Settings Class Reference

global repository for run-time library settings More...

#include <ql/settings.hpp>

Inheritance diagram for Settings:

Collaboration diagram for Settings:

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

Detailed Description

global repository for run-time library settings

Definition at line 37 of file settings.hpp.

Constructor & Destructor Documentation

Settings()

Settings ( )

privatedefault

Member Function Documentation

evaluationDate() [1/2]

Settings::DateProxy & evaluationDate

(

)

the date at which pricing is to be performed.

Client code can inspect the evaluation date, as in:

Date d = Settings::instance().evaluationDate();

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:

Settings::instance().evaluationDate() = d;

and can register with it, as in:

registerWith(Settings::instance().evaluationDate());

to be notified when it is set to a new value.

Warning:

a notification is not sent when the evaluation date changes for natural causes—i.e., a date was not explicitly set (which results in today's date being used for pricing) and the current date changes as the clock strikes midnight.

Definition at line 147 of file settings.hpp.

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evaluationDate() [2/2]

const Settings::DateProxy & evaluationDate

(

)

const

Definition at line 151 of file settings.hpp.

anchorEvaluationDate()

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.

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resetEvaluationDate()

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.

includeReferenceDateEvents() [1/2]

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.

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includeReferenceDateEvents() [2/2]

bool includeReferenceDateEvents

(

)

const

Definition at line 159 of file settings.hpp.

includeTodaysCashFlows() [1/2]

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.

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includeTodaysCashFlows() [2/2]

ext::optional< bool > includeTodaysCashFlows

(

)

const

Definition at line 167 of file settings.hpp.

enforcesTodaysHistoricFixings() [1/2]

bool & enforcesTodaysHistoricFixings

(

)

Definition at line 171 of file settings.hpp.

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enforcesTodaysHistoricFixings() [2/2]

bool enforcesTodaysHistoricFixings

(

)

const

Definition at line 175 of file settings.hpp.

Friends And Related Function Documentation

Singleton< Settings >

friend class Singleton< Settings >

friend

Definition at line 175 of file settings.hpp.

operator<<

std::ostream & operator<< ( std::ostream &  out, const DateProxy &  p  )

friend

Definition at line 29 of file settings.cpp.

Member Data Documentation

evaluationDate_

DateProxy evaluationDate_

private

Definition at line 112 of file settings.hpp.

includeReferenceDateEvents_

bool includeReferenceDateEvents_ = false

private

Definition at line 113 of file settings.hpp.

includeTodaysCashFlows_

ext::optional<bool> includeTodaysCashFlows_

private

Definition at line 114 of file settings.hpp.

enforcesTodaysHistoricFixings_

bool enforcesTodaysHistoricFixings_ = false

private

Definition at line 115 of file settings.hpp.