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< InputParameters > | inputs_ |
QuantLib::ext::shared_ptr< ore::data::InMemoryLoader > | loader_ |
QuoteMap | quotes_ |
FixingMap | fixings_ |
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