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benchmark_service

BenchmarkService: syncs Prime fixings from MarketDataStore into QL's IndexManager.

Classes:

  • BenchmarkService –

    Keeps the QL PrimeIndex fixing history in sync with MarketDataStore.

BenchmarkService 

BenchmarkService(
    forwarding_handle: YieldTermStructureHandle
    | None = None,
)

Keeps the QL PrimeIndex fixing history in sync with MarketDataStore.

The MarketDataStore is authoritative. This service projects the 'benchmarks' frame into QL's global IndexManager, one-way and incrementally.

Methods:

  • reset –

    Clear QL's fixing history for this index. For test isolation.

  • sync_up_to –

    Append fixings from the store that aren't yet in the QL index.

Attributes:

prime_index property 

prime_index: PrimeIndex

The shared PrimeIndex instance whose fixings this service manages.

reset 

reset() -> None

Clear QL's fixing history for this index. For test isolation.

sync_up_to 

sync_up_to(
    date: date, market_data: MarketDataStore
) -> None

Append fixings from the store that aren't yet in the QL index.