timeseries.hpp

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/* -*- mode: c++; tab-width: 4; indent-tabs-mode: nil; c-basic-offset: 4 -*- */
 
/*
 Copyright (C) 2007, 2008 Ferdinando Ametrano
 Copyright (C) 2007 Eric Ehlers
 
 This file is part of QuantLib, a free-software/open-source library
 for financial quantitative analysts and developers - http://quantlib.org/
 
 QuantLib is free software: you can redistribute it and/or modify it
 under the terms of the QuantLib license.  You should have received a
 copy of the license along with this program; if not, please email
 <quantlib-dev@lists.sf.net>. The license is also available online at
 <http://quantlib.org/license.shtml>.
 
 This program is distributed in the hope that it will be useful, but WITHOUT
 ANY WARRANTY; without even the implied warranty of MERCHANTABILITY or FITNESS
 FOR A PARTICULAR PURPOSE.  See the license for more details.
*/
 
#ifndef qla_timeseries_hpp
#define qla_timeseries_hpp
 
#include <oh/libraryobject.hpp>
 
#include <ql/types.hpp>
#include <map>
 
namespace QuantLib {
    class Date;
    class Index;
 
    template<class T, class Container>
    class TimeSeries;
 
    typedef TimeSeries<QuantLib::Real, std::map<QuantLib::Date, QuantLib::Real> > TimeSeriesDef;
}
 
namespace QuantLibAddin {
 
    class TimeSeriesDef : public ObjectHandler::LibraryObject<QuantLib::TimeSeriesDef> {
      public:
        TimeSeriesDef(
            const boost::shared_ptr<ObjectHandler::ValueObject>& properties,
            const std::vector<QuantLib::Date>& dates,
            const std::vector<QuantLib::Real>& values,
            bool permanent);
        // QuantLib::Index::timeSeries()
        TimeSeriesDef(
            const boost::shared_ptr<ObjectHandler::ValueObject>& properties,
            const boost::shared_ptr<QuantLib::Index>& index,
            bool permanent);
        // Addin function qlTimeSeriesValue() requires address of QuantLib::TimeSeries::operator[]
        // but the autogenerated code causes VC7 to crash (VC7 doesn't support address of operator
        // of template class?) so here we wrap [] and let VC7 use the adddress of the wrapper.
        QuantLib::Real subscriptWrapper(const QuantLib::Date& d);
    };
}
 
#endif