settings.hpp

/* -*- mode: c++; tab-width: 4; indent-tabs-mode: nil; c-basic-offset: 4 -*- */
 
/*
 Copyright (C) 2007, 2011 Ferdinando Ametrano
 Copyright (C) 2007 François du Vignaud
 Copyright (C) 2004, 2005, 2007, 2009 StatPro Italia srl
 
 This file is part of QuantLib, a free-software/open-source library
 for financial quantitative analysts and developers - http://quantlib.org/
 
 QuantLib is free software: you can redistribute it and/or modify it
 under the terms of the QuantLib license.  You should have received a
 copy of the license along with this program; if not, please email
 <quantlib-dev@lists.sf.net>. The license is also available online at
 <http://quantlib.org/license.shtml>.
 
 This program is distributed in the hope that it will be useful, but WITHOUT
 ANY WARRANTY; without even the implied warranty of MERCHANTABILITY or FITNESS
 FOR A PARTICULAR PURPOSE.  See the license for more details.
*/
 
#ifndef quantlib_settings_hpp
#define quantlib_settings_hpp
 
#include <ql/patterns/singleton.hpp>
#include <ql/time/date.hpp>
#include <ql/utilities/observablevalue.hpp>
#include <ql/optional.hpp>
 
namespace QuantLib {
 
    class Settings : public Singleton<Settings> {
        friend class Singleton<Settings>;
      private:
        Settings();
        class DateProxy : public ObservableValue<Date> {
          public:
            DateProxy();
            DateProxy& operator=(const Date&);
            operator Date() const;
        };
        friend std::ostream& operator<<(std::ostream&, const DateProxy&);
      public:
 
        DateProxy& evaluationDate();
        const DateProxy& evaluationDate() const;
 
        void anchorEvaluationDate();
        void resetEvaluationDate();
 
        bool& includeReferenceDateEvents();
        bool includeReferenceDateEvents() const;
 
        ext::optional<bool>& includeTodaysCashFlows();
        ext::optional<bool> includeTodaysCashFlows() const;
 
        bool& enforcesTodaysHistoricFixings();
        bool enforcesTodaysHistoricFixings() const;
 
      private:
        DateProxy evaluationDate_;
        bool includeReferenceDateEvents_ = false;
        ext::optional<bool> includeTodaysCashFlows_;
        bool enforcesTodaysHistoricFixings_ = false;
    };
 
 
    // helper class to temporarily and safely change the settings
    class SavedSettings { // NOLINT(cppcoreguidelines-special-member-functions)
      public:
        SavedSettings();
        ~SavedSettings();
      private:
        Date evaluationDate_;
        bool includeReferenceDateEvents_;
        ext::optional<bool> includeTodaysCashFlows_;
        bool enforcesTodaysHistoricFixings_;
    };
 
 
    // inline
 
    inline Settings::DateProxy::operator Date() const {
        if (value() == Date())
            return Date::todaysDate();
        else
            return value();
    }
 
    inline Settings::DateProxy& Settings::DateProxy::operator=(const Date& d) {
        if (value() != d) // avoid notifications if the date doesn't actually change
            ObservableValue<Date>::operator=(d);
        return *this;
    }
 
    inline Settings::DateProxy& Settings::evaluationDate() {
        return evaluationDate_;
    }
 
    inline const Settings::DateProxy& Settings::evaluationDate() const {
        return evaluationDate_;
    }
 
    inline bool& Settings::includeReferenceDateEvents() {
        return includeReferenceDateEvents_;
    }
 
    inline bool Settings::includeReferenceDateEvents() const {
        return includeReferenceDateEvents_;
    }
 
    inline ext::optional<bool>& Settings::includeTodaysCashFlows() {
        return includeTodaysCashFlows_;
    }
 
    inline ext::optional<bool> Settings::includeTodaysCashFlows() const {
        return includeTodaysCashFlows_;
    }
 
    inline bool& Settings::enforcesTodaysHistoricFixings() {
        return enforcesTodaysHistoricFixings_;
    }
 
    inline bool Settings::enforcesTodaysHistoricFixings() const {
        return enforcesTodaysHistoricFixings_;
    }
 
}
 
#endif