eepgwde::detail Namespace Reference

Implementation classes. More...


Classes

struct  loader
struct  nonatom
struct  notpresent
struct  uncached
struct  Calendars
 Implementation class to provide an extension. More...
struct  Facilities
 Implementation class to provide an extension. More...
struct  type_t
struct  Typing
 Implementation class can be instantiated singly or within a Singleton. More...
struct  Rate0
struct  Numeric
struct  is_Numeric
struct  Numeric< T, typename enable_if< is_arithmetic< T > >::type >
struct  usdate
struct  posixdate
struct  eudate
struct  scaling
struct  rate
struct  bps
struct  pointerize0
struct  Renderer
struct  null0
struct  Bag
struct  DataFrame0
struct  Collector
class  DataFrame
 A transient data structure to use the data from a CSV file loaded into a multi_array. More...
struct  Matrix0
 Simple class for casting to a Matrix. More...
struct  Filter0
struct  render0_t
 Defines what boost::any type string gets rendered by what function. More...
struct  col_overrides_t
struct  TimeSeries0
class  CounterA
struct  QPXisc
struct  StrikeMaturity
struct  Pivotter
 Pivotter provides a means of pivotting a table on a column. More...

Namespaces

namespace  i0
 Provides the implementation space for many methods used by eepgwde::detail::null0.

Typedefs

typedef std::pair< fs::path,
fs::path > 
atomic_t
typedef std::vector< std::string > compound_t
typedef std::map< const
std::string,
QuantLib::Calendar > 
cache_t
typedef struct
eepgwde::detail::type_t 
type_t
typedef boost::array< const
std::locale, 3 > 
locales_t
typedef std::list< std::list
< boost::any > > 
columns_t
 A list of lists used as a pool of storage for the column values.
typedef std::map< std::string,
boost::any * > 
record_t
 A column name to value map.
typedef boost::multi_array
< boost::any, 2 > 
ma_any_t
typedef std::mem_fun1_ref_t
< void,
eepgwde::detail::DataFrame,
std::string > 
fn1_ref_t
 A rendering function.
typedef struct
eepgwde::detail::render0_t 
render0_t
 Defines what boost::any type string gets rendered by what function.
typedef Typing::mapping_t col_t
typedef struct
eepgwde::detail::col_overrides_t 
col_overrides_t
typedef Typing::mappings_t map_t
typedef std::map< std::string,
col_t * > 
map_overrides_t
typedef std::map< std::string,
fn1_ref_t * > 
render0_map_t
typedef multi_index_container
< StrikeMaturity, indexed_by
< ordered_non_unique
< composite_key
< StrikeMaturity, member
< StrikeMaturity, double,&StrikeMaturity::strike_ >
, member< StrikeMaturity, int,&StrikeMaturity::maturity_ > > > > > 
Prices

Functions

static std::vector< type_ttypes_1 (types_0, types_0+(sizeof(types_0)/sizeof(types_0[0])))
const locale * dating (const std::locale &ours)
boost::gregorian::date locale_trier (const std::string &sdt) throw (std::domain_error)
template<>
const char ** as< const char * > (const char **v, const boost::any &operand)
 Another specialization.
std::string as (const boost::any &operand)
std::ostream & operator<< (std::ostream &o, const usdate &t)
std::istream & operator>> (std::istream &i, usdate &t)
std::ostream & operator<< (std::ostream &o, const eudate &t)
std::istream & operator>> (std::istream &i, eudate &t)
std::ostream & operator<< (std::ostream &o, const posixdate &t)
std::istream & operator>> (std::istream &i, posixdate &t)
int scaltypes0 (int argc, char *argv[])
template<typename T>
std::ostream & operator<< (std::ostream &o, const Numeric< T > &t)
template<typename T>
std::istream & operator>> (std::istream &i, Numeric< T > &t)
template<typename B, typename C>
pointerize (C &c)
template<typename B, typename C>
pointerize1 (C b, C e)
template<typename T>
T * as (T *v, const boost::any &o) throw (std::domain_error)
template<typename T>
bool is (const boost::any &o) throw (std::domain_error)
 A short form for comparing null0<T> types.
template<typename T>
int count (const std::list< boost::any > *values)
template<typename T>
renderer (const boost::any &o, const T &null_, int fatal) throw (const boost::bad_any_cast &)
template<typename T>
std::vector< T > * render (std::vector< T > *r, const std::list< boost::any > *l, int &fails, const T null_=(eepgwde::detail::null0< T >())()) throw (const boost::bad_any_cast &)
template<typename T>
void renderer (boost::any &o, const boost::any &null_, int is_overwrite, int fatal) throw (const boost::bad_any_cast &)
template<typename T>
std::list< boost::any > * render (std::list< boost::any > *l, int &fails, const boost::any null_=(eepgwde::detail::null0< boost::any >())()) throw (const boost::bad_any_cast &)
void writer0 (std::ostream &os, const Bag::attr_pos_t::left_value_type &l)
std::ostream & operator<< (std::ostream &os, const Bag::attr_pos_t::left_map &l)
std::ostream & operator<< (std::ostream &os, const eepgwde::detail::Bag::attr_pos_t::left_map &l)
DataFrame::payload_t init0 (DataFrame::ma_any_t &frame_)
 DataFrame::columnar::operator std::list< boost::any > ()
 DataFrame::rowar::operator std::list< boost::any > ()
static std::ostream & dumper (std::ostream &o, DataFrame::ma_any_t &frame)
 An output trace method.
std::ostream & operator<< (std::ostream &o, DataFrame::ma_any_t &frame)
 Output for trace.
std::ostream & operator<< (std::ostream &os, const eepgwde::detail::DataFrame::attr_pos_t::left_map &l)

Variables

static
boost::regex_constants::syntax_option_type 
flags = boost::regex_constants::basic
static std::vector< Renderer
const * > 
null_types
type_t types_0 [] = {}
static locales_t locales = { Typing::posix, Typing::us, Typing::uk }
static Bag bag0
col_t defaults_attrs []
render0_t render0s_ []
col_overrides_t overrides_attrs []
DataFrame::ma_any_t frame
std::string fname0
std::queue< std::string > fnames
std::vector< double > mties0_
std::vector< double > strikes0_
std::map< std::string, boost::any > results
eepgwde::detail::Typing::mapping_t bbg_mappings []


Detailed Description

Implementation classes.

This namespace is used to package implementation classes.

Classes in this namespace should only be visible to class implementations and not to the application programmer.


Typedef Documentation

typedef std::pair<fs::path, fs::path> eepgwde::detail::atomic_t

Definition at line 63 of file runtime0.cpp.

typedef std::map<const std::string, QuantLib::Calendar> eepgwde::detail::cache_t

Definition at line 65 of file runtime0.cpp.

Definition at line 31 of file csv5.hpp.

typedef std::list< std::list<boost::any> > eepgwde::detail::columns_t

A list of lists used as a pool of storage for the column values.

Definition at line 6 of file bag1.cpp.

typedef std::vector<std::string> eepgwde::detail::compound_t

Definition at line 64 of file runtime0.cpp.

typedef std::mem_fun1_ref_t<void, eepgwde::detail::DataFrame, std::string> eepgwde::detail::fn1_ref_t

A rendering function.

Definition at line 20 of file csv5.hpp.

typedef boost::array<const std::locale, 3> eepgwde::detail::locales_t

Definition at line 156 of file runtime2.cpp.

typedef boost::multi_array<boost::any, 2> eepgwde::detail::ma_any_t

Definition at line 12 of file csv2.cpp.

typedef std::map<std::string, col_t * > eepgwde::detail::map_overrides_t

Definition at line 39 of file csv5.hpp.

Definition at line 38 of file csv5.hpp.

typedef multi_index_container< StrikeMaturity, indexed_by< ordered_non_unique< composite_key< StrikeMaturity, member<StrikeMaturity,double,&StrikeMaturity::strike_>, member<StrikeMaturity,int,&StrikeMaturity::maturity_> > > > > eepgwde::detail::Prices

define a multi_index_container with a composite key on strike and maturity

Definition at line 88 of file pivot1.hpp.

typedef std::map<std::string, fn1_ref_t * > eepgwde::detail::render0_map_t

Definition at line 40 of file csv5.hpp.

Defines what boost::any type string gets rendered by what function.


Function Documentation

template<typename T>
T* eepgwde::detail::as ( T *  v,
const boost::any &  o 
) throw (std::domain_error) [inline]

std::string eepgwde::detail::as ( const boost::any &  operand  ) 

This uses all the as() methods to render as a string.

This method is used for debugging. It returns a string.

Note:
This implementation has been fixed so that it can only do double, int, string and boost::gregorian::date.

Definition at line 262 of file runtime2.cpp.

References eepgwde::detail::Typing::as().

Referenced by eepgwde::detail::Typing::as(), Test::attrs_t::attrs::Attr0::attributes(), Test::date0_t::date0::format2(), and Test::attrs_t::attrs::Attr0::show().

template<>
const char ** eepgwde::detail::as< const char * > ( const char **  v,
const boost::any &  operand 
) [inline]

Another specialization.

A specialization for old C-string.

eepgwde::detail::DataFrame::columnar::operator std::list< boost::any > (  ) 

Definition at line 484 of file csv1.cpp.

eepgwde::detail::DataFrame::rowar::operator std::list< boost::any > (  ) 

Definition at line 490 of file csv1.cpp.

static std::ostream& eepgwde::detail::dumper ( std::ostream &  o,
DataFrame::ma_any_t &  frame 
) [static]

An output trace method.

Definition at line 567 of file csv1.cpp.

References eepgwde::detail::DataFrame::payloader::as().

Referenced by operator<<().

DataFrame::payload_t eepgwde::detail::init0 ( DataFrame::ma_any_t &  frame_  ) 

Definition at line 180 of file csv1.cpp.

template<typename T>
bool eepgwde::detail::is ( const boost::any &  o  )  throw (std::domain_error) [inline]

A short form for comparing null0<T> types.

Definition at line 283 of file typing1.hpp.

References Test::typing5_t::typing5::eepgwde::detail::nullT.

Referenced by Test::header0_t::header0::ab1(), and eepgwde::detail::Facilities::readlines().

boost::gregorian::date eepgwde::detail::locale_trier ( const std::string &  sdt  )  throw (std::domain_error)

Tries to format a date in a string using some heuristics.

This could be more efficient, but the heuristics are more useful.

Definition at line 198 of file runtime2.cpp.

References dating(), eepgwde::detail::Typing::posix, eepgwde::detail::Typing::uk, and eepgwde::detail::Typing::us.

std::ostream& eepgwde::detail::operator<< ( std::ostream &  os,
const eepgwde::detail::Bag::attr_pos_t::left_map &  l 
)

std::ostream& eepgwde::detail::operator<< ( std::ostream &  os,
const Bag::attr_pos_t::left_map &  l 
)

Definition at line 24 of file bag1.cpp.

References writer0().

int eepgwde::detail::scaltypes0 ( int  argc,
char *  argv[] 
)

Listing function.

Todo:
Need to fix this to list the types supported.

Definition at line 20 of file scaltypes0.cpp.

Referenced by main().

static std::vector<type_t> eepgwde::detail::types_1 ( types_0  ,
types_0+  sizeof(types_0)/sizeof(types_0[0]) 
) [static]

void eepgwde::detail::writer0 ( std::ostream &  os,
const Bag::attr_pos_t::left_value_type &  l 
)

Definition at line 20 of file bag1.cpp.

Referenced by operator<<().


Variable Documentation

Definition at line 41 of file bag0.cpp.

Referenced by main().

Initial value:

 {
    { std::string("PX"), std::string("name") },
    { std::string("PX_LAST"), std::string("price") },
    { std::string("X1"), std::string("strike") },
    { std::string("X2"), std::string("maturity") },
    { std::string(""), std::string("") }
  }

Definition at line 60 of file acsvt2.cpp.

Referenced by Test::header0_t::header0::ab2().

Definition at line 1 of file defaults.cpp.

Referenced by eepgwde::detail::DataFrame::Impl::Impl().

boost::regex_constants::syntax_option_type eepgwde::detail::flags = boost::regex_constants::basic [static]

Definition at line 20 of file runtime1.cpp.

std::queue< std::string > eepgwde::detail::fnames

Definition at line 157 of file runtime2.cpp.

Referenced by dating().

std::vector< double > eepgwde::detail::mties0_

Definition at line 50 of file ivol2/acsvt00.cpp.

Referenced by c1(), c2(), c3(), e1(), e2(), and e3().

std::vector<Renderer const *> eepgwde::detail::null_types [static]

Definition at line 34 of file runtime2.cpp.

Definition at line 1 of file moverrides.cpp.

Referenced by eepgwde::detail::DataFrame::Impl::Impl().

Initial value:

 {
    { std::string("N7eepgwde6detail9posixdateE"), &render_dt },
    { std::string("Ss"), &render_s },
    { std::string("d"), &render_d },
    { std::string("i"), &render_i },
    { std::string(), 0 }
  }

Definition at line 45 of file ivol2/render1.cpp.

Referenced by eepgwde::detail::DataFrame::Impl::Impl().

std::map< std::string, boost::any > eepgwde::detail::results

Definition at line 53 of file ivol2/acsvt00.cpp.

Referenced by eepgwde::detail::Facilities::readlines().

std::vector< double > eepgwde::detail::strikes0_

Definition at line 51 of file ivol2/acsvt00.cpp.

Referenced by c1(), c2(), c3(), e1(), e2(), and e3().

Definition at line 92 of file runtime2.cpp.


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