TimeSeries< T, Container > Class Template Reference

### A free/open-source library for quantitative finance

Public Types | Public Member Functions
TimeSeries< T, Container > Class Template Reference

Container for historical data. More...

`#include <ql/timeseries.hpp>`

List of all members.

## Public Types
typedef Date | key_type
typedef T | value_type
## Public Member Functions
| TimeSeries ()
template<class DateIterator , class ValueIterator >
| TimeSeries (DateIterator dBegin, DateIterator dEnd, ValueIterator vBegin)
template<class ValueIterator >
| TimeSeries (const Date &firstDate, ValueIterator begin, ValueIterator end)
Inspectors
Date | firstDate () const
| returns the first date for which a historical datum exists
Date | lastDate () const
| returns the last date for which a historical datum exists
Size | size () const
| returns the number of historical data including null ones
bool | empty () const
| returns whether the series contains any data
Historical data access
T | operator[] (const Date &d) const
| returns the (possibly null) datum corresponding to the given date
T & | operator[] (const Date &d)
Utilities
const_iterator | find (const Date &)
std::vector< Date > | dates () const
| returns the dates for which historical data exist
std::vector< T > | values () const
| returns the historical data
## Iterators
typedef Container::const_iterator | const_iterator
typedef const_iterator::iterator_category | iterator_category
typedef boost::mpl::if_ < boost::mpl::or_ < boost::is_same < iterator_category, std::bidirectional_iterator_tag > , boost::is_base_of < std::bidirectional_iterator_tag, iterator_category > >, std::bidirectional_iterator_tag, std::input_iterator_tag > ::type | enable_reverse
typedef reverse< Container, enable_reverse > ::const_reverse_iterator | const_reverse_iterator
const_iterator | cbegin () const
const_iterator | cend () const
const_iterator | begin () const
const_iterator | end () const
const_reverse_iterator | crbegin () const
const_reverse_iterator | crend () const
const_reverse_iterator | rbegin () const
const_reverse_iterator | rend () const
## Projection iterators
typedef boost::transform_iterator < projection_time, const_iterator > | const_time_iterator
typedef boost::transform_iterator < projection_value, const_iterator > | const_value_iterator
typedef boost::transform_iterator < projection_time, const_reverse_iterator > | const_reverse_time_iterator
typedef boost::transform_iterator < projection_value, const_reverse_iterator > | const_reverse_value_iterator
const_value_iterator | cbegin_values () const
const_value_iterator | cend_values () const
const_reverse_value_iterator | crbegin_values () const
const_reverse_value_iterator | crend_values () const
const_time_iterator | cbegin_time () const
const_time_iterator | cend_time () const
const_reverse_time_iterator | crbegin_time () const
const_reverse_time_iterator | crend_time () const

## Detailed Description

### template<class T, class Container = std::map<Date, T>>
class QuantLib::TimeSeries< T, Container >

Container for historical data.

This class acts as a generic repository for a set of historical data. Any single datum can be accessed through its date, while sets of consecutive data can be accessed through iterators.

Precondition:
  The `Container` type must satisfy the requirements set by the C++ standard for associative containers.

## Constructor & Destructor Documentation

TimeSeries | ( |  | ) |

Default constructor

TimeSeries | ( | DateIterator | dBegin,
|  | DateIterator | dEnd,
|  | ValueIterator | vBegin
| ) |  |

This constructor initializes the history with a set of values passed as two sequences, the first containing dates and the second containing corresponding values.

TimeSeries | ( | const Date & | firstDate,
|  | ValueIterator | begin,
|  | ValueIterator | end
| ) |  |

This constructor initializes the history with a set of values. Such values are assigned to a corresponding number of consecutive dates starting from firstDate included.