1 2 3 4 5 6 7 8 9 10 11 12 13 14 15 16 17 18 19 20 21 22 23 24 25 26 27 28 29 30 31 32 33 34 35 36 37 38 39 40 41 42 43 44 45 46 47 48 49 50 51 52 53 54 55 56 57 58 59 60 61 62 63 64 65 66 67 68 69 70 71 72 73 74 75 76 77 78 79 80 81 82 83 84 85 86 87 88 89 90 91 92 93 94 95 96 97 98 99 100 101 102 103 104 105 106 107 108 109 110 111 112 113 114 115 116 117 118 119 120 121 122 123 124 125 126 127 128 129 130 131 132 133 134 135 136 137 138 139 140 141 142 143 144 145 146 147 148 149 150 151 152 153 154 155 156 157 158 159 160 161 162 163 164 165 166 167 168 169 170 171 172 173 174 175 176 177 178 179 180 181 182 183 184 185 186 187 188 189 190 191 192 193 194 195 196 197 198 199 200 201 202 203 204 205 206 207 208
|
/* -*- 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/quantity.hpp>
#include <ql/experimental/commodities/unitofmeasureconversionmanager.hpp>
#include <ql/math/comparison.hpp>
#include <ql/errors.hpp>
namespace QuantLib {
Quantity::ConversionType Quantity::conversionType = Quantity::NoConversion;
UnitOfMeasure Quantity::baseUnitOfMeasure = UnitOfMeasure();
namespace {
void convertTo(Quantity& m, const UnitOfMeasure& target) {
if (m.unitOfMeasure() != target) {
UnitOfMeasureConversion rate =
UnitOfMeasureConversionManager::instance().lookup(
m.commodityType(), m.unitOfMeasure(), target);
m = rate.convert(m).rounded();
}
}
void convertToBase(Quantity& m) {
QL_REQUIRE(!Quantity::baseUnitOfMeasure.empty(),
"no base unitOfMeasure set");
convertTo(m, Quantity::baseUnitOfMeasure);
}
}
Quantity& Quantity::operator+=(const Quantity& m) {
if (unitOfMeasure_ == m.unitOfMeasure_) {
amount_ += m.amount_;
} else if (conversionType == BaseUnitOfMeasureConversion) {
convertToBase(*this);
Quantity tmp = m;
convertToBase(tmp);
*this += tmp;
} else if (conversionType == AutomatedConversion) {
Quantity tmp = m;
convertTo(tmp, unitOfMeasure_);
*this += tmp;
} else {
QL_FAIL("unitOfMeasure mismatch and no conversion specified");
}
return *this;
}
Quantity& Quantity::operator-=(const Quantity& m) {
if (unitOfMeasure_ == m.unitOfMeasure_) {
amount_ -= m.amount_;
} else if (conversionType == BaseUnitOfMeasureConversion) {
convertToBase(*this);
Quantity tmp = m;
convertToBase(tmp);
*this -= tmp;
} else if (conversionType == AutomatedConversion) {
Quantity tmp = m;
convertTo(tmp, unitOfMeasure_);
*this -= tmp;
} else {
QL_FAIL("unitOfMeasure mismatch and no conversion specified");
}
return *this;
}
Real operator/(const Quantity& m1, const Quantity& m2) {
if (m1.unitOfMeasure() == m2.unitOfMeasure()) {
return m1.amount()/m2.amount();
} else if (Quantity::conversionType
== Quantity::BaseUnitOfMeasureConversion) {
Quantity tmp1 = m1;
convertToBase(tmp1);
Quantity tmp2 = m2;
convertToBase(tmp2);
return tmp1/tmp2;
} else if (Quantity::conversionType == Quantity::AutomatedConversion) {
Quantity tmp = m2;
convertTo(tmp, m1.unitOfMeasure());
return m1/tmp;
} else {
QL_FAIL("unitOfMeasure mismatch and no conversion specified");
}
}
bool operator==(const Quantity& m1, const Quantity& m2) {
if (m1.unitOfMeasure() == m2.unitOfMeasure()) {
return m1.amount() == m2.amount();
} else if (Quantity::conversionType
== Quantity::BaseUnitOfMeasureConversion) {
Quantity tmp1 = m1;
convertToBase(tmp1);
Quantity tmp2 = m2;
convertToBase(tmp2);
return tmp1 == tmp2;
} else if (Quantity::conversionType
== Quantity::AutomatedConversion) {
Quantity tmp = m2;
convertTo(tmp, m1.unitOfMeasure());
return m1 == tmp;
} else {
QL_FAIL("unitOfMeasure mismatch and no conversion specified");
}
}
bool operator<(const Quantity& m1, const Quantity& m2) {
if (m1.unitOfMeasure() == m2.unitOfMeasure()) {
return m1.amount() < m2.amount();
} else if (Quantity::conversionType
== Quantity::BaseUnitOfMeasureConversion) {
Quantity tmp1 = m1;
convertToBase(tmp1);
Quantity tmp2 = m2;
convertToBase(tmp2);
return tmp1 < tmp2;
} else if (Quantity::conversionType == Quantity::AutomatedConversion) {
Quantity tmp = m2;
convertTo(tmp, m1.unitOfMeasure());
return m1 < tmp;
} else {
QL_FAIL("unitOfMeasure mismatch and no conversion specified");
}
}
bool operator<=(const Quantity& m1, const Quantity& m2) {
if (m1.unitOfMeasure() == m2.unitOfMeasure()) {
return m1.amount() <= m2.amount();
} else if (Quantity::conversionType
== Quantity::BaseUnitOfMeasureConversion) {
Quantity tmp1 = m1;
convertToBase(tmp1);
Quantity tmp2 = m2;
convertToBase(tmp2);
return tmp1 <= tmp2;
} else if (Quantity::conversionType == Quantity::AutomatedConversion) {
Quantity tmp = m2;
convertTo(tmp, m1.unitOfMeasure());
return m1 <= tmp;
} else {
QL_FAIL("unitOfMeasure mismatch and no conversion specified");
}
}
bool close(const Quantity& m1, const Quantity& m2, Size n) {
if (m1.unitOfMeasure() == m2.unitOfMeasure()) {
return close(m1.amount(),m2.amount(),n);
} else if (Quantity::conversionType
== Quantity::BaseUnitOfMeasureConversion) {
Quantity tmp1 = m1;
convertToBase(tmp1);
Quantity tmp2 = m2;
convertToBase(tmp2);
return close(tmp1,tmp2,n);
} else if (Quantity::conversionType == Quantity::AutomatedConversion) {
Quantity tmp = m2;
convertTo(tmp, m1.unitOfMeasure());
return close(m1,tmp,n);
} else {
QL_FAIL("unitOfMeasure mismatch and no conversion specified");
}
}
bool close_enough(const Quantity& m1, const Quantity& m2, Size n) {
if (m1.unitOfMeasure() == m2.unitOfMeasure()) {
return close_enough(m1.amount(),m2.amount(),n);
} else if (Quantity::conversionType
== Quantity::BaseUnitOfMeasureConversion) {
Quantity tmp1 = m1;
convertToBase(tmp1);
Quantity tmp2 = m2;
convertToBase(tmp2);
return close_enough(tmp1,tmp2,n);
} else if (Quantity::conversionType == Quantity::AutomatedConversion) {
Quantity tmp = m2;
convertTo(tmp, m1.unitOfMeasure());
return close_enough(m1,tmp,n);
} else {
QL_FAIL("unitOfMeasure mismatch and no conversion specified");
}
}
std::ostream& operator<<(std::ostream& out, const Quantity& quantity) {
return out << quantity.commodityType_.code() << " "
<< quantity.amount_ << " " << quantity.unitOfMeasure_.code();
}
}
|