QuantLib: a free/open-source library for quantitative finance
fully annotated source code - version 1.34
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global repository for run-time library settings More...
#include <settings.hpp>
Classes | |
class | DateProxy |
Public Member Functions | |
DateProxy & | evaluationDate () |
the date at which pricing is to be performed. More... | |
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 |
Public Member Functions inherited from Singleton< Settings > | |
Singleton (const Singleton &)=delete | |
Singleton (Singleton &&)=delete | |
Singleton & | operator= (const Singleton &)=delete |
Singleton & | operator= (Singleton &&)=delete |
~Singleton ()=default | |
Private Member Functions | |
Settings () | |
Private Attributes | |
DateProxy | evaluationDate_ |
bool | includeReferenceDateEvents_ = false |
ext::optional< bool > | includeTodaysCashFlows_ |
bool | enforcesTodaysHistoricFixings_ = false |
Friends | |
class | Singleton< Settings > |
std::ostream & | operator<< (std::ostream &, const DateProxy &) |
Additional Inherited Members | |
Static Public Member Functions inherited from Singleton< Settings > | |
static Settings & | instance () |
access to the unique instance More... | |
Protected Member Functions inherited from Singleton< Settings > | |
Singleton ()=default | |
global repository for run-time library settings
Definition at line 37 of file settings.hpp.
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privatedefault |
Settings::DateProxy & evaluationDate | ( | ) |
the date at which pricing is to be performed.
Client code can inspect the evaluation date, as in:
where today's date is returned if the evaluation date is set to the null date (its default value;) can set it to a new value, as in:
and can register with it, as in:
to be notified when it is set to a new value.
Definition at line 147 of file settings.hpp.
const Settings::DateProxy & evaluationDate | ( | ) | const |
Definition at line 151 of file settings.hpp.
void anchorEvaluationDate | ( | ) |
Call this to prevent the evaluation date to change at midnight (and, incidentally, to gain quite a bit of performance.) If no evaluation date was previously set, it is equivalent to setting the evaluation date to Date::todaysDate(); if an evaluation date other than Date() was already set, it has no effect.
Definition at line 38 of file settings.cpp.
void resetEvaluationDate | ( | ) |
Call this to reset the evaluation date to Date::todaysDate() and allow it to change at midnight. It is equivalent to setting the evaluation date to Date(). This comes at the price of losing some performance, since the evaluation date is re-evaluated each time it is read.
Definition at line 45 of file settings.cpp.
bool & includeReferenceDateEvents | ( | ) |
This flag specifies whether or not Events occurring on the reference date should, by default, be taken into account as not happened yet. It can be overridden locally when calling the Event::hasOccurred method.
Definition at line 155 of file settings.hpp.
bool includeReferenceDateEvents | ( | ) | const |
Definition at line 159 of file settings.hpp.
ext::optional< bool > & includeTodaysCashFlows | ( | ) |
If set, this flag specifies whether or not CashFlows occurring on today's date should enter the NPV. When the NPV date (i.e., the date at which the cash flows are discounted) equals today's date, this flag overrides the behavior chosen for includeReferenceDate. It cannot be overridden locally when calling the CashFlow::hasOccurred method.
Definition at line 163 of file settings.hpp.
ext::optional< bool > includeTodaysCashFlows | ( | ) | const |
Definition at line 167 of file settings.hpp.
bool & enforcesTodaysHistoricFixings | ( | ) |
bool enforcesTodaysHistoricFixings | ( | ) | const |
Definition at line 175 of file settings.hpp.
Definition at line 175 of file settings.hpp.
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friend |
Definition at line 29 of file settings.cpp.
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private |
Definition at line 112 of file settings.hpp.
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private |
Definition at line 113 of file settings.hpp.
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private |
Definition at line 114 of file settings.hpp.
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private |
Definition at line 115 of file settings.hpp.