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storing the data once it has been parsed

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Pavan Shah-2

storing the data once it has been parsed

Hi all,

I am using boost tokenizer to parse the data from a csv file.

However, once the data has been parsed, I wish to store each line as a record. For example, lets say one line is as follows:

Trade ID, counterparty, currency, tradetype, notional, ..expirydate

20 bank A EUR Option 100 12/26/2012

I want to store this line as a record so that when I want to , I can retreive all of these attributes related to a particular trade-id. Its like a lookup table/map but with one key and many mapped values. I have an entire file full of these types of rows.

Is there something in STL or Boost or QuantLib that will allow me to store so many attributes that map to one key like a trade-id?

I was thinking about about a multimap.

any ideas please?

thanks

Pavan

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Luigi Ballabio

Re: storing the data once it has been parsed

Why not simply define a struct and use a map to associate a struct
instance to a key?

Luigi

On Wed, Dec 26, 2012 at 7:02 PM, Pavan Shah <[hidden email]> wrote:

> Hi all,
> I am using boost tokenizer to parse the data from a csv file.
> However, once the data has been parsed, I wish to store each line as a
> record. For example, lets say one line is as follows:
>
> Trade ID, counterparty, currency, tradetype, notional, ..expirydate
> 20 bank A EUR Option 100
> 12/26/2012
>
> I want to store this line as a record so that when I want to , I can
> retreive all of these attributes related to a particular trade-id. Its like
> a lookup table/map but with one key and many mapped values. I have an
> entire file full of these types of rows.
>
> Is there something in STL or Boost or QuantLib that will allow me to store
> so many attributes that map to one key like a trade-id?
>
> I was thinking about about a multimap.
> any ideas please?
>
> thanks
> Pavan
>
> ------------------------------------------------------------------------------
> LogMeIn Rescue: Anywhere, Anytime Remote support for IT. Free Trial
> Remotely access PCs and mobile devices and provide instant support
> Improve your efficiency, and focus on delivering more value-add services
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> http://p.sf.net/sfu/logmein_12329d2d
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> QuantLib-users mailing list
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> https://lists.sourceforge.net/lists/listinfo/quantlib-users
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Pavan Shah-2

Re: storing the data once it has been parsed

Luigi,

if I understand you , i think you are suggesting that for each key in the map, have the key point to an instance of a struct that contains rest of the elements in that row.

Is that right?

Keep in mind I have to do this for hundreds of lines.

Pavan

On Fri, Dec 28, 2012 at 5:22 AM, Luigi Ballabio <[hidden email]> wrote:

Why not simply define a struct and use a map to associate a struct
instance to a key?

Luigi

On Wed, Dec 26, 2012 at 7:02 PM, Pavan Shah <[hidden email]> wrote:
> Hi all,
> I am using boost tokenizer to parse the data from a csv file.
> However, once the data has been parsed, I wish to store each line as a
> record. For example, lets say one line is as follows:
>
> Trade ID, counterparty, currency, tradetype, notional, ..expirydate
> 20 bank A EUR Option 100
> 12/26/2012
>
> I want to store this line as a record so that when I want to , I can
> retreive all of these attributes related to a particular trade-id. Its like
> a lookup table/map but with one key and many mapped values. I have an
> entire file full of these types of rows.
>
> Is there something in STL or Boost or QuantLib that will allow me to store
> so many attributes that map to one key like a trade-id?
>
> I was thinking about about a multimap.
> any ideas please?
>
> thanks
> Pavan
>

> ------------------------------------------------------------------------------
> LogMeIn Rescue: Anywhere, Anytime Remote support for IT. Free Trial
> Remotely access PCs and mobile devices and provide instant support
> Improve your efficiency, and focus on delivering more value-add services
> Discover what IT Professionals Know. Rescue delivers
> http://p.sf.net/sfu/logmein_12329d2d
> _______________________________________________
> QuantLib-users mailing list
> [hidden email]
> https://lists.sourceforge.net/lists/listinfo/quantlib-users
>

Luigi Ballabio

Re: storing the data once it has been parsed

Yes, that's what I'm suggesting. Just loop over the lines, and for
each one create the instance and store it in the map. Hundreds is not
that much. Each instance won't weigh more than a few dozens of bytes.

Luigi

On Fri, Dec 28, 2012 at 6:15 PM, Pavan Shah <[hidden email]> wrote:

> Luigi,
> if I understand you , i think you are suggesting that for each key in the
> map, have the key point to an instance of a struct that contains rest of the
> elements in that row.
> Is that right?
>
> Keep in mind I have to do this for hundreds of lines.
>
> Pavan
>
>
> On Fri, Dec 28, 2012 at 5:22 AM, Luigi Ballabio <[hidden email]>
> wrote:
>>
>> Why not simply define a struct and use a map to associate a struct
>> instance to a key?
>>
>> Luigi
>>
>> On Wed, Dec 26, 2012 at 7:02 PM, Pavan Shah <[hidden email]> wrote:
>> > Hi all,
>> > I am using boost tokenizer to parse the data from a csv file.
>> > However, once the data has been parsed, I wish to store each line as a
>> > record. For example, lets say one line is as follows:
>> >
>> > Trade ID, counterparty, currency, tradetype, notional, ..expirydate
>> > 20 bank A EUR Option 100
>> > 12/26/2012
>> >
>> > I want to store this line as a record so that when I want to , I can
>> > retreive all of these attributes related to a particular trade-id. Its
>> > like
>> > a lookup table/map but with one key and many mapped values. I have an
>> > entire file full of these types of rows.
>> >
>> > Is there something in STL or Boost or QuantLib that will allow me to
>> > store
>> > so many attributes that map to one key like a trade-id?
>> >
>> > I was thinking about about a multimap.
>> > any ideas please?
>> >
>> > thanks
>> > Pavan
>> >
>> >
>> > ------------------------------------------------------------------------------
>> > LogMeIn Rescue: Anywhere, Anytime Remote support for IT. Free Trial
>> > Remotely access PCs and mobile devices and provide instant support
>> > Improve your efficiency, and focus on delivering more value-add services
>> > Discover what IT Professionals Know. Rescue delivers
>> > http://p.sf.net/sfu/logmein_12329d2d
>> > _______________________________________________
>> > QuantLib-users mailing list
>> > [hidden email]
>> > https://lists.sourceforge.net/lists/listinfo/quantlib-users
>> >
>
>

Pavan Shah-2

Re: storing the data once it has been parsed

Peter, Luigi,

thank you both

I was able to do this in just few lines.

Pavan

On Fri, Dec 28, 2012 at 9:18 AM, Luigi Ballabio <[hidden email]> wrote:

Yes, that's what I'm suggesting. Just loop over the lines, and for
each one create the instance and store it in the map. Hundreds is not
that much. Each instance won't weigh more than a few dozens of bytes.

Luigi

On Fri, Dec 28, 2012 at 6:15 PM, Pavan Shah <[hidden email]> wrote:
> Luigi,
> if I understand you , i think you are suggesting that for each key in the
> map, have the key point to an instance of a struct that contains rest of the
> elements in that row.
> Is that right?
>
> Keep in mind I have to do this for hundreds of lines.
>
> Pavan
>
>
> On Fri, Dec 28, 2012 at 5:22 AM, Luigi Ballabio <[hidden email]>
> wrote:
>>
>> Why not simply define a struct and use a map to associate a struct
>> instance to a key?
>>
>> Luigi
>>
>> On Wed, Dec 26, 2012 at 7:02 PM, Pavan Shah <[hidden email]> wrote:
>> > Hi all,
>> > I am using boost tokenizer to parse the data from a csv file.
>> > However, once the data has been parsed, I wish to store each line as a
>> > record. For example, lets say one line is as follows:
>> >
>> > Trade ID, counterparty, currency, tradetype, notional, ..expirydate
>> > 20 bank A EUR Option 100
>> > 12/26/2012
>> >
>> > I want to store this line as a record so that when I want to , I can
>> > retreive all of these attributes related to a particular trade-id. Its
>> > like
>> > a lookup table/map but with one key and many mapped values. I have an
>> > entire file full of these types of rows.
>> >
>> > Is there something in STL or Boost or QuantLib that will allow me to
>> > store
>> > so many attributes that map to one key like a trade-id?
>> >
>> > I was thinking about about a multimap.
>> > any ideas please?
>> >
>> > thanks
>> > Pavan
>> >
>> >
>> > ------------------------------------------------------------------------------
>> > LogMeIn Rescue: Anywhere, Anytime Remote support for IT. Free Trial
>> > Remotely access PCs and mobile devices and provide instant support
>> > Improve your efficiency, and focus on delivering more value-add services
>> > Discover what IT Professionals Know. Rescue delivers
>> > http://p.sf.net/sfu/logmein_12329d2d
>> > _______________________________________________
>> > QuantLib-users mailing list
>> > [hidden email]
>> > https://lists.sourceforge.net/lists/listinfo/quantlib-users
>> >
>
>

Pavan Shah-2

Re: storing the data once it has been parsed

Hi guys,

just a quick question,

if I have a map such as map<string , vector <string> > Input_Vols

and vector <string> has 2 elements. First element is a date in string format and second one is a price.

I am trying to convert each date from string format into a QuantLib date.

I am trying to use DateParser.parseISO method from QuantLib to convert all string dates in the map into QuantLib dates.

However, the compiler complains. This is the error.

Error 2 error C2275: 'QuantLib::DateParser' : illegal use of this type as an expression

Here is my piece of code.

map<string, vector <string> >::iterator iter=Input_Vols.find("EURUSDV1M CMPN Curncy");

while(iter!=Input_Vols.end())

{

(*iter).second[0]=DateParser.parseISO((*iter).second[0]);

++iter;

}

What am I doing wrong?

thanks

pavan

On Fri, Dec 28, 2012 at 10:34 AM, Pavan Shah <[hidden email]> wrote:

Peter, Luigi,

thank you both

I was able to do this in just few lines.

Pavan

On Fri, Dec 28, 2012 at 9:18 AM, Luigi Ballabio <[hidden email]> wrote:
Yes, that's what I'm suggesting. Just loop over the lines, and for
each one create the instance and store it in the map. Hundreds is not
that much. Each instance won't weigh more than a few dozens of bytes.

Luigi

On Fri, Dec 28, 2012 at 6:15 PM, Pavan Shah <[hidden email]> wrote:
> Luigi,
> if I understand you , i think you are suggesting that for each key in the
> map, have the key point to an instance of a struct that contains rest of the
> elements in that row.
> Is that right?
>
> Keep in mind I have to do this for hundreds of lines.
>
> Pavan
>
>
> On Fri, Dec 28, 2012 at 5:22 AM, Luigi Ballabio <[hidden email]>
> wrote:
>>
>> Why not simply define a struct and use a map to associate a struct
>> instance to a key?
>>
>> Luigi
>>
>> On Wed, Dec 26, 2012 at 7:02 PM, Pavan Shah <[hidden email]> wrote:
>> > Hi all,
>> > I am using boost tokenizer to parse the data from a csv file.
>> > However, once the data has been parsed, I wish to store each line as a
>> > record. For example, lets say one line is as follows:
>> >
>> > Trade ID, counterparty, currency, tradetype, notional, ..expirydate
>> > 20 bank A EUR Option 100
>> > 12/26/2012
>> >
>> > I want to store this line as a record so that when I want to , I can
>> > retreive all of these attributes related to a particular trade-id. Its
>> > like
>> > a lookup table/map but with one key and many mapped values. I have an
>> > entire file full of these types of rows.
>> >
>> > Is there something in STL or Boost or QuantLib that will allow me to
>> > store
>> > so many attributes that map to one key like a trade-id?
>> >
>> > I was thinking about about a multimap.
>> > any ideas please?
>> >
>> > thanks
>> > Pavan
>> >
>> >
>> > ------------------------------------------------------------------------------
>> > LogMeIn Rescue: Anywhere, Anytime Remote support for IT. Free Trial
>> > Remotely access PCs and mobile devices and provide instant support
>> > Improve your efficiency, and focus on delivering more value-add services
>> > Discover what IT Professionals Know. Rescue delivers
>> > http://p.sf.net/sfu/logmein_12329d2d
>> > _______________________________________________
>> > QuantLib-users mailing list
>> > [hidden email]
>> > https://lists.sourceforge.net/lists/listinfo/quantlib-users
>> >
>
>

Peter Caspers-4

Re: storing the data once it has been parsed

Hi Pavan,

try DateParser::parseISO( ) instead. This is a static function defined in the class DateParser.

Peter

Am 29.12.2012 00:25, schrieb Pavan Shah:

Hi guys,

just a quick question,

if I have a map such as map<string , vector <string> > Input_Vols

and vector <string> has 2 elements. First element is a date in string format and second one is a price.

I am trying to convert each date from string format into a QuantLib date.

I am trying to use DateParser.parseISO method from QuantLib to convert all string dates in the map into QuantLib dates.

However, the compiler complains. This is the error.

Error 2 error C2275: 'QuantLib::DateParser' : illegal use of this type as an expression

Here is my piece of code.

map<string, vector <string> >::iterator iter=Input_Vols.find("EURUSDV1M CMPN Curncy");

while(iter!=Input_Vols.end())

{

(*iter).second[0]=DateParser.parseISO((*iter).second[0]);

++iter;

}

What am I doing wrong?

thanks

pavan

On Fri, Dec 28, 2012 at 10:34 AM, Pavan Shah <[hidden email]> wrote:

Peter, Luigi,

thank you both

I was able to do this in just few lines.

Pavan

On Fri, Dec 28, 2012 at 9:18 AM, Luigi Ballabio <[hidden email]> wrote:

Yes, that's what I'm suggesting. Just loop over the lines, and for
each one create the instance and store it in the map. Hundreds is not
that much. Each instance won't weigh more than a few dozens of bytes.

Luigi

On Fri, Dec 28, 2012 at 6:15 PM, Pavan Shah <[hidden email]> wrote:
> Luigi,
> if I understand you , i think you are suggesting that for each key in the
> map, have the key point to an instance of a struct that contains rest of the
> elements in that row.
> Is that right?
>
> Keep in mind I have to do this for hundreds of lines.
>
> Pavan
>
>
> On Fri, Dec 28, 2012 at 5:22 AM, Luigi Ballabio <[hidden email]>
> wrote:
>>
>> Why not simply define a struct and use a map to associate a struct
>> instance to a key?
>>
>> Luigi
>>
>> On Wed, Dec 26, 2012 at 7:02 PM, Pavan Shah <[hidden email]> wrote:
>> > Hi all,
>> > I am using boost tokenizer to parse the data from a csv file.
>> > However, once the data has been parsed, I wish to store each line as a
>> > record. For example, lets say one line is as follows:
>> >
>> > Trade ID, counterparty, currency, tradetype, notional, ..expirydate
>> > 20 bank A EUR Option 100
>> > 12/26/2012
>> >
>> > I want to store this line as a record so that when I want to , I can
>> > retreive all of these attributes related to a particular trade-id. Its
>> > like
>> > a lookup table/map but with one key and many mapped values. I have an
>> > entire file full of these types of rows.
>> >
>> > Is there something in STL or Boost or QuantLib that will allow me to
>> > store
>> > so many attributes that map to one key like a trade-id?
>> >
>> > I was thinking about about a multimap.
>> > any ideas please?
>> >
>> > thanks
>> > Pavan
>> >
>> >
>> > ------------------------------------------------------------------------------
>> > LogMeIn Rescue: Anywhere, Anytime Remote support for IT. Free Trial
>> > Remotely access PCs and mobile devices and provide instant support
>> > Improve your efficiency, and focus on delivering more value-add services
>> > Discover what IT Professionals Know. Rescue delivers
>> > http://p.sf.net/sfu/logmein_12329d2d
>> > _______________________________________________
>> > QuantLib-users mailing list
>> > [hidden email]
>> > https://lists.sourceforge.net/lists/listinfo/quantlib-users
>> >
>
>
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Pavan Shah-2

Re: storing the data once it has been parsed

I made the correction. But the compiler gives me this error:

Error 29 error LNK1104: cannot open file 'QuantLib-vc100-mt-gd.lib'

Here is my corrected version of code:

map<string, vector <string> >::iterator iter=Input_Vols.find("EURUSDV1M CMPN Curncy"); while(iter!=Input_Vols.end()) { DateParser::parseISO((*iter).second[0]); ++iter; }

I am using Visual Studio 2010 to compile.

Two questions:

1)is there anything wrong with my code above?

2)do i need to change something in my project properties?

thanks

pavan

On Sat, Dec 29, 2012 at 4:42 AM, Peter Caspers <[hidden email]> wrote:

Hi Pavan,

try DateParser::parseISO( ) instead. This is a static function defined in the class DateParser.

Peter

Am 29.12.2012 00:25, schrieb Pavan Shah:
Hi guys,

just a quick question,

if I have a map such as map<string , vector <string> > Input_Vols

and vector <string> has 2 elements. First element is a date in string format and second one is a price.

I am trying to convert each date from string format into a QuantLib date.

I am trying to use DateParser.parseISO method from QuantLib to convert all string dates in the map into QuantLib dates.

However, the compiler complains. This is the error.

Error 2 error C2275: 'QuantLib::DateParser' : illegal use of this type as an expression

Here is my piece of code.

map<string, vector <string> >::iterator iter=Input_Vols.find("EURUSDV1M CMPN Curncy");

while(iter!=Input_Vols.end())

{

(*iter).second[0]=DateParser.parseISO((*iter).second[0]);

++iter;

}

What am I doing wrong?

thanks

pavan

On Fri, Dec 28, 2012 at 10:34 AM, Pavan Shah <[hidden email]> wrote:

Peter, Luigi,

thank you both

I was able to do this in just few lines.

Pavan

On Fri, Dec 28, 2012 at 9:18 AM, Luigi Ballabio <[hidden email]> wrote:

Yes, that's what I'm suggesting. Just loop over the lines, and for
each one create the instance and store it in the map. Hundreds is not
that much. Each instance won't weigh more than a few dozens of bytes.

Luigi

On Fri, Dec 28, 2012 at 6:15 PM, Pavan Shah <[hidden email]> wrote:
> Luigi,
> if I understand you , i think you are suggesting that for each key in the
> map, have the key point to an instance of a struct that contains rest of the
> elements in that row.
> Is that right?
>
> Keep in mind I have to do this for hundreds of lines.
>
> Pavan
>
>
> On Fri, Dec 28, 2012 at 5:22 AM, Luigi Ballabio <[hidden email]>
> wrote:
>>
>> Why not simply define a struct and use a map to associate a struct
>> instance to a key?
>>
>> Luigi
>>
>> On Wed, Dec 26, 2012 at 7:02 PM, Pavan Shah <[hidden email]> wrote:
>> > Hi all,
>> > I am using boost tokenizer to parse the data from a csv file.
>> > However, once the data has been parsed, I wish to store each line as a
>> > record. For example, lets say one line is as follows:
>> >
>> > Trade ID, counterparty, currency, tradetype, notional, ..expirydate
>> > 20 bank A EUR Option 100
>> > 12/26/2012
>> >
>> > I want to store this line as a record so that when I want to , I can
>> > retreive all of these attributes related to a particular trade-id. Its
>> > like
>> > a lookup table/map but with one key and many mapped values. I have an
>> > entire file full of these types of rows.
>> >
>> > Is there something in STL or Boost or QuantLib that will allow me to
>> > store
>> > so many attributes that map to one key like a trade-id?
>> >
>> > I was thinking about about a multimap.
>> > any ideas please?
>> >
>> > thanks
>> > Pavan
>> >
>> >
>> > ------------------------------------------------------------------------------
>> > LogMeIn Rescue: Anywhere, Anytime Remote support for IT. Free Trial
>> > Remotely access PCs and mobile devices and provide instant support
>> > Improve your efficiency, and focus on delivering more value-add services
>> > Discover what IT Professionals Know. Rescue delivers
>> > http://p.sf.net/sfu/logmein_12329d2d
>> > _______________________________________________
>> > QuantLib-users mailing list
>> > [hidden email]
>> > https://lists.sourceforge.net/lists/listinfo/quantlib-users
>> >
>
>
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Peter Caspers-4

Re: storing the data once it has been parsed

Pavan, first you should make sure the the file in question is properly generated. Usually it is located in some subfolder named 'lib'. If it is there, you have to add this folder to the 'linker / additional library directories' property of your project that you want to link against the library.
Happy new year
Peter

Am 31.12.2012 23:02, schrieb Pavan Shah:

I made the correction. But the compiler gives me this error:

Error 29 error LNK1104: cannot open file 'QuantLib-vc100-mt-gd.lib'

Here is my corrected version of code:

map<string, vector <string> >::iterator iter=Input_Vols.find("EURUSDV1M CMPN Curncy"); while(iter!=Input_Vols.end()) { DateParser::parseISO((*iter).second[0]); ++iter; }

I am using Visual Studio 2010 to compile.

Two questions:

1)is there anything wrong with my code above?

2)do i need to change something in my project properties?

thanks

pavan
On Sat, Dec 29, 2012 at 4:42 AM, Peter Caspers <[hidden email]> wrote:
Hi Pavan,

try DateParser::parseISO( ) instead. This is a static function defined in the class DateParser.

Peter

Am 29.12.2012 00:25, schrieb Pavan Shah:
Hi guys,

just a quick question,

if I have a map such as map<string , vector <string> > Input_Vols

and vector <string> has 2 elements. First element is a date in string format and second one is a price.

I am trying to convert each date from string format into a QuantLib date.

I am trying to use DateParser.parseISO method from QuantLib to convert all string dates in the map into QuantLib dates.

However, the compiler complains. This is the error.

Error 2 error C2275: 'QuantLib::DateParser' : illegal use of this type as an expression

Here is my piece of code.

map<string, vector <string> >::iterator iter=Input_Vols.find("EURUSDV1M CMPN Curncy");

while(iter!=Input_Vols.end())

{

(*iter).second[0]=DateParser.parseISO((*iter).second[0]);

++iter;

}

What am I doing wrong?

thanks

pavan

On Fri, Dec 28, 2012 at 10:34 AM, Pavan Shah <[hidden email]> wrote:

Peter, Luigi,

thank you both

I was able to do this in just few lines.

Pavan

On Fri, Dec 28, 2012 at 9:18 AM, Luigi Ballabio <[hidden email]> wrote:

Yes, that's what I'm suggesting. Just loop over the lines, and for
each one create the instance and store it in the map. Hundreds is not
that much. Each instance won't weigh more than a few dozens of bytes.

Luigi

On Fri, Dec 28, 2012 at 6:15 PM, Pavan Shah <[hidden email]> wrote:
> Luigi,
> if I understand you , i think you are suggesting that for each key in the
> map, have the key point to an instance of a struct that contains rest of the
> elements in that row.
> Is that right?
>
> Keep in mind I have to do this for hundreds of lines.
>
> Pavan
>
>
> On Fri, Dec 28, 2012 at 5:22 AM, Luigi Ballabio <[hidden email]>
> wrote:
>>
>> Why not simply define a struct and use a map to associate a struct
>> instance to a key?
>>
>> Luigi
>>
>> On Wed, Dec 26, 2012 at 7:02 PM, Pavan Shah <[hidden email]> wrote:
>> > Hi all,
>> > I am using boost tokenizer to parse the data from a csv file.
>> > However, once the data has been parsed, I wish to store each line as a
>> > record. For example, lets say one line is as follows:
>> >
>> > Trade ID, counterparty, currency, tradetype, notional, ..expirydate
>> > 20 bank A EUR Option 100
>> > 12/26/2012
>> >
>> > I want to store this line as a record so that when I want to , I can
>> > retreive all of these attributes related to a particular trade-id. Its
>> > like
>> > a lookup table/map but with one key and many mapped values. I have an
>> > entire file full of these types of rows.
>> >
>> > Is there something in STL or Boost or QuantLib that will allow me to
>> > store
>> > so many attributes that map to one key like a trade-id?
>> >
>> > I was thinking about about a multimap.
>> > any ideas please?
>> >
>> > thanks
>> > Pavan
>> >
>> >
>> > ------------------------------------------------------------------------------
>> > LogMeIn Rescue: Anywhere, Anytime Remote support for IT. Free Trial
>> > Remotely access PCs and mobile devices and provide instant support
>> > Improve your efficiency, and focus on delivering more value-add services
>> > Discover what IT Professionals Know. Rescue delivers
>> > http://p.sf.net/sfu/logmein_12329d2d
>> > _______________________________________________
>> > QuantLib-users mailing list
>> > [hidden email]
>> > https://lists.sourceforge.net/lists/listinfo/quantlib-users
>> >
>
>
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Pavan Shah-2

Re: storing the data once it has been parsed

I am able to get around that error.

However, what is the best way to convert a string date that is stored in a vector <string> within a map using QuantLib's dateparser class?

Something seems wrong in my function below but I can't figure out what exactly.

void Imp_Vols::Conv_Data_Vols()

{

Imp_Vols Test2;

/*Test2.total_obs();*/

map<string , vector <string> > Input_Vols=Test2.Load_Imp_Vols();

map<string, vector <string> >::iterator iter=Input_Vols.find("EURUSDV1M CMPN Curncy");

while(iter!=Input_Vols.end())

{

DateParser::parseISO((*iter).second[0]);

++iter;

}

cout<<"The date of the file is: "<< (*iter).second[0]<<endl;

}

Pavan

On Tue, Jan 1, 2013 at 4:15 AM, Peter Caspers <[hidden email]> wrote:

Pavan, first you should make sure the the file in question is properly generated. Usually it is located in some subfolder named 'lib'. If it is there, you have to add this folder to the 'linker / additional library directories' property of your project that you want to link against the library.
Happy new year
Peter

Am 31.12.2012 23:02, schrieb Pavan Shah:
I made the correction. But the compiler gives me this error:

Error 29 error LNK1104: cannot open file 'QuantLib-vc100-mt-gd.lib'

Here is my corrected version of code:

map<string, vector <string> >::iterator iter=Input_Vols.find("EURUSDV1M CMPN Curncy"); while(iter!=Input_Vols.end()) { DateParser::parseISO((*iter).second[0]); ++iter; }

I am using Visual Studio 2010 to compile.

Two questions:

1)is there anything wrong with my code above?

2)do i need to change something in my project properties?

thanks

pavan
On Sat, Dec 29, 2012 at 4:42 AM, Peter Caspers <[hidden email]> wrote:
Hi Pavan,

try DateParser::parseISO( ) instead. This is a static function defined in the class DateParser.

Peter

Am 29.12.2012 00:25, schrieb Pavan Shah:
Hi guys,

just a quick question,

if I have a map such as map<string , vector <string> > Input_Vols

and vector <string> has 2 elements. First element is a date in string format and second one is a price.

I am trying to convert each date from string format into a QuantLib date.

I am trying to use DateParser.parseISO method from QuantLib to convert all string dates in the map into QuantLib dates.

However, the compiler complains. This is the error.

Error 2 error C2275: 'QuantLib::DateParser' : illegal use of this type as an expression

Here is my piece of code.

map<string, vector <string> >::iterator iter=Input_Vols.find("EURUSDV1M CMPN Curncy");

while(iter!=Input_Vols.end())

{

(*iter).second[0]=DateParser.parseISO((*iter).second[0]);

++iter;

}

What am I doing wrong?

thanks

pavan

On Fri, Dec 28, 2012 at 10:34 AM, Pavan Shah <[hidden email]> wrote:

Peter, Luigi,

thank you both

I was able to do this in just few lines.

Pavan

On Fri, Dec 28, 2012 at 9:18 AM, Luigi Ballabio <[hidden email]> wrote:

Yes, that's what I'm suggesting. Just loop over the lines, and for
each one create the instance and store it in the map. Hundreds is not
that much. Each instance won't weigh more than a few dozens of bytes.

Luigi

On Fri, Dec 28, 2012 at 6:15 PM, Pavan Shah <[hidden email]> wrote:
> Luigi,
> if I understand you , i think you are suggesting that for each key in the
> map, have the key point to an instance of a struct that contains rest of the
> elements in that row.
> Is that right?
>
> Keep in mind I have to do this for hundreds of lines.
>
> Pavan
>
>
> On Fri, Dec 28, 2012 at 5:22 AM, Luigi Ballabio <[hidden email]>
> wrote:
>>
>> Why not simply define a struct and use a map to associate a struct
>> instance to a key?
>>
>> Luigi
>>
>> On Wed, Dec 26, 2012 at 7:02 PM, Pavan Shah <[hidden email]> wrote:
>> > Hi all,
>> > I am using boost tokenizer to parse the data from a csv file.
>> > However, once the data has been parsed, I wish to store each line as a
>> > record. For example, lets say one line is as follows:
>> >
>> > Trade ID, counterparty, currency, tradetype, notional, ..expirydate
>> > 20 bank A EUR Option 100
>> > 12/26/2012
>> >
>> > I want to store this line as a record so that when I want to , I can
>> > retreive all of these attributes related to a particular trade-id. Its
>> > like
>> > a lookup table/map but with one key and many mapped values. I have an
>> > entire file full of these types of rows.
>> >
>> > Is there something in STL or Boost or QuantLib that will allow me to
>> > store
>> > so many attributes that map to one key like a trade-id?
>> >
>> > I was thinking about about a multimap.
>> > any ideas please?
>> >
>> > thanks
>> > Pavan
>> >
>> >
>> > ------------------------------------------------------------------------------
>> > LogMeIn Rescue: Anywhere, Anytime Remote support for IT. Free Trial
>> > Remotely access PCs and mobile devices and provide instant support
>> > Improve your efficiency, and focus on delivering more value-add services
>> > Discover what IT Professionals Know. Rescue delivers
>> > http://p.sf.net/sfu/logmein_12329d2d
>> > _______________________________________________
>> > QuantLib-users mailing list
>> > [hidden email]
>> > https://lists.sourceforge.net/lists/listinfo/quantlib-users
>> >
>
>
------------------------------------------------------------------------------
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Peter Caspers-4

Re: storing the data once it has been parsed

Hi Pavan, I do not understand your code below. I guess there are many ways to get what you want. There is nothing special in converting a string to a date even if the former is stored within a vector which is a mapped value, e.g.

    std::map<std::string, std::vector<std::string>> data;
    ...
    Date d;
    if(data.count(myKey)>0)
        DateParser::parseISO(data[myKey][index]);
    else
        ...

with myKey a string and index an unsigned int. Hope that helps.
Peter

Am 02.01.2013 19:14, schrieb Pavan Shah:

I am able to get around that error.

However, what is the best way to convert a string date that is stored in a vector <string> within a map using QuantLib's dateparser class?

Something seems wrong in my function below but I can't figure out what exactly.

void Imp_Vols::Conv_Data_Vols()

{

Imp_Vols Test2;

/*Test2.total_obs();*/

map<string , vector <string> > Input_Vols=Test2.Load_Imp_Vols();

map<string, vector <string> >::iterator iter=Input_Vols.find("EURUSDV1M CMPN Curncy");

while(iter!=Input_Vols.end())

{

DateParser::parseISO((*iter).second[0]);

++iter;

}

cout<<"The date of the file is: "<< (*iter).second[0]<<endl;

}

Pavan
On Tue, Jan 1, 2013 at 4:15 AM, Peter Caspers <[hidden email]> wrote:
Pavan, first you should make sure the the file in question is properly generated. Usually it is located in some subfolder named 'lib'. If it is there, you have to add this folder to the 'linker / additional library directories' property of your project that you want to link against the library.
Happy new year
Peter

Am 31.12.2012 23:02, schrieb Pavan Shah:
I made the correction. But the compiler gives me this error:

Error 29 error LNK1104: cannot open file 'QuantLib-vc100-mt-gd.lib'

Here is my corrected version of code:

map<string, vector <string> >::iterator iter=Input_Vols.find("EURUSDV1M CMPN Curncy"); while(iter!=Input_Vols.end()) { DateParser::parseISO((*iter).second[0]); ++iter; }

I am using Visual Studio 2010 to compile.

Two questions:

1)is there anything wrong with my code above?

2)do i need to change something in my project properties?

thanks

pavan
On Sat, Dec 29, 2012 at 4:42 AM, Peter Caspers <[hidden email]> wrote:
Hi Pavan,

try DateParser::parseISO( ) instead. This is a static function defined in the class DateParser.

Peter

Am 29.12.2012 00:25, schrieb Pavan Shah:
Hi guys,

just a quick question,

if I have a map such as map<string , vector <string> > Input_Vols

and vector <string> has 2 elements. First element is a date in string format and second one is a price.

I am trying to convert each date from string format into a QuantLib date.

I am trying to use DateParser.parseISO method from QuantLib to convert all string dates in the map into QuantLib dates.

However, the compiler complains. This is the error.

Error 2 error C2275: 'QuantLib::DateParser' : illegal use of this type as an expression

Here is my piece of code.

map<string, vector <string> >::iterator iter=Input_Vols.find("EURUSDV1M CMPN Curncy");

while(iter!=Input_Vols.end())

{

(*iter).second[0]=DateParser.parseISO((*iter).second[0]);

++iter;

}

What am I doing wrong?

thanks

pavan

On Fri, Dec 28, 2012 at 10:34 AM, Pavan Shah <[hidden email]> wrote:

Peter, Luigi,

thank you both

I was able to do this in just few lines.

Pavan

On Fri, Dec 28, 2012 at 9:18 AM, Luigi Ballabio <[hidden email]> wrote:

Yes, that's what I'm suggesting. Just loop over the lines, and for
each one create the instance and store it in the map. Hundreds is not
that much. Each instance won't weigh more than a few dozens of bytes.

Luigi

On Fri, Dec 28, 2012 at 6:15 PM, Pavan Shah <[hidden email]> wrote:
> Luigi,
> if I understand you , i think you are suggesting that for each key in the
> map, have the key point to an instance of a struct that contains rest of the
> elements in that row.
> Is that right?
>
> Keep in mind I have to do this for hundreds of lines.
>
> Pavan
>
>
> On Fri, Dec 28, 2012 at 5:22 AM, Luigi Ballabio <[hidden email]>
> wrote:
>>
>> Why not simply define a struct and use a map to associate a struct
>> instance to a key?
>>
>> Luigi
>>
>> On Wed, Dec 26, 2012 at 7:02 PM, Pavan Shah <[hidden email]> wrote:
>> > Hi all,
>> > I am using boost tokenizer to parse the data from a csv file.
>> > However, once the data has been parsed, I wish to store each line as a
>> > record. For example, lets say one line is as follows:
>> >
>> > Trade ID, counterparty, currency, tradetype, notional, ..expirydate
>> > 20 bank A EUR Option 100
>> > 12/26/2012
>> >
>> > I want to store this line as a record so that when I want to , I can
>> > retreive all of these attributes related to a particular trade-id. Its
>> > like
>> > a lookup table/map but with one key and many mapped values. I have an
>> > entire file full of these types of rows.
>> >
>> > Is there something in STL or Boost or QuantLib that will allow me to
>> > store
>> > so many attributes that map to one key like a trade-id?
>> >
>> > I was thinking about about a multimap.
>> > any ideas please?
>> >
>> > thanks
>> > Pavan
>> >
>> >
>> > ------------------------------------------------------------------------------
>> > LogMeIn Rescue: Anywhere, Anytime Remote support for IT. Free Trial
>> > Remotely access PCs and mobile devices and provide instant support
>> > Improve your efficiency, and focus on delivering more value-add services
>> > Discover what IT Professionals Know. Rescue delivers
>> > http://p.sf.net/sfu/logmein_12329d2d
>> > _______________________________________________
>> > QuantLib-users mailing list
>> > [hidden email]
>> > https://lists.sourceforge.net/lists/listinfo/quantlib-users
>> >
>
>
------------------------------------------------------------------------------
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Pavan Shah-2

Re: storing the data once it has been parsed

figured it out

thanks

Peter

On Wed, Jan 2, 2013 at 12:41 PM, Peter Caspers <[hidden email]> wrote:

Hi Pavan, I do not understand your code below. I guess there are many ways to get what you want. There is nothing special in converting a string to a date even if the former is stored within a vector which is a mapped value, e.g.

    std::map<std::string, std::vector<std::string>> data;
    ...
    Date d;
    if(data.count(myKey)>0)
        DateParser::parseISO(data[myKey][index]);
    else
        ...

with myKey a string and index an unsigned int. Hope that helps.
Peter

Am 02.01.2013 19:14, schrieb Pavan Shah:
I am able to get around that error.

However, what is the best way to convert a string date that is stored in a vector <string> within a map using QuantLib's dateparser class?

Something seems wrong in my function below but I can't figure out what exactly.

void Imp_Vols::Conv_Data_Vols()

{

Imp_Vols Test2;

/*Test2.total_obs();*/

map<string , vector <string> > Input_Vols=Test2.Load_Imp_Vols();

map<string, vector <string> >::iterator iter=Input_Vols.find("EURUSDV1M CMPN Curncy");

while(iter!=Input_Vols.end())

{

DateParser::parseISO((*iter).second[0]);

++iter;

}

cout<<"The date of the file is: "<< (*iter).second[0]<<endl;

}

Pavan
On Tue, Jan 1, 2013 at 4:15 AM, Peter Caspers <[hidden email]> wrote:
Pavan, first you should make sure the the file in question is properly generated. Usually it is located in some subfolder named 'lib'. If it is there, you have to add this folder to the 'linker / additional library directories' property of your project that you want to link against the library.
Happy new year
Peter

Am 31.12.2012 23:02, schrieb Pavan Shah:
I made the correction. But the compiler gives me this error:

Error 29 error LNK1104: cannot open file 'QuantLib-vc100-mt-gd.lib'

Here is my corrected version of code:

map<string, vector <string> >::iterator iter=Input_Vols.find("EURUSDV1M CMPN Curncy"); while(iter!=Input_Vols.end()) { DateParser::parseISO((*iter).second[0]); ++iter; }

I am using Visual Studio 2010 to compile.

Two questions:

1)is there anything wrong with my code above?

2)do i need to change something in my project properties?

thanks

pavan
On Sat, Dec 29, 2012 at 4:42 AM, Peter Caspers <[hidden email]> wrote:
Hi Pavan,

try DateParser::parseISO( ) instead. This is a static function defined in the class DateParser.

Peter

Am 29.12.2012 00:25, schrieb Pavan Shah:
Hi guys,

just a quick question,

if I have a map such as map<string , vector <string> > Input_Vols

and vector <string> has 2 elements. First element is a date in string format and second one is a price.

I am trying to convert each date from string format into a QuantLib date.

I am trying to use DateParser.parseISO method from QuantLib to convert all string dates in the map into QuantLib dates.

However, the compiler complains. This is the error.

Error 2 error C2275: 'QuantLib::DateParser' : illegal use of this type as an expression

Here is my piece of code.

map<string, vector <string> >::iterator iter=Input_Vols.find("EURUSDV1M CMPN Curncy");

while(iter!=Input_Vols.end())

{

(*iter).second[0]=DateParser.parseISO((*iter).second[0]);

++iter;

}

What am I doing wrong?

thanks

pavan

On Fri, Dec 28, 2012 at 10:34 AM, Pavan Shah <[hidden email]> wrote:

Peter, Luigi,

thank you both

I was able to do this in just few lines.

Pavan

On Fri, Dec 28, 2012 at 9:18 AM, Luigi Ballabio <[hidden email]> wrote:

Yes, that's what I'm suggesting. Just loop over the lines, and for
each one create the instance and store it in the map. Hundreds is not
that much. Each instance won't weigh more than a few dozens of bytes.

Luigi

On Fri, Dec 28, 2012 at 6:15 PM, Pavan Shah <[hidden email]> wrote:
> Luigi,
> if I understand you , i think you are suggesting that for each key in the
> map, have the key point to an instance of a struct that contains rest of the
> elements in that row.
> Is that right?
>
> Keep in mind I have to do this for hundreds of lines.
>
> Pavan
>
>
> On Fri, Dec 28, 2012 at 5:22 AM, Luigi Ballabio <[hidden email]>
> wrote:
>>
>> Why not simply define a struct and use a map to associate a struct
>> instance to a key?
>>
>> Luigi
>>
>> On Wed, Dec 26, 2012 at 7:02 PM, Pavan Shah <[hidden email]> wrote:
>> > Hi all,
>> > I am using boost tokenizer to parse the data from a csv file.
>> > However, once the data has been parsed, I wish to store each line as a
>> > record. For example, lets say one line is as follows:
>> >
>> > Trade ID, counterparty, currency, tradetype, notional, ..expirydate
>> > 20 bank A EUR Option 100
>> > 12/26/2012
>> >
>> > I want to store this line as a record so that when I want to , I can
>> > retreive all of these attributes related to a particular trade-id. Its
>> > like
>> > a lookup table/map but with one key and many mapped values. I have an
>> > entire file full of these types of rows.
>> >
>> > Is there something in STL or Boost or QuantLib that will allow me to
>> > store
>> > so many attributes that map to one key like a trade-id?
>> >
>> > I was thinking about about a multimap.
>> > any ideas please?
>> >
>> > thanks
>> > Pavan
>> >
>> >
>> > ------------------------------------------------------------------------------
>> > LogMeIn Rescue: Anywhere, Anytime Remote support for IT. Free Trial
>> > Remotely access PCs and mobile devices and provide instant support
>> > Improve your efficiency, and focus on delivering more value-add services
>> > Discover what IT Professionals Know. Rescue delivers
>> > http://p.sf.net/sfu/logmein_12329d2d
>> > _______________________________________________
>> > QuantLib-users mailing list
>> > [hidden email]
>> > https://lists.sourceforge.net/lists/listinfo/quantlib-users
>> >
>
>
------------------------------------------------------------------------------
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SALE $99.99 this month only -- learn more at:
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