| 1 | /* -*- mode: c++; tab-width: 4; indent-tabs-mode: nil; c-basic-offset: 4 -*- */ |
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| 2 | |
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| 3 | /* |
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| 4 | Copyright (C) 2004, 2005, 2006, 2007 StatPro Italia srl |
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| 5 | |
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| 6 | This file is part of QuantLib, a free-software/open-source library |
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| 7 | for financial quantitative analysts and developers - http://quantlib.org/ |
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| 8 | |
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| 9 | QuantLib is free software: you can redistribute it and/or modify it |
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| 10 | under the terms of the QuantLib license. You should have received a |
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| 11 | copy of the license along with this program; if not, please email |
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| 12 | <quantlib-dev@lists.sf.net>. The license is also available online at |
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| 13 | <http://quantlib.org/license.shtml>. |
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| 14 | |
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| 15 | This program is distributed in the hope that it will be useful, but WITHOUT |
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| 16 | ANY WARRANTY; without even the implied warranty of MERCHANTABILITY or FITNESS |
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| 17 | FOR A PARTICULAR PURPOSE. See the license for more details. |
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| 18 | */ |
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| 19 | |
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| 20 | #include <ql/math/comparison.hpp> |
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| 21 | #include <ql/termstructure.hpp> |
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| 22 | #include <utility> |
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| 23 | |
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| 24 | namespace QuantLib { |
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| 25 | |
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| 26 | TermStructure::TermStructure(DayCounter dc) |
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| 27 | : settlementDays_(Null<Natural>()), dayCounter_(std::move(dc)) {} |
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| 28 | |
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| 29 | TermStructure::TermStructure(const Date& referenceDate, Calendar cal, DayCounter dc) |
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| 30 | : calendar_(std::move(cal)), referenceDate_(referenceDate), settlementDays_(Null<Natural>()), |
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| 31 | dayCounter_(std::move(dc)) {} |
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| 32 | |
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| 33 | TermStructure::TermStructure(Natural settlementDays, Calendar cal, DayCounter dc) |
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| 34 | : moving_(true), updated_(false), calendar_(std::move(cal)), settlementDays_(settlementDays), |
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| 35 | dayCounter_(std::move(dc)) { |
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| 36 | registerWith(h: Settings::instance().evaluationDate()); |
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| 37 | } |
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| 38 | |
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| 39 | const Date& TermStructure::referenceDate() const { |
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| 40 | if (!updated_) { |
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| 41 | Date today = Settings::instance().evaluationDate(); |
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| 42 | referenceDate_ = calendar().advance(today, n: settlementDays(), unit: Days); |
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| 43 | updated_ = true; |
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| 44 | } |
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| 45 | return referenceDate_; |
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| 46 | } |
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| 47 | |
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| 48 | void TermStructure::update() { |
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| 49 | if (moving_) |
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| 50 | updated_ = false; |
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| 51 | notifyObservers(); |
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| 52 | } |
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| 53 | |
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| 54 | void TermStructure::checkRange(const Date& d, |
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| 55 | bool ) const { |
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| 56 | QL_REQUIRE(d >= referenceDate(), |
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| 57 | "date (" << d << ") before reference date (" << |
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| 58 | referenceDate() << ")" ); |
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| 59 | QL_REQUIRE(extrapolate || allowsExtrapolation() || d <= maxDate(), |
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| 60 | "date (" << d << ") is past max curve date (" |
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| 61 | << maxDate() << ")" ); |
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| 62 | } |
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| 63 | |
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| 64 | void TermStructure::checkRange(Time t, |
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| 65 | bool ) const { |
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| 66 | QL_REQUIRE(t >= 0.0, |
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| 67 | "negative time (" << t << ") given" ); |
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| 68 | QL_REQUIRE(extrapolate || allowsExtrapolation() |
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| 69 | || t <= maxTime() || close_enough(t, maxTime()), |
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| 70 | "time (" << t << ") is past max curve time (" |
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| 71 | << maxTime() << ")" ); |
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| 72 | } |
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| 73 | |
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| 74 | } |
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| 75 | |
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