eepgwde::detail::Calendars Struct Reference
Implementation class to provide an extension. More...
#include <eleve/src/runtime0.hpp>
Public Member Functions | |
| fs::path | path () const |
| Get path for definition files. | |
| fs::path | path (const fs::path &path_) throw (std::exception) |
| Set path for definition files. | |
| QuantLib::Calendar | make (QuantLib::Calendar const *dummy, const std::string &name_) throw (std::exception) |
| Returns a BespokeCalendar. | |
| QuantLib::Calendar | make (QuantLib::Calendar const *dummy, const fs::path &name_) throw (std::exception) |
| Returns a BespokeCalendar. | |
| std::set< QuantLib::Date > | set_difference (const QuantLib::Calendar &a, const QuantLib::Calendar &b, const QuantLib::Date &from_, const QuantLib::Date &to_) throw (std::exception) |
| Returns a set of dates which are not holidays in both calendars. | |
| std::set< QuantLib::Date > | dates () |
| std::pair< QuantLib::Date, QuantLib::Date > | added (QuantLib::Calendar const &c) throw (std::exception) |
| Returns the first and late dates of the added holidays in a Calendar. | |
| const std::string & | id () const |
| const std::map< const std::string, QuantLib::Calendar > & | mismatches () const |
| const std::map< const std::string, QuantLib::Calendar > & | mismatches (const std::map< const std::string, QuantLib::Calendar > &) |
| const std::map< const std::string, QuantLib::Calendar > & | fix () throw (std::exception) |
| const std::map< const std::string, QuantLib::Calendar > & | fix (const fs::path &path_) throw (std::exception) |
Protected Member Functions | |
| Calendars () throw (std::exception) | |
| virtual | ~Calendars () throw (std::exception) |
Protected Attributes | |
| const boost::shared_ptr < eepgwde::detail::Calendars::Impl > | impl |
Friends | |
| class | Impl |
| a pointer to an implementation | |
Classes | |
| class | Impl |
Detailed Description
Implementation class to provide an extension.Definition at line 47 of file runtime0.hpp.
Constructor & Destructor Documentation
| eepgwde::detail::Calendars::Calendars | ( | ) | throw (std::exception) [protected] |
| eepgwde::detail::Calendars::~Calendars | ( | ) | throw (std::exception) [protected, virtual] |
Definition at line 295 of file runtime0.cpp.
Member Function Documentation
| fs::path eepgwde::detail::Calendars::path | ( | ) | const |
| fs::path eepgwde::detail::Calendars::path | ( | const fs::path & | path_ | ) | throw (std::exception) |
| QuantLib::Calendar eepgwde::detail::Calendars::make | ( | QuantLib::Calendar const * | dummy, | |
| const std::string & | name_ | |||
| ) | throw (std::exception) |
Returns a BespokeCalendar.
Returns a Calendar for a given string.
A BespokeCalendar is returned. This uses files to specify the holidays and weekends.
- Note:
- Throws a runtime_error exception if files not found. This won't be thread-safe. A common implementation is used.
- Parameters:
-
dummy this is used as a default return.
< Uses a cast operator
< Uses a cast operator
Definition at line 317 of file runtime0.cpp.
Referenced by fix().
| QuantLib::Calendar eepgwde::detail::Calendars::make | ( | QuantLib::Calendar const * | dummy, | |
| const fs::path & | name_ | |||
| ) | throw (std::exception) |
Returns a BespokeCalendar.
Definition at line 298 of file runtime0.cpp.
References eepgwde::daemon::detail::suffix.
| std::set< QuantLib::Date > eepgwde::detail::Calendars::set_difference | ( | const QuantLib::Calendar & | a, | |
| const QuantLib::Calendar & | b, | |||
| const QuantLib::Date & | from_, | |||
| const QuantLib::Date & | to_ | |||
| ) | throw (std::exception) |
Returns a set of dates which are not holidays in both calendars.
As a side-effect, it caches the calendar pointers and the result in the implementation for latter use.
Definition at line 396 of file runtime0.cpp.
References impl.
| std::set< QuantLib::Date > eepgwde::detail::Calendars::dates | ( | ) |
| std::pair< QuantLib::Date, QuantLib::Date > eepgwde::detail::Calendars::added | ( | QuantLib::Calendar const & | c | ) | throw (std::exception) |
Returns the first and late dates of the added holidays in a Calendar.
Definition at line 359 of file runtime0.cpp.
References QuantLib::NCalendar::added().
| const std::string & eepgwde::detail::Calendars::id | ( | ) | const |
| const std::map< const std::string, QuantLib::Calendar > & eepgwde::detail::Calendars::mismatches | ( | ) | const |
Returns a map of Summit calendar strings and QuantLib Calendar objects.
The current list of QuantLib Calendar objects that are used for LIBOR indices and need to have calendar adjustments.
To apply these changes use the method: fix().
Definition at line 420 of file runtime0.cpp.
References eepgwde::daemon::mismatches.
Referenced by fix(), and mismatches().
| const std::map< const std::string, QuantLib::Calendar > & eepgwde::detail::Calendars::mismatches | ( | const std::map< const std::string, QuantLib::Calendar > & | m | ) |
Returns a map of Summit calendar strings and QuantLib Calendar objects.
The current list of QuantLib Calendar objects that are used for LIBOR indices and need to have calendar adjustments.
To apply these changes use the method: fix().
Definition at line 425 of file runtime0.cpp.
References mismatches(), and eepgwde::daemon::mismatches.
| const std::map< const std::string, QuantLib::Calendar > & eepgwde::detail::Calendars::fix | ( | ) | throw (std::exception) |
Each of the QuantLib::Calendar objects listed by the mismatches() function will be fixed.
The Summit calendars will need to be initialized. And this requires that path() should have been called.
Returns the list.
Definition at line 430 of file runtime0.cpp.
References path().
| const std::map< const std::string, QuantLib::Calendar > & eepgwde::detail::Calendars::fix | ( | const fs::path & | path_ | ) | throw (std::exception) |
Each of the QuantLib::Calendar objects listed by the mismatches() function will be fixed.
The Summit calendars will need to be initialized.
Returns the list.
Definition at line 436 of file runtime0.cpp.
References cal, dates(), make(), mismatches(), and path().
Friends And Related Function Documentation
friend class Impl [friend] |
Member Data Documentation
const boost::shared_ptr<eepgwde::detail::Calendars::Impl> eepgwde::detail::Calendars::impl [protected] |
Definition at line 133 of file runtime0.hpp.
Referenced by Calendars(), dates(), id(), path(), and set_difference().
The documentation for this struct was generated from the following files:
