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<h3 class="subtitle">A free/open-source library for quantitative finance</h3>
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<a href="#pub-methods">Public Member Functions</a> |
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<div class="title">Settings Class Reference</div> </div>
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<!-- doxytag: class="QuantLib::Settings" --><!-- doxytag: inherits="Singleton< Settings >" -->
<p>global repository for run-time library settings
<a href="class_quant_lib_1_1_settings.html#details">More...</a></p>
<p><code>#include <ql/settings.hpp></code></p>
<div class="dynheader">
Inheritance diagram for Settings:</div>
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<div class="center"><img src="class_quant_lib_1_1_settings__inherit__graph.png" border="0" usemap="#_settings_inherit__map" alt="Inheritance graph"/></div>
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<p><a href="class_quant_lib_1_1_settings-members.html">List of all members.</a></p>
<table class="memberdecls">
<tr><td colspan="2"><h2><a name="pub-methods"></a>
Public Member Functions</h2></td></tr>
<tr><td class="memItemLeft" align="right" valign="top">DateProxy & </td><td class="memItemRight" valign="bottom"><a class="el" href="class_quant_lib_1_1_settings.html#a95055e9410ed0465a5f30d3ffc90c1d3">evaluationDate</a> ()</td></tr>
<tr><td class="mdescLeft"> </td><td class="mdescRight">the date at which pricing is to be performed. <a href="#a95055e9410ed0465a5f30d3ffc90c1d3"></a><br/></td></tr>
<tr><td class="memItemLeft" align="right" valign="top"><a class="anchor" id="ae3189c550eea150ee68d731a28248ee2"></a><!-- doxytag: member="QuantLib::Settings::evaluationDate" ref="ae3189c550eea150ee68d731a28248ee2" args="() const " -->
const DateProxy & </td><td class="memItemRight" valign="bottom"><b>evaluationDate</b> () const </td></tr>
<tr><td class="memItemLeft" align="right" valign="top">void </td><td class="memItemRight" valign="bottom"><a class="el" href="class_quant_lib_1_1_settings.html#a9aa8356b35815cebac2f917f6d4e6b4f">anchorEvaluationDate</a> ()</td></tr>
<tr><td class="memItemLeft" align="right" valign="top">void </td><td class="memItemRight" valign="bottom"><a class="el" href="class_quant_lib_1_1_settings.html#a3d83ddb191bf74ffee552d9dd9fc2d3f">resetEvaluationDate</a> ()</td></tr>
<tr><td class="memItemLeft" align="right" valign="top">bool & </td><td class="memItemRight" valign="bottom"><a class="el" href="class_quant_lib_1_1_settings.html#a42985b53935a1455fae87abac7897abe">includeReferenceDateEvents</a> ()</td></tr>
<tr><td class="memItemLeft" align="right" valign="top"><a class="anchor" id="a661c3f098e93123cf66b0435b1a5e0c6"></a><!-- doxytag: member="QuantLib::Settings::includeReferenceDateEvents" ref="a661c3f098e93123cf66b0435b1a5e0c6" args="() const " -->
bool </td><td class="memItemRight" valign="bottom"><b>includeReferenceDateEvents</b> () const </td></tr>
<tr><td class="memItemLeft" align="right" valign="top"><a class="anchor" id="ab02fe975a741a17aedf64c1904f73365"></a><!-- doxytag: member="QuantLib::Settings::includeReferenceDateCashFlows" ref="ab02fe975a741a17aedf64c1904f73365" args="()" -->
bool & </td><td class="memItemRight" valign="bottom"><b>includeReferenceDateCashFlows</b> ()</td></tr>
<tr><td class="memItemLeft" align="right" valign="top"><a class="anchor" id="a12e32d242634ec425ce24f3186bf65bd"></a><!-- doxytag: member="QuantLib::Settings::includeReferenceDateCashFlows" ref="a12e32d242634ec425ce24f3186bf65bd" args="() const " -->
bool </td><td class="memItemRight" valign="bottom"><b>includeReferenceDateCashFlows</b> () const </td></tr>
<tr><td class="memItemLeft" align="right" valign="top">boost::optional< bool > & </td><td class="memItemRight" valign="bottom"><a class="el" href="class_quant_lib_1_1_settings.html#ae3bc274d0c10bfa3b2c27380eb000032">includeTodaysCashFlows</a> ()</td></tr>
<tr><td class="memItemLeft" align="right" valign="top"><a class="anchor" id="a1dbed895b6b7fa9c7c61a6618d55feac"></a><!-- doxytag: member="QuantLib::Settings::includeTodaysCashFlows" ref="a1dbed895b6b7fa9c7c61a6618d55feac" args="() const " -->
boost::optional< bool > </td><td class="memItemRight" valign="bottom"><b>includeTodaysCashFlows</b> () const </td></tr>
<tr><td class="memItemLeft" align="right" valign="top"><a class="anchor" id="af595a253588ed5bb7d32db3ea376343a"></a><!-- doxytag: member="QuantLib::Settings::enforcesTodaysHistoricFixings" ref="af595a253588ed5bb7d32db3ea376343a" args="()" -->
bool & </td><td class="memItemRight" valign="bottom"><b>enforcesTodaysHistoricFixings</b> ()</td></tr>
<tr><td class="memItemLeft" align="right" valign="top"><a class="anchor" id="adda3a6a81339120e1ff517e66fc08420"></a><!-- doxytag: member="QuantLib::Settings::enforcesTodaysHistoricFixings" ref="adda3a6a81339120e1ff517e66fc08420" args="() const " -->
bool </td><td class="memItemRight" valign="bottom"><b>enforcesTodaysHistoricFixings</b> () const </td></tr>
<tr><td colspan="2"><h2><a name="friends"></a>
Friends</h2></td></tr>
<tr><td class="memItemLeft" align="right" valign="top"><a class="anchor" id="a91c99b41b2e91d182b86ccc958e3248e"></a><!-- doxytag: member="QuantLib::Settings::Singleton< Settings >" ref="a91c99b41b2e91d182b86ccc958e3248e" args="" -->
class </td><td class="memItemRight" valign="bottom"><b>Singleton< Settings ></b></td></tr>
<tr><td class="memItemLeft" align="right" valign="top"><a class="anchor" id="a7372fd0b783fb5d23e60a661934d1203"></a><!-- doxytag: member="QuantLib::Settings::operator<<" ref="a7372fd0b783fb5d23e60a661934d1203" args="(std::ostream &, const DateProxy &)" -->
std::ostream & </td><td class="memItemRight" valign="bottom"><b>operator<<</b> (std::ostream &, const DateProxy &)</td></tr>
</table>
<hr/><a name="details" id="details"></a><h2>Detailed Description</h2>
<div class="textblock"><p>global repository for run-time library settings </p>
</div><hr/><h2>Member Function Documentation</h2>
<a class="anchor" id="a95055e9410ed0465a5f30d3ffc90c1d3"></a><!-- doxytag: member="QuantLib::Settings::evaluationDate" ref="a95055e9410ed0465a5f30d3ffc90c1d3" args="()" -->
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<td class="memname">Settings::DateProxy & <a class="el" href="class_quant_lib_1_1_settings.html#a95055e9410ed0465a5f30d3ffc90c1d3">evaluationDate</a> </td>
<td>(</td>
<td class="paramname"></td><td>)</td>
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<p>the date at which pricing is to be performed. </p>
<p>Client code can inspect the evaluation date, as in: </p>
<div class="fragment"><pre class="fragment"> Date d = <a class="code" href="class_quant_lib_1_1_singleton.html#ab7455b7e1235d292c444095842349291" title="access to the unique instance">Settings::instance</a>().<a class="code" href="class_quant_lib_1_1_settings.html#a95055e9410ed0465a5f30d3ffc90c1d3" title="the date at which pricing is to be performed.">evaluationDate</a>();
</pre></div><p> 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: </p>
<div class="fragment"><pre class="fragment"> <a class="code" href="class_quant_lib_1_1_singleton.html#ab7455b7e1235d292c444095842349291" title="access to the unique instance">Settings::instance</a>().<a class="code" href="class_quant_lib_1_1_settings.html#a95055e9410ed0465a5f30d3ffc90c1d3" title="the date at which pricing is to be performed.">evaluationDate</a>() = d;
</pre></div><p> and can register with it, as in: </p>
<div class="fragment"><pre class="fragment"> registerWith(<a class="code" href="class_quant_lib_1_1_singleton.html#ab7455b7e1235d292c444095842349291" title="access to the unique instance">Settings::instance</a>().<a class="code" href="class_quant_lib_1_1_settings.html#a95055e9410ed0465a5f30d3ffc90c1d3" title="the date at which pricing is to be performed.">evaluationDate</a>());
</pre></div><p> to be notified when it is set to a new value. </p>
<dl class="caveats"><dt><b><a class="el" href="caveats.html#_caveats000105">Warning:</a></b></dt><dd>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. </dd></dl>
<dl><dt><b>Examples: </b></dt><dd><a class="el" href="_bermudan_swaption_8cpp-example.html#a10">BermudanSwaption.cpp</a>, <a class="el" href="_bonds_8cpp-example.html#a8">Bonds.cpp</a>, <a class="el" href="_convertible_bonds_8cpp-example.html#a12">ConvertibleBonds.cpp</a>, <a class="el" href="_equity_option_8cpp-example.html#a5">EquityOption.cpp</a>, <a class="el" href="_replication_8cpp-example.html#a3">Replication.cpp</a>, and <a class="el" href="swapvaluation_8cpp-example.html#a7">swapvaluation.cpp</a>.</dd>
</dl>
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<a class="anchor" id="a9aa8356b35815cebac2f917f6d4e6b4f"></a><!-- doxytag: member="QuantLib::Settings::anchorEvaluationDate" ref="a9aa8356b35815cebac2f917f6d4e6b4f" args="()" -->
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<td class="memname">void <a class="el" href="class_quant_lib_1_1_settings.html#a9aa8356b35815cebac2f917f6d4e6b4f">anchorEvaluationDate</a> </td>
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<p>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 <a class="el" href="class_quant_lib_1_1_date.html#aa3b3414c408337e640d21c0936602c66" title="today's date.">Date::todaysDate()</a>; if an evaluation date other than Date() was already set, it has no effect. </p>
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<a class="anchor" id="a3d83ddb191bf74ffee552d9dd9fc2d3f"></a><!-- doxytag: member="QuantLib::Settings::resetEvaluationDate" ref="a3d83ddb191bf74ffee552d9dd9fc2d3f" args="()" -->
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<td class="memname">void <a class="el" href="class_quant_lib_1_1_settings.html#a3d83ddb191bf74ffee552d9dd9fc2d3f">resetEvaluationDate</a> </td>
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<p>Call this to reset the evaluation date to <a class="el" href="class_quant_lib_1_1_date.html#aa3b3414c408337e640d21c0936602c66" title="today's date.">Date::todaysDate()</a> 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. </p>
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<a class="anchor" id="a42985b53935a1455fae87abac7897abe"></a><!-- doxytag: member="QuantLib::Settings::includeReferenceDateEvents" ref="a42985b53935a1455fae87abac7897abe" args="()" -->
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<td class="memname">bool & <a class="el" href="class_quant_lib_1_1_settings.html#a42985b53935a1455fae87abac7897abe">includeReferenceDateEvents</a> </td>
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<p>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 <a class="el" href="class_quant_lib_1_1_event.html#aca737dd96c9485ce9613e5fb187c46eb" title="returns true if an event has already occurred before a date">Event::hasOccurred</a> method. </p>
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<a class="anchor" id="ae3bc274d0c10bfa3b2c27380eb000032"></a><!-- doxytag: member="QuantLib::Settings::includeTodaysCashFlows" ref="ae3bc274d0c10bfa3b2c27380eb000032" args="()" -->
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<td class="memname">boost::optional< bool > & <a class="el" href="class_quant_lib_1_1_settings.html#ae3bc274d0c10bfa3b2c27380eb000032">includeTodaysCashFlows</a> </td>
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<p>If set, this flag specifies whether or not <a class="el" href="class_quant_lib_1_1_cash_flows.html" title="cashflow-analysis functions">CashFlows</a> 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 <a class="el" href="class_quant_lib_1_1_cash_flow.html#a124a26b60637ae9384e543ed3f483064" title="returns true if an event has already occurred before a date">CashFlow::hasOccurred</a> method. </p>
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