Posted by
Luigi Ballabio on
URL: http://quantlib.414.s1.nabble.com/addFixings-example-needed-tp6083p6084.html
You can use the begin() and end() methods to extract iterators from C++
containers such as std::vector.
vector<Date> dates;
vector<Real> fixings;
... (fill the vectors)
index.addFixings(dates.begin(), dates.end(), fixings.begin());
Regards,
Luigi
On Thu, 2011-10-20 at 15:50 +0200, Christian Bøhlke wrote:
> Hi
>
> I am trying to implement the
> swapexample included in
> the quantlib library on some "real"
> data.
>
> I can figure out how to manually
> add a fixing day to an index via
> addFixing. However, due to
> my limited knowledge of templated
> classes, I can not deduce how to
> approach the addFixings method.
>
> That is using template<class
> DateIterator, class ValueIterator>
> on the method
>
> void
> addFixings (DateIterator dBegin,
> DateIterator dEnd, ValueIterator
> vBegin)
>
> If someone could provide an example on how to approach the addFixings
> method I would be very happy.
>
> Thanks in advance,
>
> Christian Bohlke
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