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QPR-13609 do not include all, more fixes
1 parent 269d5ae commit 6770add

1 file changed

Lines changed: 9 additions & 6 deletions

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OREAnalytics/orea/app/hwhistoricalcalibrationdataloader.hpp

Lines changed: 9 additions & 6 deletions
Original file line numberDiff line numberDiff line change
@@ -21,7 +21,10 @@
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\ingroup app
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*/
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24-
#include <ql/quantlib.hpp>
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#include <ql/time/date.hpp>
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#include <ql/types.hpp>
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#include <ql/math/matrix.hpp>
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#include <ql/math/array.hpp>
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#include <string>
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#include <vector>
@@ -52,12 +55,12 @@ class HwHistoricalCalibrationDataLoader {
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// Move
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std::map<std::string, std::map<QuantLib::Date, std::vector<QuantLib::Real>>> moveIrCurves() { return std::move(irCurves_); }
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std::map<std::string, std::map<QuantLib::Date, QuantLib::Real>> moveFxSpots() { return std::move(fxSpots_); }
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std::map<std::string, Size> movePrincipalComponent() { return std::move(principalComponent_); }
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std::map<std::string, QuantLib::Size> movePrincipalComponent() { return std::move(principalComponent_); }
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std::map<std::string, QuantLib::Array> moveEigenValue() { return std::move(eigenValue_); }
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std::map<std::string, QuantLib::Matrix> moveEigenVector() { return std::move(eigenVector_); }
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private:
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void loadIr(const std::string& curveId, const Size& index, const QuantLib::Date& d, const QuantLib::Real& df);
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void loadIr(const std::string& curveId, const QuantLib::Size& index, const QuantLib::Date& d, const QuantLib::Real& df);
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void loadFx(const std::string& curveId, const QuantLib::Date& d, const QuantLib::Real& fxSpot);
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void loadEigenValue(const std::string& ccy, const QuantLib::Array& eigenValue);
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void loadEigenVector(const std::string& ccy, const QuantLib::Matrix& eigenVector);
@@ -70,9 +73,9 @@ class HwHistoricalCalibrationDataLoader {
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std::vector<std::string> foreignCurrency_;
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std::vector<QuantLib::Period> tenors_;
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QuantLib::Date startDate_, endDate_;
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std::map<std::string, std::map<Date, std::vector<QuantLib::Real>>> irCurves_;
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std::map<std::string, std::map<Date, QuantLib::Real>> fxSpots_;
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std::map<std::string, Size> principalComponent_;
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std::map<std::string, std::map<QuantLib::Date, std::vector<QuantLib::Real>>> irCurves_;
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std::map<std::string, std::map<QuantLib::Date, QuantLib::Real>> fxSpots_;
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std::map<std::string, QuantLib::Size> principalComponent_;
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std::map<std::string, QuantLib::Array> eigenValue_;
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std::map<std::string, QuantLib::Matrix> eigenVector_;
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};

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