2121 \ingroup app
2222*/
2323
24- #include < ql/quantlib.hpp>
24+ #include < ql/time/date.hpp>
25+ #include < ql/types.hpp>
26+ #include < ql/math/matrix.hpp>
27+ #include < ql/math/array.hpp>
2528
2629#include < string>
2730#include < vector>
@@ -52,12 +55,12 @@ class HwHistoricalCalibrationDataLoader {
5255 // Move
5356 std::map<std::string, std::map<QuantLib::Date, std::vector<QuantLib::Real>>> moveIrCurves () { return std::move (irCurves_); }
5457 std::map<std::string, std::map<QuantLib::Date, QuantLib::Real>> moveFxSpots () { return std::move (fxSpots_); }
55- std::map<std::string, Size> movePrincipalComponent () { return std::move (principalComponent_); }
58+ std::map<std::string, QuantLib:: Size> movePrincipalComponent () { return std::move (principalComponent_); }
5659 std::map<std::string, QuantLib::Array> moveEigenValue () { return std::move (eigenValue_); }
5760 std::map<std::string, QuantLib::Matrix> moveEigenVector () { return std::move (eigenVector_); }
5861
5962private:
60- void loadIr (const std::string& curveId, const Size& index, const QuantLib::Date& d, const QuantLib::Real& df);
63+ void loadIr (const std::string& curveId, const QuantLib:: Size& index, const QuantLib::Date& d, const QuantLib::Real& df);
6164 void loadFx (const std::string& curveId, const QuantLib::Date& d, const QuantLib::Real& fxSpot);
6265 void loadEigenValue (const std::string& ccy, const QuantLib::Array& eigenValue);
6366 void loadEigenVector (const std::string& ccy, const QuantLib::Matrix& eigenVector);
@@ -70,9 +73,9 @@ class HwHistoricalCalibrationDataLoader {
7073 std::vector<std::string> foreignCurrency_;
7174 std::vector<QuantLib::Period> tenors_;
7275 QuantLib::Date startDate_, endDate_;
73- std::map<std::string, std::map<Date, std::vector<QuantLib::Real>>> irCurves_;
74- std::map<std::string, std::map<Date, QuantLib::Real>> fxSpots_;
75- std::map<std::string, Size> principalComponent_;
76+ std::map<std::string, std::map<QuantLib:: Date, std::vector<QuantLib::Real>>> irCurves_;
77+ std::map<std::string, std::map<QuantLib:: Date, QuantLib::Real>> fxSpots_;
78+ std::map<std::string, QuantLib:: Size> principalComponent_;
7679 std::map<std::string, QuantLib::Array> eigenValue_;
7780 std::map<std::string, QuantLib::Matrix> eigenVector_;
7881};
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