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/* -*- mode: c++; tab-width: 4; indent-tabs-mode: nil; c-basic-offset: 4 -*- */
/*
Copyright (C) 2009 Ferdinando Ametrano
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/cashflow.hpp>
#include <ql/settings.hpp>
#include <ql/patterns/visitor.hpp>
namespace QuantLib {
bool CashFlow::hasOccurred(const Date& refDate,
boost::optional<bool> includeRefDate) const {
// easy and quick handling of most cases
if (refDate != Date()) {
Date cf = date();
if (refDate < cf)
return false;
if (cf < refDate)
return true;
}
if (refDate == Date() ||
refDate == Settings::instance().evaluationDate()) {
// today's date; we override the bool with the one
// specified in the settings (if any)
boost::optional<bool> includeToday =
Settings::instance().includeTodaysCashFlows();
if (includeToday) // NOLINT(readability-implicit-bool-conversion)
includeRefDate = *includeToday;
}
return Event::hasOccurred(refDate, includeRefDate);
}
bool CashFlow::tradingExCoupon(const Date& refDate) const {
Date ecd = exCouponDate();
if (ecd == Date())
return false;
Date ref =
refDate != Date() ? refDate : Settings::instance().evaluationDate();
return ecd <= ref;
}
void CashFlow::accept(AcyclicVisitor& v) {
auto* v1 = dynamic_cast<Visitor<CashFlow>*>(&v);
if (v1 != nullptr)
v1->visit(*this);
else
Event::accept(v);
}
}
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