global repository for run-time library settings More...
#include <ql/settings.hpp>
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 |
boost::optional< bool > & | includeTodaysCashFlows () |
boost::optional< bool > | includeTodaysCashFlows () const |
bool & | enforcesTodaysHistoricFixings () |
bool | enforcesTodaysHistoricFixings () const |
Friends | |
class | Singleton< Settings > |
std::ostream & | operator<< (std::ostream &, const DateProxy &) |
Additional Inherited Members | |
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static T & | instance () |
access to the unique instance | |
global repository for run-time library settings
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.
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.
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.
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.
boost::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.