TimeSeries Class Template Reference
Container for historical data. More...
#include <ql/timeseries.hpp>
Iterators | |
| typedef Container::const_iterator | const_iterator |
|
typedef Container::const_reverse_iterator | const_reverse_iterator |
| const_iterator | begin () const |
| const_iterator | end () const |
| const_reverse_iterator | rbegin () const |
| const_reverse_iterator | rend () const |
Public Types | |
| typedef Date | key_type |
| typedef T | value_type |
Public Member Functions | |
| TimeSeries () | |
| template<class DateIterator , class ValueIterator > | |
| TimeSeries (DateIterator dBegin, DateIterator dEnd, ValueIterator vBegin) | |
| template<class ValueIterator > | |
| TimeSeries (const Date &firstDate, ValueIterator begin, ValueIterator end) | |
Inspectors | |
| Date | firstDate () const |
| returns the first date for which a historical datum exists | |
| Date | lastDate () const |
| returns the last date for which a historical datum exists | |
| Size | size () const |
| returns the number of historical data including null ones | |
| bool | empty () const |
| returns whether the series contains any data | |
Historical data access | |
| T | operator[] (const Date &d) const |
| returns the (possibly null) datum corresponding to the given date | |
| T & | operator[] (const Date &d) |
Utilities | |
| const_iterator | find (const Date &) |
| std::vector< Date > | dates () const |
| returns the dates for which historical data exist | |
| std::vector< T > | values () const |
| returns the historical data | |
Detailed Description
template<class T, class Container = std::map<Date, T>>
class QuantLib::TimeSeries< T, Container >
Container for historical data.
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.
- Precondition:
- The
Containertype must satisfy the requirements set by the C++ standard for associative containers.
Constructor & Destructor Documentation
| TimeSeries | ( | ) |
Default constructor
| TimeSeries | ( | DateIterator | dBegin, | |
| DateIterator | dEnd, | |||
| ValueIterator | vBegin | |||
| ) |
This constructor initializes the history with a set of values passed as two sequences, the first containing dates and the second containing corresponding values.
| TimeSeries | ( | const Date & | firstDate, | |
| ValueIterator | begin, | |||
| ValueIterator | end | |||
| ) |
This constructor initializes the history with a set of values. Such values are assigned to a corresponding number of consecutive dates starting from firstDate included.