Hi again.
I found out a solution.
I am posting my code in case it can help other people.
Below is the code and the output:
#include<vector>
#include<iostream>
#include<ql\quantlib.hpp>
int main()
{
std::vector<QuantLib::Date> dates;
std::vector<double> quotes;
dates.push_back(QuantLib::Date(12, QuantLib::Nov, 2012));
dates.push_back(QuantLib::Date(13, QuantLib::Nov, 2012));
dates.push_back(QuantLib::Date(14, QuantLib::Nov, 2012));
quotes.push_back(40.05);
quotes.push_back(40.84);
quotes.push_back(41.03);
QuantLib::TimeSeries<double> series(QuantLib::Date(12, QuantLib::Nov, 2012), quotes.begin(), quotes.end());
// Is my time series empty?
std::cout << "Is
series empty?\t" << series.empty()
<< std::endl;
std::cout << "Value
on November 14th, 2012?\t" <<
series[QuantLib::Date(14, QuantLib::Nov, 2012)] << std::endl;
return 0;
}
/* Actual output:
Is series empty? 0
Value on November 14th, 2012? 41.03
*/
Best,
Édouard
http://quantcorner.wordpress.com/
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