QuantLib: a free/open-source library for quantitative finance
fully annotated source code - version 1.34
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lastfixingquote.cpp
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1/* -*- mode: c++; tab-width: 4; indent-tabs-mode: nil; c-basic-offset: 4 -*- */
2
3/*
4 Copyright (C) 2008, 2014 Ferdinando Ametrano
5
6 This file is part of QuantLib, a free-software/open-source library
7 for financial quantitative analysts and developers - http://quantlib.org/
8
9 QuantLib is free software: you can redistribute it and/or modify it
10 under the terms of the QuantLib license. You should have received a
11 copy of the license along with this program; if not, please email
12 <quantlib-dev@lists.sf.net>. The license is also available online at
13 <http://quantlib.org/license.shtml>.
14
15 This program is distributed in the hope that it will be useful, but WITHOUT
16 ANY WARRANTY; without even the implied warranty of MERCHANTABILITY or FITNESS
17 FOR A PARTICULAR PURPOSE. See the license for more details.
18*/
19
21#include <ql/settings.hpp>
22#include <utility>
23
24namespace QuantLib {
25
26 LastFixingQuote::LastFixingQuote(ext::shared_ptr<Index> index) : index_(std::move(index)) {
28 }
29
32 index_->name() << " has no fixing");
33 return index_->fixing(referenceDate());
34 }
35
37 return !index_->timeSeries().empty();
38 }
39
41 return std::min<Date>(index_->timeSeries().lastDate(),
43 }
44}
Concrete date class.
Definition: date.hpp:125
ext::shared_ptr< Index > index_
LastFixingQuote(ext::shared_ptr< Index > index)
Real value() const override
returns the current value
bool isValid() const override
returns true if the Quote holds a valid value
std::pair< iterator, bool > registerWith(const ext::shared_ptr< Observable > &)
Definition: observable.hpp:228
DateProxy & evaluationDate()
the date at which pricing is to be performed.
Definition: settings.hpp:147
static Settings & instance()
access to the unique instance
Definition: singleton.hpp:104
#define QL_ENSURE(condition, message)
throw an error if the given post-condition is not verified
Definition: errors.hpp:130
QL_REAL Real
real number
Definition: types.hpp:50
quote for the last fixing available for a given index
Definition: any.hpp:35
STL namespace.
global repository for run-time library settings