1/* -*- mode: c++; tab-width: 4; indent-tabs-mode: nil; c-basic-offset: 4 -*- */
2
3/*
4 Copyright (C) 2007, 2011 Ferdinando Ametrano
5 Copyright (C) 2007 François du Vignaud
6 Copyright (C) 2004, 2005, 2007, 2009 StatPro Italia srl
7
8 This file is part of QuantLib, a free-software/open-source library
9 for financial quantitative analysts and developers - http://quantlib.org/
10
11 QuantLib is free software: you can redistribute it and/or modify it
12 under the terms of the QuantLib license. You should have received a
13 copy of the license along with this program; if not, please email
14 <quantlib-dev@lists.sf.net>. The license is also available online at
15 <http://quantlib.org/license.shtml>.
16
17 This program is distributed in the hope that it will be useful, but WITHOUT
18 ANY WARRANTY; without even the implied warranty of MERCHANTABILITY or FITNESS
19 FOR A PARTICULAR PURPOSE. See the license for more details.
20*/
21
22#include <ql/settings.hpp>
23
24namespace QuantLib {
25
26 Settings::DateProxy::DateProxy()
27 : ObservableValue<Date>(Date()) {}
28
29 std::ostream& operator<<(std::ostream& out,
30 const Settings::DateProxy& p) {
31 return out << Date(p);
32 }
33
34 Settings::Settings()
35
36 = default;
37
38 void Settings::anchorEvaluationDate() {
39 // set to today's date if not already set.
40 if (evaluationDate_.value() == Date())
41 evaluationDate_ = Date::todaysDate();
42 // If set, no-op since the date is already anchored.
43 }
44
45 void Settings::resetEvaluationDate() {
46 evaluationDate_ = Date();
47 }
48
49 SavedSettings::SavedSettings()
50 : evaluationDate_(Settings::instance().evaluationDate()),
51 includeReferenceDateEvents_(Settings::instance().includeReferenceDateEvents()),
52 includeTodaysCashFlows_(Settings::instance().includeTodaysCashFlows()),
53 enforcesTodaysHistoricFixings_(Settings::instance().enforcesTodaysHistoricFixings()) {}
54
55 SavedSettings::~SavedSettings() {
56 try {
57 if (Settings::instance().evaluationDate() != evaluationDate_)
58 Settings::instance().evaluationDate() = evaluationDate_;
59 Settings::instance().includeReferenceDateEvents() =
60 includeReferenceDateEvents_;
61 Settings::instance().includeTodaysCashFlows() =
62 includeTodaysCashFlows_;
63 Settings::instance().enforcesTodaysHistoricFixings() =
64 enforcesTodaysHistoricFixings_;
65 } catch (...) {
66 // nothing we can do except bailing out.
67 }
68 }
69
70}
71

source code of quantlib/ql/settings.cpp

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