From 03a5ea07f90a22d695b77d5a08a1561a3ae0a68c Mon Sep 17 00:00:00 2001
From: Peter Caspers <peter.caspers@lseg.com>
Date: Fri, 4 Oct 2024 10:34:48 +0200
Subject: [PATCH 01/10] QPR-12849 avoid copying the time series of fixings

---
 ql/index.hpp                     | 3 +--
 ql/indexes/indexmanager.cpp      | 4 ++++
 ql/indexes/indexmanager.hpp      | 2 ++
 ql/utilities/observablevalue.hpp | 6 ++++++
 4 files changed, 13 insertions(+), 2 deletions(-)

diff --git a/ql/index.hpp b/ql/index.hpp
index 6419700ff64..57da0ff14e4 100644
--- a/ql/index.hpp
+++ b/ql/index.hpp
@@ -101,7 +101,7 @@ namespace QuantLib {
                         bool forceOverwrite = false) {
             checkNativeFixingsAllowed();
             std::string tag = name();
-            TimeSeries<Real> h = IndexManager::instance().getHistory(tag);
+            TimeSeries<Real>& h = IndexManager::instance().getHistoryRef(tag);
             bool noInvalidFixing = true, noDuplicatedFixing = true;
             Date invalidDate, duplicatedDate;
             Real nullValue = Null<Real>();
@@ -128,7 +128,6 @@ namespace QuantLib {
                     invalidValue = *(vBegin++);
                 }
             }
-            IndexManager::instance().setHistory(tag, h);
             QL_REQUIRE(noInvalidFixing, "At least one invalid fixing provided: "
                                             << invalidDate.weekday() << " " << invalidDate << ", "
                                             << invalidValue);
diff --git a/ql/indexes/indexmanager.cpp b/ql/indexes/indexmanager.cpp
index 19f4c4f77de..39bb14d0b26 100644
--- a/ql/indexes/indexmanager.cpp
+++ b/ql/indexes/indexmanager.cpp
@@ -29,6 +29,10 @@ namespace QuantLib {
         return data_[name].value();
     }
 
+    TimeSeries<Real>& IndexManager::getHistoryRef(const std::string& name) {
+        return data_[name].ref();
+    }
+
     void IndexManager::setHistory(const std::string& name, TimeSeries<Real> history) {
         data_[name] = std::move(history);
     }
diff --git a/ql/indexes/indexmanager.hpp b/ql/indexes/indexmanager.hpp
index 0115aabfe93..2e18fbc3ed6 100644
--- a/ql/indexes/indexmanager.hpp
+++ b/ql/indexes/indexmanager.hpp
@@ -45,6 +45,8 @@ namespace QuantLib {
         bool hasHistory(const std::string& name) const;
         //! returns the (possibly empty) history of the index fixings
         const TimeSeries<Real>& getHistory(const std::string& name) const;
+        //! returns a ref to the (possibly empty) history of the index fixings
+         TimeSeries<Real>& getHistoryRef(const std::string& name);
         //! stores the historical fixings of the index
         void setHistory(const std::string& name, TimeSeries<Real> history);
         //! observer notifying of changes in the index fixings
diff --git a/ql/utilities/observablevalue.hpp b/ql/utilities/observablevalue.hpp
index aa54ce7846f..a35fa972bb7 100644
--- a/ql/utilities/observablevalue.hpp
+++ b/ql/utilities/observablevalue.hpp
@@ -57,6 +57,8 @@ namespace QuantLib {
         operator ext::shared_ptr<Observable>() const;
         //! explicit inspector
         const T& value() const;
+        //! explicit reference
+        T& ref();
       private:
         T value_;
         ext::shared_ptr<Observable> observable_;
@@ -118,6 +120,10 @@ namespace QuantLib {
         return value_;
     }
 
+    template <class T>
+    T& ObservableValue<T>::ref() {
+        return value_;
+    }
 }
 
 #endif

From 256d272ff73081b35165fa3d650cd971a194e63e Mon Sep 17 00:00:00 2001
From: Peter Caspers <peter.caspers@lseg.com>
Date: Fri, 4 Oct 2024 12:51:37 +0200
Subject: [PATCH 02/10] QPR-12849 fix observability

---
 ql/index.hpp                     | 5 +++--
 ql/indexes/indexmanager.cpp      | 5 +++--
 ql/indexes/indexmanager.hpp      | 4 ++--
 ql/utilities/observablevalue.hpp | 7 +++++++
 4 files changed, 15 insertions(+), 6 deletions(-)

diff --git a/ql/index.hpp b/ql/index.hpp
index 57da0ff14e4..d7b12adae49 100644
--- a/ql/index.hpp
+++ b/ql/index.hpp
@@ -100,8 +100,8 @@ namespace QuantLib {
                         ValueIterator vBegin,
                         bool forceOverwrite = false) {
             checkNativeFixingsAllowed();
-            std::string tag = name();
-            TimeSeries<Real>& h = IndexManager::instance().getHistoryRef(tag);
+            auto& obsValue = IndexManager::instance().getHistoryObservableValueRef(name());
+            auto& h = obsValue.ref();
             bool noInvalidFixing = true, noDuplicatedFixing = true;
             Date invalidDate, duplicatedDate;
             Real nullValue = Null<Real>();
@@ -128,6 +128,7 @@ namespace QuantLib {
                     invalidValue = *(vBegin++);
                 }
             }
+            obsValue.notifyObservers();
             QL_REQUIRE(noInvalidFixing, "At least one invalid fixing provided: "
                                             << invalidDate.weekday() << " " << invalidDate << ", "
                                             << invalidValue);
diff --git a/ql/indexes/indexmanager.cpp b/ql/indexes/indexmanager.cpp
index 39bb14d0b26..2397c4fafb1 100644
--- a/ql/indexes/indexmanager.cpp
+++ b/ql/indexes/indexmanager.cpp
@@ -29,8 +29,9 @@ namespace QuantLib {
         return data_[name].value();
     }
 
-    TimeSeries<Real>& IndexManager::getHistoryRef(const std::string& name) {
-        return data_[name].ref();
+    ObservableValue<TimeSeries<Real>>&
+    IndexManager::getHistoryObservableValueRef(const std::string& name) {
+        return data_[name];
     }
 
     void IndexManager::setHistory(const std::string& name, TimeSeries<Real> history) {
diff --git a/ql/indexes/indexmanager.hpp b/ql/indexes/indexmanager.hpp
index 2e18fbc3ed6..2310e484aab 100644
--- a/ql/indexes/indexmanager.hpp
+++ b/ql/indexes/indexmanager.hpp
@@ -45,8 +45,8 @@ namespace QuantLib {
         bool hasHistory(const std::string& name) const;
         //! returns the (possibly empty) history of the index fixings
         const TimeSeries<Real>& getHistory(const std::string& name) const;
-        //! returns a ref to the (possibly empty) history of the index fixings
-         TimeSeries<Real>& getHistoryRef(const std::string& name);
+        //! returns the observable value for a history
+        ObservableValue<TimeSeries<Real>>& getHistoryObservableValueRef(const std::string& name);
         //! stores the historical fixings of the index
         void setHistory(const std::string& name, TimeSeries<Real> history);
         //! observer notifying of changes in the index fixings
diff --git a/ql/utilities/observablevalue.hpp b/ql/utilities/observablevalue.hpp
index a35fa972bb7..cdd7b8d23b0 100644
--- a/ql/utilities/observablevalue.hpp
+++ b/ql/utilities/observablevalue.hpp
@@ -59,6 +59,8 @@ namespace QuantLib {
         const T& value() const;
         //! explicit reference
         T& ref();
+        //! explicit notification of observers
+        void notifyObservers() const;
       private:
         T value_;
         ext::shared_ptr<Observable> observable_;
@@ -124,6 +126,11 @@ namespace QuantLib {
     T& ObservableValue<T>::ref() {
         return value_;
     }
+
+    template <class T>
+    void ObservableValue<T>::notifyObservers() const {
+        observable_->notifyObservers();
+    }
 }
 
 #endif

From 347c2c580f105525eb9340f675eb317344468713 Mon Sep 17 00:00:00 2001
From: Peter Caspers <peter.caspers@lseg.com>
Date: Fri, 4 Oct 2024 17:17:25 +0200
Subject: [PATCH 03/10] QPR-12849 clean up

---
 ql/index.cpp                |  5 ++--
 ql/index.hpp                | 42 +++++++--------------------------
 ql/indexes/indexmanager.cpp | 21 +++++++++++------
 ql/indexes/indexmanager.hpp | 46 +++++++++++++++++++++++++++++++++----
 4 files changed, 66 insertions(+), 48 deletions(-)

diff --git a/ql/index.cpp b/ql/index.cpp
index c5bb900a15e..31ae9d280be 100644
--- a/ql/index.cpp
+++ b/ql/index.cpp
@@ -25,9 +25,8 @@ namespace QuantLib {
                           Real fixing,
                           bool forceOverwrite) {
         checkNativeFixingsAllowed();
-        addFixings(&fixingDate, (&fixingDate)+1,
-                   &fixing,
-                   forceOverwrite);
+        std::cout << "adding fixing " << fixingDate << " " << name() << " " << std::endl;
+        addFixings(&fixingDate, (&fixingDate) + 1, &fixing, forceOverwrite);
     }
 
     void Index::addFixings(const TimeSeries<Real>& t,
diff --git a/ql/index.hpp b/ql/index.hpp
index d7b12adae49..3604152f80e 100644
--- a/ql/index.hpp
+++ b/ql/index.hpp
@@ -100,42 +100,16 @@ namespace QuantLib {
                         ValueIterator vBegin,
                         bool forceOverwrite = false) {
             checkNativeFixingsAllowed();
-            auto& obsValue = IndexManager::instance().getHistoryObservableValueRef(name());
-            auto& h = obsValue.ref();
-            bool noInvalidFixing = true, noDuplicatedFixing = true;
-            Date invalidDate, duplicatedDate;
-            Real nullValue = Null<Real>();
-            Real invalidValue = Null<Real>();
-            Real duplicatedValue = Null<Real>();
+            DateIterator dBegin2 = dBegin, dEnd2 = dEnd;
+            ValueIterator vBegin2 = vBegin;
             while (dBegin != dEnd) {
-                bool validFixing = isValidFixingDate(*dBegin);
-                Real currentValue = h[*dBegin];
-                bool missingFixing = forceOverwrite || currentValue == nullValue;
-                if (validFixing) {
-                    if (missingFixing)
-                        h[*(dBegin++)] = *(vBegin++);
-                    else if (close(currentValue, *(vBegin))) {
-                        ++dBegin;
-                        ++vBegin;
-                    } else {
-                        noDuplicatedFixing = false;
-                        duplicatedDate = *(dBegin++);
-                        duplicatedValue = *(vBegin++);
-                    }
-                } else {
-                    noInvalidFixing = false;
-                    invalidDate = *(dBegin++);
-                    invalidValue = *(vBegin++);
-                }
+                QL_REQUIRE(isValidFixingDate(*dBegin),
+                           "At least on invalid fixing provided: " << dBegin->weekday() << *dBegin
+                                                                   << ", " << *vBegin);
+                ++dBegin;
+                ++vBegin;
             }
-            obsValue.notifyObservers();
-            QL_REQUIRE(noInvalidFixing, "At least one invalid fixing provided: "
-                                            << invalidDate.weekday() << " " << invalidDate << ", "
-                                            << invalidValue);
-            QL_REQUIRE(noDuplicatedFixing, "At least one duplicated fixing provided: "
-                                               << duplicatedDate << ", " << duplicatedValue
-                                               << " while " << h[duplicatedDate]
-                                               << " value is already present");
+            IndexManager::instance().addFixings(name(), dBegin2, dEnd2, vBegin2, forceOverwrite);
         }
         //! clears all stored historical fixings
         void clearFixings();
diff --git a/ql/indexes/indexmanager.cpp b/ql/indexes/indexmanager.cpp
index 2397c4fafb1..28a11127c43 100644
--- a/ql/indexes/indexmanager.cpp
+++ b/ql/indexes/indexmanager.cpp
@@ -26,11 +26,6 @@ namespace QuantLib {
     }
 
     const TimeSeries<Real>& IndexManager::getHistory(const std::string& name) const {
-        return data_[name].value();
-    }
-
-    ObservableValue<TimeSeries<Real>>&
-    IndexManager::getHistoryObservableValueRef(const std::string& name) {
         return data_[name];
     }
 
@@ -38,8 +33,20 @@ namespace QuantLib {
         data_[name] = std::move(history);
     }
 
+    void IndexManager::addFixing(const std::string& name,
+                                 const Date& fixingDate,
+                                 Real fixing,
+                                 bool forceOverwrite) {
+        addFixings(name, &fixingDate, (&fixingDate) + 1, &fixing, forceOverwrite);
+    }
+
     ext::shared_ptr<Observable> IndexManager::notifier(const std::string& name) const {
-        return data_[name];
+        auto n = notifiers_.find(name);
+        if(n != notifiers_.end())
+            return n->second;
+        auto o = ext::make_shared<Observable>();
+        notifiers_[name] = o;
+        return o;
     }
 
     std::vector<std::string> IndexManager::histories() const {
@@ -57,7 +64,7 @@ namespace QuantLib {
     bool IndexManager::hasHistoricalFixing(const std::string& name, const Date& fixingDate) const {
         auto const& indexIter = data_.find(name);
         return (indexIter != data_.end()) &&
-               ((*indexIter).second.value()[fixingDate] != Null<Real>());
+               ((*indexIter).second[fixingDate] != Null<Real>());
     }
 
 }
diff --git a/ql/indexes/indexmanager.hpp b/ql/indexes/indexmanager.hpp
index 2310e484aab..6705650f0db 100644
--- a/ql/indexes/indexmanager.hpp
+++ b/ql/indexes/indexmanager.hpp
@@ -26,6 +26,7 @@
 
 #include <ql/patterns/singleton.hpp>
 #include <ql/timeseries.hpp>
+#include <ql/math/comparison.hpp>
 #include <ql/utilities/observablevalue.hpp>
 #include <algorithm>
 #include <cctype>
@@ -45,11 +46,47 @@ namespace QuantLib {
         bool hasHistory(const std::string& name) const;
         //! returns the (possibly empty) history of the index fixings
         const TimeSeries<Real>& getHistory(const std::string& name) const;
-        //! returns the observable value for a history
-        ObservableValue<TimeSeries<Real>>& getHistoryObservableValueRef(const std::string& name);
         //! stores the historical fixings of the index
         void setHistory(const std::string& name, TimeSeries<Real> history);
-        //! observer notifying of changes in the index fixings
+        //! add a fixing
+        void addFixing(const std::string& name,
+                       const Date& fixingDate,
+                       Real fixing,
+                       bool forceOverwrite = false);
+        //! add fixings
+        template <class DateIterator, class ValueIterator>
+        void addFixings(const std::string& name,
+                        DateIterator dBegin,
+                        DateIterator dEnd,
+                        ValueIterator vBegin,
+                        bool forceOverwrite = false) {
+            auto& h = data_[name];
+            bool noDuplicatedFixing = true;
+            Date duplicatedDate;
+            Real nullValue = Null<Real>();
+            Real invalidValue = Null<Real>();
+            Real duplicatedValue = Null<Real>();
+            while (dBegin != dEnd) {
+                Real currentValue = h[*dBegin];
+                bool missingFixing = forceOverwrite || currentValue == nullValue;
+                if (missingFixing)
+                    h[*(dBegin++)] = *(vBegin++);
+                else if (close(currentValue, *(vBegin))) {
+                    ++dBegin;
+                    ++vBegin;
+                } else {
+                    noDuplicatedFixing = false;
+                    duplicatedDate = *(dBegin++);
+                    duplicatedValue = *(vBegin++);
+                }
+            }
+            notifier(name)->notifyObservers();
+            QL_REQUIRE(noDuplicatedFixing, "At least one duplicated fixing provided: "
+                                               << duplicatedDate << ", " << duplicatedValue
+                                               << " while " << h[duplicatedDate]
+                                               << " value is already present");
+        }
+        //! observer notifying of changes in the index fixings_
         ext::shared_ptr<Observable> notifier(const std::string& name) const;
         //! returns all names of the indexes for which fixings were stored
         std::vector<std::string> histories() const;
@@ -69,7 +106,8 @@ namespace QuantLib {
           }
         };
 
-        mutable std::map<std::string, ObservableValue<TimeSeries<Real>>, CaseInsensitiveCompare> data_;
+        mutable std::map<std::string, TimeSeries<Real>, CaseInsensitiveCompare> data_;
+        mutable std::map<std::string, ext::shared_ptr<Observable>> notifiers_;
     };
 
 }

From 98f9f6f75560c13af5c4682e61d9b6e3a5d07bc9 Mon Sep 17 00:00:00 2001
From: Peter Caspers <peter.caspers@lseg.com>
Date: Fri, 4 Oct 2024 17:20:40 +0200
Subject: [PATCH 04/10] QPR-12849 clean up

---
 ql/index.cpp | 1 -
 1 file changed, 1 deletion(-)

diff --git a/ql/index.cpp b/ql/index.cpp
index 31ae9d280be..967a806b2c2 100644
--- a/ql/index.cpp
+++ b/ql/index.cpp
@@ -25,7 +25,6 @@ namespace QuantLib {
                           Real fixing,
                           bool forceOverwrite) {
         checkNativeFixingsAllowed();
-        std::cout << "adding fixing " << fixingDate << " " << name() << " " << std::endl;
         addFixings(&fixingDate, (&fixingDate) + 1, &fixing, forceOverwrite);
     }
 

From a9e7a868ce4d87b51189a1e6437bef1f42b7aee3 Mon Sep 17 00:00:00 2001
From: Peter Caspers <peter.caspers@lseg.com>
Date: Fri, 4 Oct 2024 17:22:20 +0200
Subject: [PATCH 05/10] QPR-12849 clean up

---
 ql/utilities/observablevalue.hpp | 14 --------------
 1 file changed, 14 deletions(-)

diff --git a/ql/utilities/observablevalue.hpp b/ql/utilities/observablevalue.hpp
index cdd7b8d23b0..461bb8c0b36 100644
--- a/ql/utilities/observablevalue.hpp
+++ b/ql/utilities/observablevalue.hpp
@@ -57,10 +57,6 @@ namespace QuantLib {
         operator ext::shared_ptr<Observable>() const;
         //! explicit inspector
         const T& value() const;
-        //! explicit reference
-        T& ref();
-        //! explicit notification of observers
-        void notifyObservers() const;
       private:
         T value_;
         ext::shared_ptr<Observable> observable_;
@@ -121,16 +117,6 @@ namespace QuantLib {
     const T& ObservableValue<T>::value() const {
         return value_;
     }
-
-    template <class T>
-    T& ObservableValue<T>::ref() {
-        return value_;
-    }
-
-    template <class T>
-    void ObservableValue<T>::notifyObservers() const {
-        observable_->notifyObservers();
-    }
 }
 
 #endif

From 772110d44f554aad7c17e1056023793f14b72512 Mon Sep 17 00:00:00 2001
From: Peter Caspers <peter.caspers@lseg.com>
Date: Fri, 4 Oct 2024 19:14:21 +0200
Subject: [PATCH 06/10] QPR-12849 missing notifications

---
 ql/indexes/indexmanager.cpp      | 12 ++++++++++--
 ql/indexes/indexmanager.hpp      |  1 -
 ql/utilities/observablevalue.hpp |  1 +
 3 files changed, 11 insertions(+), 3 deletions(-)

diff --git a/ql/indexes/indexmanager.cpp b/ql/indexes/indexmanager.cpp
index 28a11127c43..3977b10def4 100644
--- a/ql/indexes/indexmanager.cpp
+++ b/ql/indexes/indexmanager.cpp
@@ -30,6 +30,7 @@ namespace QuantLib {
     }
 
     void IndexManager::setHistory(const std::string& name, TimeSeries<Real> history) {
+        notifier(name)->notifyObservers();
         data_[name] = std::move(history);
     }
 
@@ -57,9 +58,16 @@ namespace QuantLib {
         return temp;
     }
 
-    void IndexManager::clearHistory(const std::string& name) { data_.erase(name); }
+    void IndexManager::clearHistory(const std::string& name) {
+        notifier(name)->notifyObservers();
+        data_.erase(name);
+    }
 
-    void IndexManager::clearHistories() { data_.clear(); }
+    void IndexManager::clearHistories() {
+        for (auto const& d : data_)
+            notifier(d.first)->notifyObservers();
+        data_.clear();
+    }
 
     bool IndexManager::hasHistoricalFixing(const std::string& name, const Date& fixingDate) const {
         auto const& indexIter = data_.find(name);
diff --git a/ql/indexes/indexmanager.hpp b/ql/indexes/indexmanager.hpp
index 6705650f0db..9fbb5440e6d 100644
--- a/ql/indexes/indexmanager.hpp
+++ b/ql/indexes/indexmanager.hpp
@@ -64,7 +64,6 @@ namespace QuantLib {
             bool noDuplicatedFixing = true;
             Date duplicatedDate;
             Real nullValue = Null<Real>();
-            Real invalidValue = Null<Real>();
             Real duplicatedValue = Null<Real>();
             while (dBegin != dEnd) {
                 Real currentValue = h[*dBegin];
diff --git a/ql/utilities/observablevalue.hpp b/ql/utilities/observablevalue.hpp
index 461bb8c0b36..aa54ce7846f 100644
--- a/ql/utilities/observablevalue.hpp
+++ b/ql/utilities/observablevalue.hpp
@@ -117,6 +117,7 @@ namespace QuantLib {
     const T& ObservableValue<T>::value() const {
         return value_;
     }
+
 }
 
 #endif

From 25c27569db2696e329b26a50a8a9a8933b908b12 Mon Sep 17 00:00:00 2001
From: Peter Caspers <peter.caspers@lseg.com>
Date: Fri, 4 Oct 2024 19:19:37 +0200
Subject: [PATCH 07/10] QPR-12849 update notifiers

---
 ql/indexes/indexmanager.cpp | 2 ++
 1 file changed, 2 insertions(+)

diff --git a/ql/indexes/indexmanager.cpp b/ql/indexes/indexmanager.cpp
index 3977b10def4..759a7bb1fc7 100644
--- a/ql/indexes/indexmanager.cpp
+++ b/ql/indexes/indexmanager.cpp
@@ -61,12 +61,14 @@ namespace QuantLib {
     void IndexManager::clearHistory(const std::string& name) {
         notifier(name)->notifyObservers();
         data_.erase(name);
+        notifiers_.erase(name);
     }
 
     void IndexManager::clearHistories() {
         for (auto const& d : data_)
             notifier(d.first)->notifyObservers();
         data_.clear();
+        notifiers_.clear();
     }
 
     bool IndexManager::hasHistoricalFixing(const std::string& name, const Date& fixingDate) const {

From f609bb325aa7ab0d0ff8534656c5ebe73f144152 Mon Sep 17 00:00:00 2001
From: Peter Caspers <peter.caspers@lseg.com>
Date: Sun, 6 Oct 2024 12:21:51 +0200
Subject: [PATCH 08/10] QPR-12849 restore old behaviour w.r.t. invalid fixings

---
 ql/index.hpp                | 13 +++----------
 ql/indexes/indexmanager.hpp | 34 +++++++++++++++++++++++-----------
 2 files changed, 26 insertions(+), 21 deletions(-)

diff --git a/ql/index.hpp b/ql/index.hpp
index 3604152f80e..1bbe384caad 100644
--- a/ql/index.hpp
+++ b/ql/index.hpp
@@ -100,16 +100,9 @@ namespace QuantLib {
                         ValueIterator vBegin,
                         bool forceOverwrite = false) {
             checkNativeFixingsAllowed();
-            DateIterator dBegin2 = dBegin, dEnd2 = dEnd;
-            ValueIterator vBegin2 = vBegin;
-            while (dBegin != dEnd) {
-                QL_REQUIRE(isValidFixingDate(*dBegin),
-                           "At least on invalid fixing provided: " << dBegin->weekday() << *dBegin
-                                                                   << ", " << *vBegin);
-                ++dBegin;
-                ++vBegin;
-            }
-            IndexManager::instance().addFixings(name(), dBegin2, dEnd2, vBegin2, forceOverwrite);
+            IndexManager::instance().addFixings(
+                name(), dBegin, dEnd, vBegin, forceOverwrite,
+                [this](const Date& d) { return isValidFixingDate(d); });
         }
         //! clears all stored historical fixings
         void clearFixings();
diff --git a/ql/indexes/indexmanager.hpp b/ql/indexes/indexmanager.hpp
index 9fbb5440e6d..b6346356df5 100644
--- a/ql/indexes/indexmanager.hpp
+++ b/ql/indexes/indexmanager.hpp
@@ -59,27 +59,39 @@ namespace QuantLib {
                         DateIterator dBegin,
                         DateIterator dEnd,
                         ValueIterator vBegin,
-                        bool forceOverwrite = false) {
+                        bool forceOverwrite = false,
+                        const std::function<bool(const Date& d)>& isValidFixingDate = {}) {
             auto& h = data_[name];
-            bool noDuplicatedFixing = true;
-            Date duplicatedDate;
+            bool noInvalidFixing = true, noDuplicatedFixing = true;
+            Date invalidDate, duplicatedDate;
             Real nullValue = Null<Real>();
+            Real invalidValue = Null<Real>();
             Real duplicatedValue = Null<Real>();
             while (dBegin != dEnd) {
+                bool validFixing = isValidFixingDate ? isValidFixingDate(*dBegin) : true;
                 Real currentValue = h[*dBegin];
                 bool missingFixing = forceOverwrite || currentValue == nullValue;
-                if (missingFixing)
-                    h[*(dBegin++)] = *(vBegin++);
-                else if (close(currentValue, *(vBegin))) {
-                    ++dBegin;
-                    ++vBegin;
+                if (validFixing) {
+                    if (missingFixing)
+                        h[*(dBegin++)] = *(vBegin++);
+                    else if (close(currentValue, *(vBegin))) {
+                        ++dBegin;
+                        ++vBegin;
+                    } else {
+                        noDuplicatedFixing = false;
+                        duplicatedDate = *(dBegin++);
+                        duplicatedValue = *(vBegin++);
+                    }
                 } else {
-                    noDuplicatedFixing = false;
-                    duplicatedDate = *(dBegin++);
-                    duplicatedValue = *(vBegin++);
+                    noInvalidFixing = false;
+                    invalidDate = *(dBegin++);
+                    invalidValue = *(vBegin++);
                 }
             }
             notifier(name)->notifyObservers();
+            QL_REQUIRE(noInvalidFixing, "At least one invalid fixing provided: "
+                                            << invalidDate.weekday() << " " << invalidDate << ", "
+                                            << invalidValue);
             QL_REQUIRE(noDuplicatedFixing, "At least one duplicated fixing provided: "
                                                << duplicatedDate << ", " << duplicatedValue
                                                << " while " << h[duplicatedDate]

From 6957b0a16c4eb225a63c7c6c84c0f2573b81e2c1 Mon Sep 17 00:00:00 2001
From: Peter Caspers <peter.caspers@lseg.com>
Date: Sun, 6 Oct 2024 17:49:45 +0200
Subject: [PATCH 09/10] QPR-12849 keep notifiers

---
 ql/indexes/indexmanager.cpp | 2 --
 1 file changed, 2 deletions(-)

diff --git a/ql/indexes/indexmanager.cpp b/ql/indexes/indexmanager.cpp
index 759a7bb1fc7..3977b10def4 100644
--- a/ql/indexes/indexmanager.cpp
+++ b/ql/indexes/indexmanager.cpp
@@ -61,14 +61,12 @@ namespace QuantLib {
     void IndexManager::clearHistory(const std::string& name) {
         notifier(name)->notifyObservers();
         data_.erase(name);
-        notifiers_.erase(name);
     }
 
     void IndexManager::clearHistories() {
         for (auto const& d : data_)
             notifier(d.first)->notifyObservers();
         data_.clear();
-        notifiers_.clear();
     }
 
     bool IndexManager::hasHistoricalFixing(const std::string& name, const Date& fixingDate) const {

From 0e5267690631d0edcfb3eab8222f58b573d7195e Mon Sep 17 00:00:00 2001
From: Peter Caspers <peter.caspers@lseg.com>
Date: Sun, 6 Oct 2024 19:30:19 +0200
Subject: [PATCH 10/10] QPR-12849 hide new methods

---
 ql/indexes/indexmanager.hpp | 17 +++++++++--------
 1 file changed, 9 insertions(+), 8 deletions(-)

diff --git a/ql/indexes/indexmanager.hpp b/ql/indexes/indexmanager.hpp
index b6346356df5..49ba0ad23e2 100644
--- a/ql/indexes/indexmanager.hpp
+++ b/ql/indexes/indexmanager.hpp
@@ -40,14 +40,7 @@ namespace QuantLib {
 
       private:
         IndexManager() = default;
-
-      public:
-        //! returns whether historical fixings were stored for the index
-        bool hasHistory(const std::string& name) const;
-        //! returns the (possibly empty) history of the index fixings
-        const TimeSeries<Real>& getHistory(const std::string& name) const;
-        //! stores the historical fixings of the index
-        void setHistory(const std::string& name, TimeSeries<Real> history);
+        friend class Index;
         //! add a fixing
         void addFixing(const std::string& name,
                        const Date& fixingDate,
@@ -97,6 +90,14 @@ namespace QuantLib {
                                                << " while " << h[duplicatedDate]
                                                << " value is already present");
         }
+
+      public:
+        //! returns whether historical fixings were stored for the index
+        bool hasHistory(const std::string& name) const;
+        //! returns the (possibly empty) history of the index fixings
+        const TimeSeries<Real>& getHistory(const std::string& name) const;
+        //! stores the historical fixings of the index
+        void setHistory(const std::string& name, TimeSeries<Real> history);
         //! observer notifying of changes in the index fixings_
         ext::shared_ptr<Observable> notifier(const std::string& name) const;
         //! returns all names of the indexes for which fixings were stored