key_type (3) Linux Manual Page
QuantLib::TimeSeries – Container for historical data.
Synopsis
#include <ql/timeseries.hpp>Public Types
typedef Date key_typetypedef 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
Iterators
typedef Container::const_iterator const_iteratortypedef 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
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 Container type must satisfy the requirements set by the C++ standard for associative containers.