setHistory (3) - Linux Manuals

setHistory: global repository for past index fixings

NAME

QuantLib::IndexManager - global repository for past index fixings

SYNOPSIS

#include <ql/indexes/indexmanager.hpp>

Inherits Singleton< IndexManager >.

Public Member Functions

bool hasHistory (const std::string &name) const
returns whether historical fixings were stored for the index
const TimeSeries< Real > & getHistory (const std::string &name) const
returns the (possibly empty) history of the index fixings
void setHistory (const std::string &name, const TimeSeries< Real > &)
stores the historical fixings of the index
boost::shared_ptr< Observable > notifier (const std::string &name) const
observer notifying of changes in the index fixings
std::vector< std::string > histories () const
returns all names of the indexes for which fixings were stored
void clearHistory (const std::string &name)
clears the historical fixings of the index
void clearHistories ()
clears all stored fixings

Friends

class Singleton< IndexManager >

Detailed Description

global repository for past index fixings

Note:

index names are case insensitive

Author

Generated automatically by Doxygen for QuantLib from the source code.