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/* -*- mode: c++; tab-width: 4; indent-tabs-mode: nil; c-basic-offset: 4 -*- */
/*
Copyright (C) 2004 Decillion Pty(Ltd)
This file is part of QuantLib, a free-software/open-source library
for financial quantitative analysts and developers - http://quantlib.org/
QuantLib is free software: you can redistribute it and/or modify it
under the terms of the QuantLib license. You should have received a
copy of the license along with this program; if not, please email
<quantlib-dev@lists.sf.net>. The license is also available online at
<http://quantlib.org/reference/license.html>.
This program is distributed in the hope that it will be useful, but WITHOUT
ANY WARRANTY; without even the implied warranty of MERCHANTABILITY or FITNESS
FOR A PARTICULAR PURPOSE. See the license for more details.
*/
#include <ql/money.hpp>
#include <ql/Currencies/exchangeratemanager.hpp>
#include <ql/Math/comparison.hpp>
#include <sstream>
#if !defined(QL_PATCH_BORLAND) || BOOST_VERSION < 103200
#include <assert.h>
#include <boost/format.hpp>
#endif
namespace QuantLib {
Money::ConversionType Money::conversionType = Money::NoConversion;
Currency Money::baseCurrency = Currency();
namespace {
void convertTo(Money& m, const Currency& target) {
if (m.currency() != target) {
ExchangeRate rate =
ExchangeRateManager::instance().lookup(m.currency(),
target);
m = rate.exchange(m).rounded();
}
}
void convertToBase(Money& m) {
QL_REQUIRE(Money::baseCurrency.isValid(), "no base currency set");
convertTo(m, Money::baseCurrency);
}
}
Money& Money::operator+=(const Money& m) {
if (currency_ == m.currency_) {
value_ += m.value_;
} else if (Money::conversionType == Money::BaseCurrencyConversion) {
convertToBase(*this);
Money tmp = m;
convertToBase(tmp);
*this += tmp;
} else if (Money::conversionType == Money::AutomatedConversion) {
Money tmp = m;
convertTo(tmp, currency_);
*this += tmp;
} else {
QL_FAIL("currency mismatch and no conversion specified");
}
return *this;
}
Money& Money::operator-=(const Money& m) {
if (currency_ == m.currency_) {
value_ -= m.value_;
} else if (Money::conversionType == Money::BaseCurrencyConversion) {
convertToBase(*this);
Money tmp = m;
convertToBase(tmp);
*this -= tmp;
} else if (Money::conversionType == Money::AutomatedConversion) {
Money tmp = m;
convertTo(tmp, currency_);
*this -= tmp;
} else {
QL_FAIL("currency mismatch and no conversion specified");
}
return *this;
}
Decimal operator/(const Money& m1, const Money& m2) {
if (m1.currency() == m2.currency()) {
return m1.value()/m2.value();
} else if (Money::conversionType == Money::BaseCurrencyConversion) {
Money tmp1 = m1;
convertToBase(tmp1);
Money tmp2 = m2;
convertToBase(tmp2);
return tmp1/tmp2;
} else if (Money::conversionType == Money::AutomatedConversion) {
Money tmp = m2;
convertTo(tmp, m1.currency());
return m1/tmp;
} else {
QL_FAIL("currency mismatch and no conversion specified");
}
}
bool operator==(const Money& m1, const Money& m2) {
if (m1.currency() == m2.currency()) {
return m1.value() == m2.value();
} else if (Money::conversionType == Money::BaseCurrencyConversion) {
Money tmp1 = m1;
convertToBase(tmp1);
Money tmp2 = m2;
convertToBase(tmp2);
return tmp1 == tmp2;
} else if (Money::conversionType == Money::AutomatedConversion) {
Money tmp = m2;
convertTo(tmp, m1.currency());
return m1 == tmp;
} else {
QL_FAIL("currency mismatch and no conversion specified");
}
}
bool operator<(const Money& m1, const Money& m2) {
if (m1.currency() == m2.currency()) {
return m1.value() < m2.value();
} else if (Money::conversionType == Money::BaseCurrencyConversion) {
Money tmp1 = m1;
convertToBase(tmp1);
Money tmp2 = m2;
convertToBase(tmp2);
return tmp1 < tmp2;
} else if (Money::conversionType == Money::AutomatedConversion) {
Money tmp = m2;
convertTo(tmp, m1.currency());
return m1 < tmp;
} else {
QL_FAIL("currency mismatch and no conversion specified");
}
}
bool operator<=(const Money& m1, const Money& m2) {
if (m1.currency() == m2.currency()) {
return m1.value() <= m2.value();
} else if (Money::conversionType == Money::BaseCurrencyConversion) {
Money tmp1 = m1;
convertToBase(tmp1);
Money tmp2 = m2;
convertToBase(tmp2);
return tmp1 <= tmp2;
} else if (Money::conversionType == Money::AutomatedConversion) {
Money tmp = m2;
convertTo(tmp, m1.currency());
return m1 <= tmp;
} else {
QL_FAIL("currency mismatch and no conversion specified");
}
}
bool close(const Money& m1, const Money& m2, Size n) {
if (m1.currency() == m2.currency()) {
return close(m1.value(),m2.value(),n);
} else if (Money::conversionType == Money::BaseCurrencyConversion) {
Money tmp1 = m1;
convertToBase(tmp1);
Money tmp2 = m2;
convertToBase(tmp2);
return close(tmp1,tmp2,n);
} else if (Money::conversionType == Money::AutomatedConversion) {
Money tmp = m2;
convertTo(tmp, m1.currency());
return close(m1,tmp,n);
} else {
QL_FAIL("currency mismatch and no conversion specified");
}
}
bool close_enough(const Money& m1, const Money& m2, Size n) {
if (m1.currency() == m2.currency()) {
return close_enough(m1.value(),m2.value(),n);
} else if (Money::conversionType == Money::BaseCurrencyConversion) {
Money tmp1 = m1;
convertToBase(tmp1);
Money tmp2 = m2;
convertToBase(tmp2);
return close_enough(tmp1,tmp2,n);
} else if (Money::conversionType == Money::AutomatedConversion) {
Money tmp = m2;
convertTo(tmp, m1.currency());
return close_enough(m1,tmp,n);
} else {
QL_FAIL("currency mismatch and no conversion specified");
}
}
std::ostream& operator<<(std::ostream& out, const Money& m) {
#if defined(QL_PATCH_BORLAND) && BOOST_VERSION >= 103200
return out << m.currency().symbol() << " " << m.rounded().value();
#else
boost::format fmt(m.currency().format());
fmt.exceptions(boost::io::all_error_bits ^
boost::io::too_many_args_bit);
return out << fmt % m.rounded().value()
% m.currency().code()
% m.currency().symbol();
#endif
}
}
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