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Sourcecode: quantlib version File versions  Download package

history_iterators.cpp
// initialize a History
History h(...);

// print out the mean value and its standard deviation.

GaussianStatistics s;
s.addSequence(h.vdbegin(),h.vdend());
cout << "Historical mean: " << s.mean() << endl;
cout << "Std. deviation:  " << s.standardDeviation() << endl;

// Another possibility: print out the maximum value.

History::const_valid_iterator max = h.vbegin(), i=max, end = h.vend();
for (i++; i!=end; i++)
    if (i->value() > max->value())
        max = i;
cout << "Maximum value: " << max->value()
     << " assumed " << DateFormatter::toString(max->date()) << endl;

// or the minimum, this time the STL way:

bool lessthan(const History::Entry& i, const History::Entry& j) {
    return i.value() < j.value();
}

History::const_valid_iterator min =
    std::min_element(h.vbegin(),h.vend(),lessthan);
cout << "Minimum value: " << min->value()
     << " assumed " << DateFormatter::toString(min->date()) << endl;

    

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