csv2.cpp

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#include "eleve/src/typing0.hpp"
#include "eleve/src/typing3.hpp"
#include "eleve/src/typing1.hpp"

#include "csv2.hpp"

#include <iostream>
#include <stdexcept>

namespace eepgwde { namespace detail {

  typedef boost::multi_array<boost::any, 2> ma_any_t;

  // Cast to a matrix of double for QuantLib.
  //
  // Throws an exception if not a complete matrix.
  Matrix0::operator QuantLib::Matrix () const throw(std::exception) {
    QuantLib::Matrix result(frame.shape()[0], frame.shape()[1]);

    for (ma_any_t::size_type a = 0; a < frame.shape()[0]; ++a) {
      for (ma_any_t::size_type b = 0; b < frame.shape()[1]; ++b) {
    double & r = result[a][b];
    if (!as<double>(&r, frame[a][b]))
      throw std::domain_error("bad matrix");
      }
    }
    return result;
  }
  
}}

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