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/* -*- mode: c++; tab-width: 4; indent-tabs-mode: nil; c-basic-offset: 4 -*- */
/*
Copyright (C) 2004, 2005, 2006, 2007 StatPro Italia srl
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/license.shtml>.
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/termstructure.hpp>
namespace QuantLib {
TermStructure::TermStructure(const DayCounter& dc)
: moving_(false),
updated_(true),
settlementDays_(Null<Size>()),
dayCounter_(dc) {}
TermStructure::TermStructure(const Date& referenceDate,
const Calendar& cal,
const DayCounter& dc)
: moving_(false), calendar_(cal),
referenceDate_(referenceDate), updated_(true),
settlementDays_(Null<Natural>()),
dayCounter_(dc) {}
TermStructure::TermStructure(Natural settlementDays,
const Calendar& cal,
const DayCounter& dc)
: moving_(true), calendar_(cal),
updated_(false),
settlementDays_(settlementDays),
dayCounter_(dc) {
registerWith(Settings::instance().evaluationDate());
// verify immediately if calendar and settlementDays are ok
Date today = Settings::instance().evaluationDate();
referenceDate_ = calendar().advance(today, settlementDays_, Days);
}
const Date& TermStructure::referenceDate() const {
if (!updated_) {
Date today = Settings::instance().evaluationDate();
referenceDate_ = calendar().advance(today, settlementDays_, Days);
updated_ = true;
}
return referenceDate_;
}
void TermStructure::update() {
if (moving_)
updated_ = false;
notifyObservers();
}
void TermStructure::checkRange(Time t, bool extrapolate) const {
QL_REQUIRE(t >= 0.0,
"negative time (" << t << ") given");
QL_REQUIRE(extrapolate || allowsExtrapolation() || t <= maxTime(),
"time (" << t << ") is past max curve time ("
<< maxTime() << ")");
}
}
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