;
}
void IndexManager::clearHistory(const std::string& name) {
QL_DEPRECATED_DISABLE_WARNING
notifier(name)->notifyObservers();
QL_DEPRECATED_ENABLE_WARNING
data_.erase(name);
}
void IndexManager::clearHistories() {
QL_DEPRECATED_DISABLE_WARNING
for (auto const& d : data_)
notifier(d.first)->notifyObservers();
QL_DEPRECATED_ENABLE_WARNING
data_.clear();
}
bool IndexManager::hasHistoricalFixing(const std::string& name, const Date& fixingDate) const {
auto const& indexIter = data_.find(name);
return (indexIter != data_.end()) &&
((*indexIter).second[fixingDate] != Null<Real>());
}
}
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