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/* -*- mode: c++; tab-width: 4; indent-tabs-mode: nil; c-basic-offset: 4 -*- */
/*
Copyright (C) 2008 J. Erik Radmall
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/experimental/commodities/commoditytype.hpp>
#include <ostream>
namespace QuantLib {
std::map<std::string, ext::shared_ptr<CommodityType::Data> >
CommodityType::commodityTypes_;
CommodityType::CommodityType(const std::string& name,
const std::string& code) {
std::map<std::string, ext::shared_ptr<CommodityType::Data> >::const_iterator i = commodityTypes_.find(code);
if (i != commodityTypes_.end())
data_ = i->second;
else {
data_ = ext::make_shared<CommodityType::Data>(
name, code);
commodityTypes_[code] = data_;
}
}
std::ostream& operator<<(std::ostream& out, const CommodityType& c) {
if (!c.empty())
return out << c.code();
else
return out << "null commodity type";
}
}
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