Most likely you wanted quotes.begin() I should think.
Alexander
Hi all.
I am having a rough time with the QuantLib::TimeSeries class.
I pasted my snippet code below.
I don't get (at all!) the result I expect. (See code the console output at the bottom of the code).
Can anyone provide a bit of help on this, please?#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(dates.begin(), dates.begin(), quotes.end());
// Is my time series empty?
std::cout << "Is series empty?\t" << series.empty() << std::endl;
// What was the value on November 14th, 2012?std::cout << "Value on November 14th, 2012?\t" << series[QuantLib::Date(14, QuantLib::Nov, 2012)] << std::endl;
return 0;
}
/*
Console Output:
Is series empty? 1
Value on November 14th 2012? 3.40282e +038
*/
Thank you very much, indeed.
Édouard
http://quantcorner.wordpress.com/.
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