| 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) 2008 Roland Lichters |
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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 | /*! \file pool.hpp |
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| 21 | \brief pool of issuers |
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| 22 | */ |
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| 23 | |
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| 24 | #ifndef quantlib_pool_hpp |
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| 25 | #define quantlib_pool_hpp |
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| 26 | |
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| 27 | #include <ql/experimental/credit/issuer.hpp> |
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| 28 | #include <map> |
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| 29 | |
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| 30 | namespace QuantLib { |
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| 31 | |
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| 32 | class Pool { |
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| 33 | public: |
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| 34 | Pool(); |
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| 35 | Size size() const; |
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| 36 | void clear(); |
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| 37 | bool has (const std::string& name) const; |
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| 38 | void add (const std::string& name, const Issuer& issuer, |
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| 39 | const DefaultProbKey& contractTrigger = NorthAmericaCorpDefaultKey( |
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| 40 | Currency(), SeniorSec, Period(), 1.)); |
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| 41 | const Issuer& get (const std::string& name) const; |
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| 42 | const DefaultProbKey& defaultKey(const std::string& name) const; |
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| 43 | void setTime(const std::string& name, Real time); |
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| 44 | Real getTime (const std::string& name) const; |
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| 45 | const std::vector<std::string>& names() const; |
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| 46 | std::vector<DefaultProbKey> defaultKeys() const; |
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| 47 | private: |
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| 48 | // \todo: needs to cehck all defaul TS have the same ref date? here or |
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| 49 | // where used? e.g. simulations. |
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| 50 | std::map<std::string,Issuer> data_; |
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| 51 | std::map<std::string,Real> time_; |
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| 52 | std::vector<std::string> names_; |
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| 53 | /*! default events seniority and currency this name enters the basket |
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| 54 | with. Determines to which event/probability this pool referes to. */ |
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| 55 | std::map<std::string, DefaultProbKey> defaultKeys_; |
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| 56 | }; |
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| 57 | |
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| 58 | } |
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| 59 | |
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| 60 | |
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| 61 | #endif |
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| 62 | |
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