InstrumentConventions Class Reference

Singleton to hold conventions. More...

#include <ored/configuration/conventions.hpp>

Inheritance diagram for InstrumentConventions:

Collaboration diagram for InstrumentConventions:

Public Member Functions
const QuantLib::ext::shared_ptr< ore::data::Conventions > &	conventions (QuantLib::Date d=QuantLib::Date()) const
void	setConventions (const QuantLib::ext::shared_ptr< ore::data::Conventions > &conventions, QuantLib::Date d=QuantLib::Date())
void	clear ()

Private Member Functions
	InstrumentConventions ()

Private Attributes
std::map< QuantLib::Date, QuantLib::ext::shared_ptr< ore::data::Conventions > >	conventions_
boost::shared_mutex	mutex_
std::size_t	numberOfEmittedWarnings_ = 0

Friends
class	QuantLib::Singleton< InstrumentConventions, std::integral_constant< bool, true > >

Detailed Description

Singleton to hold conventions.

Definition at line 162 of file conventions.hpp.

Constructor & Destructor Documentation

InstrumentConventions()

InstrumentConventions ( )

private

Definition at line 166 of file conventions.hpp.

{ conventions_[Date()] = QuantLib::ext::make_shared<ore::data::Conventions>(); }

Member Function Documentation

conventions()

const QuantLib::ext::shared_ptr< ore::data::Conventions > & conventions

(

QuantLib::Date

d = QuantLib::Date()

)

const

Definition at line 72 of file conventions.cpp.

                                                                                                        {
    QL_REQUIRE(!conventions_.empty(), "InstrumentConventions: No conventions provided.");
    boost::shared_lock<boost::shared_mutex> lock(mutex_);
    Date dt = d == Date() ? Settings::instance().evaluationDate() : d;
    auto it = conventions_.lower_bound(dt);
    if(it != conventions_.end() && it->first == dt)
        return it->second;
    QL_REQUIRE(it != conventions_.begin(), "InstrumentConventions: Could not find conventions for " << dt);
    --it;
    constexpr std::size_t max_num_warnings = 10;
    if (numberOfEmittedWarnings_ < max_num_warnings) {
        ++numberOfEmittedWarnings_;
        WLOG("InstrumentConventions: Could not find conventions for "
             << dt << ", using conventions from " << it->first
             << (numberOfEmittedWarnings_ == max_num_warnings ? " (no more warnings of this type will be emitted)"
                                                              : ""));
    }
    return it->second;
}

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setConventions()

void setConventions	(	const QuantLib::ext::shared_ptr< ore::data::Conventions > &	conventions,
		QuantLib::Date	d = QuantLib::Date()
	)

Definition at line 92 of file conventions.cpp.

                                                                                  {
    boost::unique_lock<boost::shared_mutex> lock(mutex_);
    conventions_[d] = conventions;
}

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clear()

void clear

(

)

Definition at line 176 of file conventions.hpp.

{ conventions_.clear(); }

Friends And Related Function Documentation

QuantLib::Singleton< InstrumentConventions, std::integral_constant< bool, true > >

friend class QuantLib::Singleton< InstrumentConventions, std::integral_constant< bool, true > >

friend

Definition at line 157 of file conventions.hpp.

Member Data Documentation

conventions_

std::map<QuantLib::Date, QuantLib::ext::shared_ptr<ore::data::Conventions> > conventions_

mutableprivate

Definition at line 168 of file conventions.hpp.

mutex_

boost::shared_mutex mutex_

mutableprivate

Definition at line 169 of file conventions.hpp.

numberOfEmittedWarnings_

std::size_t numberOfEmittedWarnings_ = 0

mutableprivate

Definition at line 170 of file conventions.hpp.