Re: storing the data once it has been parsed

Posted by Pavan Shah-2 on Dec 28, 2012; 11:25pm
URL: http://quantlib.414.s1.nabble.com/storing-the-data-once-it-has-been-parsed-tp13821p13839.html

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
>> >
>> >
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