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/* -*- mode: c++; tab-width: 4; indent-tabs-mode: nil; c-basic-offset: 4 -*- */
/*
Copyright (C) 2008 Roland Lichters
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/experimental/credit/pool.hpp>
#include <functional>
#include <iterator>
namespace QuantLib {
Pool::Pool() {
clear();
}
Size Pool::size() const {
return names_.size();
}
void Pool::clear() {
data_.clear();
time_.clear();
names_.clear();
}
bool Pool::has(const std::string& name) const {
return data_.find(name) != data_.end();
}
void Pool::add (const std::string& name, const Issuer& issuer,
const DefaultProbKey& contractTrigger) {
if (!has(name)) {
data_[name] = issuer;
time_[name] = 0.0;
names_.push_back(name);
defaultKeys_[name] = contractTrigger;
}
}
const Issuer& Pool::get (const std::string& name) const {
QL_REQUIRE(has(name), name + " not found");
return data_.find(name)->second;
}
const DefaultProbKey& Pool::defaultKey (const std::string& name) const {
QL_REQUIRE(has(name), name + " not found");
return defaultKeys_.find(name)->second;
}
Real Pool::getTime (const std::string& name) const {
QL_REQUIRE(has(name), name + " not found");
return time_.find(name)->second;
}
void Pool::setTime(const std::string& name, Real time) {
time_[name] = time;
}
const std::vector<std::string>& Pool::names() const {
return names_;
}
std::vector<DefaultProbKey> Pool::defaultKeys() const {
std::vector<DefaultProbKey> defaultKeys;
defaultKeys.reserve(defaultKeys_.size());
for (const auto & i : defaultKeys_)
defaultKeys.push_back(i.second);
return defaultKeys;
}
}
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