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Reference manual - version orea_version
Public Member Functions | Protected Member Functions | Protected Attributes | List of all members
MarketDataLoader Class Reference
+ Inheritance diagram for MarketDataLoader:

Public Member Functions

 MarketDataLoader (const QuantLib::ext::shared_ptr< InputParameters > &inputs, QuantLib::ext::shared_ptr< MarketDataLoaderImpl > impl)
 
void populateLoader (const std::vector< QuantLib::ext::shared_ptr< ore::data::TodaysMarketParameters >> &todaysMarketParameters, const std::set< QuantLib::Date > &loaderDates)
 
virtual void populateFixings (const std::vector< QuantLib::ext::shared_ptr< ore::data::TodaysMarketParameters >> &todaysMarketParameters, const std::set< QuantLib::Date > &loaderDates={})
 
virtual void addRelevantFixings (const std::pair< std::string, RequiredFixings::FixingDates > &fixing, std::map< std::pair< std::string, QuantLib::Date >, std::set< QuantLib::Date >> &lastAvailableFixingLookupMap)
 
void resetLoader ()
 clear the loader
 
const QuantLib::ext::shared_ptr< ore::data::InMemoryLoader > & loader () const
 getters
 
QuoteMap quotes ()
 

Protected Member Functions

const QuantLib::ext::shared_ptr< MarketDataLoaderImpl > & impl () const
 

Protected Attributes

QuantLib::ext::shared_ptr< InputParametersinputs_
 
QuantLib::ext::shared_ptr< ore::data::InMemoryLoaderloader_
 
QuoteMap quotes_
 
FixingMap fixings_
 

Member Function Documentation

◆ populateLoader()

void populateLoader ( const std::vector< QuantLib::ext::shared_ptr< ore::data::TodaysMarketParameters >> &  todaysMarketParameters,
const std::set< QuantLib::Date > &  loaderDates 
)

Populate a market data loader. Gathers all the quotes needed based on the configs provided and calls the marketdata and fixing services