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/* -*- mode: c++; tab-width: 4; indent-tabs-mode: nil; c-basic-offset: 4 -*- */
/*
Copyright (C) 2008 J. Erik Radmall
Copyright (C) 2009 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/experimental/commodities/unitofmeasureconversion.hpp>
#include <ql/errors.hpp>
using std::string;
namespace QuantLib {
UnitOfMeasureConversion::UnitOfMeasureConversion(
const CommodityType& commodityType,
const UnitOfMeasure& source,
const UnitOfMeasure& target,
Real conversionFactor) {
data_ = ext::make_shared<UnitOfMeasureConversion::Data>(
commodityType, source, target,
conversionFactor, Direct);
}
UnitOfMeasureConversion::UnitOfMeasureConversion(
const UnitOfMeasureConversion& r1,
const UnitOfMeasureConversion& r2) {
data_ = ext::make_shared<UnitOfMeasureConversion::Data>(
r1, r2);
}
UnitOfMeasureConversion::Data::Data(const CommodityType& commodityType,
const UnitOfMeasure& source,
const UnitOfMeasure& target,
Real conversionFactor, Type type)
: commodityType(commodityType), source(source), target(target),
conversionFactor(conversionFactor), type(type) {
code = commodityType.name() + source.code() + target.code();
}
UnitOfMeasureConversion::Data::Data(const UnitOfMeasureConversion& r1,
const UnitOfMeasureConversion& r2) {
conversionFactorChain = std::make_pair(
ext::make_shared<UnitOfMeasureConversion>(r1),
ext::make_shared<UnitOfMeasureConversion>(r2));
}
Quantity UnitOfMeasureConversion::convert(const Quantity& quantity) const {
switch (data_->type) {
case Direct:
if (quantity.unitOfMeasure() == data_->source)
return Quantity(quantity.commodityType(),
data_->target,
quantity.amount()*data_->conversionFactor);
else if (quantity.unitOfMeasure() == data_->target)
return Quantity(quantity.commodityType(),
data_->source,
quantity.amount()/data_->conversionFactor);
else
QL_FAIL("direct conversion not applicable");
case Derived:
if (quantity.unitOfMeasure()
== data_->conversionFactorChain.first->source() ||
quantity.unitOfMeasure()
== data_->conversionFactorChain.first->target())
return data_->conversionFactorChain.second->convert(
data_->conversionFactorChain.first->convert(quantity));
else if (quantity.unitOfMeasure()
== data_->conversionFactorChain.second->source() ||
quantity.unitOfMeasure()
== data_->conversionFactorChain.second->target())
return data_->conversionFactorChain.first->convert(
data_->conversionFactorChain.second->convert(quantity));
else
QL_FAIL("derived conversion factor not applicable");
default:
QL_FAIL("unknown conversion-factor type");
}
}
UnitOfMeasureConversion UnitOfMeasureConversion::chain(
const UnitOfMeasureConversion& r1,
const UnitOfMeasureConversion& r2) {
UnitOfMeasureConversion result(r1, r2);
result.data_->type = Derived;
if (r1.data_->source == r2.data_->source) {
result.data_->source = r1.data_->target;
result.data_->target = r2.data_->target;
result.data_->conversionFactor =
r2.data_->conversionFactor/r1.data_->conversionFactor;
} else if (r1.data_->source == r2.data_->target) {
result.data_->source = r1.data_->target;
result.data_->target = r2.data_->source;
result.data_->conversionFactor =
1.0/(r1.data_->conversionFactor*r2.data_->conversionFactor);
} else if (r1.data_->target == r2.data_->source) {
result.data_->source = r1.data_->source;
result.data_->target = r2.data_->target;
result.data_->conversionFactor =
r1.data_->conversionFactor*r2.data_->conversionFactor;
} else if (r1.data_->target == r2.data_->target) {
result.data_->source = r1.data_->source;
result.data_->target = r2.data_->source;
result.data_->conversionFactor =
r1.data_->conversionFactor/r2.data_->conversionFactor;
} else {
QL_FAIL("conversion factors not chainable");
}
return result;
}
}
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