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QuantLib_IndexManager
Langue: en
Version: 377749 (fedora - 01/12/10)
Section: 3 (Bibliothèques de fonctions)
NAME
QuantLib::IndexManager -global repository for past index fixings
SYNOPSIS
#include <ql/indexes/indexmanager.hpp>
Inherits Singleton< IndexManager >.
Public Member Functions
bool hasHistory (const std::string &name) const
returns whether historical fixings were stored for the index
const TimeSeries< Real > & getHistory (const std::string &name) const
returns the (possibly empty) history of the index fixings
void setHistory (const std::string &name, const TimeSeries< Real > &)
stores the historical fixings of the index
boost::shared_ptr< Observable > notifier (const std::string &name) const
observer notifying of changes in the index fixings
std::vector< std::string > histories () const
returns all names of the indexes for which fixings were stored
void clearHistory (const std::string &name)
clears the historical fixings of the index
void clearHistories ()
clears all stored fixings
Friends
class Singleton< IndexManager >
Detailed Description
global repository for past index fixings
Note:
- index names are case insensitive
Author
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Contenus ©2006-2024 Benjamin Poulain
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