QuantLib: a free/open-source library for quantitative finance
fully annotated source code - version 1.34
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settings.cpp
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1/* -*- mode: c++; tab-width: 4; indent-tabs-mode: nil; c-basic-offset: 4 -*- */
2
3/*
4 Copyright (C) 2007, 2011 Ferdinando Ametrano
5 Copyright (C) 2007 François du Vignaud
6 Copyright (C) 2004, 2005, 2007, 2009 StatPro Italia srl
7
8 This file is part of QuantLib, a free-software/open-source library
9 for financial quantitative analysts and developers - http://quantlib.org/
10
11 QuantLib is free software: you can redistribute it and/or modify it
12 under the terms of the QuantLib license. You should have received a
13 copy of the license along with this program; if not, please email
14 <quantlib-dev@lists.sf.net>. The license is also available online at
15 <http://quantlib.org/license.shtml>.
16
17 This program is distributed in the hope that it will be useful, but WITHOUT
18 ANY WARRANTY; without even the implied warranty of MERCHANTABILITY or FITNESS
19 FOR A PARTICULAR PURPOSE. See the license for more details.
20*/
21
22#include <ql/settings.hpp>
23
24namespace QuantLib {
25
28
29 std::ostream& operator<<(std::ostream& out,
30 const Settings::DateProxy& p) {
31 return out << Date(p);
32 }
33
35
36 = default;
37
39 // set to today's date if not already set.
40 if (evaluationDate_.value() == Date())
42 // If set, no-op since the date is already anchored.
43 }
44
47 }
48
54
56 try {
57 if (Settings::instance().evaluationDate() != evaluationDate_)
65 } catch (...) {
66 // nothing we can do except bailing out.
67 }
68 }
69
70}
Concrete date class.
Definition: date.hpp:125
static Date todaysDate()
today's date.
Definition: date.cpp:788
observable and assignable proxy to concrete value
const T & value() const
explicit inspector
ext::optional< bool > includeTodaysCashFlows_
Definition: settings.hpp:127
global repository for run-time library settings
Definition: settings.hpp:37
void resetEvaluationDate()
Definition: settings.cpp:45
bool & includeReferenceDateEvents()
Definition: settings.hpp:155
bool enforcesTodaysHistoricFixings_
Definition: settings.hpp:115
DateProxy & evaluationDate()
the date at which pricing is to be performed.
Definition: settings.hpp:147
ext::optional< bool > & includeTodaysCashFlows()
Definition: settings.hpp:163
void anchorEvaluationDate()
Definition: settings.cpp:38
ext::optional< bool > includeTodaysCashFlows_
Definition: settings.hpp:114
bool includeReferenceDateEvents_
Definition: settings.hpp:113
DateProxy evaluationDate_
Definition: settings.hpp:112
friend std::ostream & operator<<(std::ostream &, const DateProxy &)
Definition: settings.cpp:29
bool & enforcesTodaysHistoricFixings()
Definition: settings.hpp:171
static Settings & instance()
access to the unique instance
Definition: singleton.hpp:104
Definition: any.hpp:35
global repository for run-time library settings