| 1 | /* -*- mode: c++; tab-width: 4; indent-tabs-mode: nil; c-basic-offset: 4 -*- */ |
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| 2 | |
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| 3 | /* |
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| 4 | Copyright (C) 2006, 2007 StatPro Italia srl |
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| 5 | |
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| 6 | This file is part of QuantLib, a free-software/open-source library |
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| 7 | for financial quantitative analysts and developers - http://quantlib.org/ |
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| 8 | |
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| 9 | QuantLib is free software: you can redistribute it and/or modify it |
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| 10 | under the terms of the QuantLib license. You should have received a |
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| 11 | copy of the license along with this program; if not, please email |
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| 12 | <quantlib-dev@lists.sf.net>. The license is also available online at |
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| 13 | <http://quantlib.org/license.shtml>. |
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| 14 | |
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| 15 | This program is distributed in the hope that it will be useful, but WITHOUT |
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| 16 | ANY WARRANTY; without even the implied warranty of MERCHANTABILITY or FITNESS |
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| 17 | FOR A PARTICULAR PURPOSE. See the license for more details. |
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| 18 | */ |
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| 19 | |
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| 20 | #include <ql/index.hpp> |
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| 21 | |
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| 22 | namespace QuantLib { |
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| 23 | |
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| 24 | void Index::addFixing(const Date& fixingDate, |
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| 25 | Real fixing, |
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| 26 | bool forceOverwrite) { |
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| 27 | checkNativeFixingsAllowed(); |
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| 28 | addFixings(dBegin: &fixingDate, dEnd: (&fixingDate)+1, |
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| 29 | vBegin: &fixing, |
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| 30 | forceOverwrite); |
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| 31 | } |
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| 32 | |
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| 33 | void Index::addFixings(const TimeSeries<Real>& t, |
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| 34 | bool forceOverwrite) { |
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| 35 | checkNativeFixingsAllowed(); |
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| 36 | // is there a way of iterating over dates and values |
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| 37 | // without having to make a copy? |
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| 38 | std::vector<Date> dates = t.dates(); |
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| 39 | std::vector<Real> values = t.values(); |
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| 40 | addFixings(dBegin: dates.begin(), dEnd: dates.end(), |
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| 41 | vBegin: values.begin(), |
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| 42 | forceOverwrite); |
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| 43 | } |
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| 44 | |
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| 45 | void Index::clearFixings() { |
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| 46 | checkNativeFixingsAllowed(); |
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| 47 | IndexManager::instance().clearHistory(name: name()); |
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| 48 | } |
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| 49 | |
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| 50 | void Index::checkNativeFixingsAllowed() { |
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| 51 | QL_REQUIRE(allowsNativeFixings(), |
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| 52 | "native fixings not allowed for " << name() |
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| 53 | << "; refer to underlying indices instead" ); |
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| 54 | } |
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| 55 | |
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| 56 | } |
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| 57 | |
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| 58 | |
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