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/* -*- mode: c++; tab-width: 4; indent-tabs-mode: nil; c-basic-offset: 4 -*- */
/*
Copyright (C) 2004 Decillion Pty(Ltd)
Copyright (C) 2004, 2005, 2006 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.
*/
/*! \file money.hpp
\brief cash amount in a given currency
*/
#ifndef quantlib_money_hpp
#define quantlib_money_hpp
#include <ql/currency.hpp>
#include <ql/patterns/singleton.hpp>
#include <utility>
namespace QuantLib {
//! amount of cash
/*! \test money arithmetic is tested with and without currency
conversions.
*/
class Money {
public:
//! \name Constructors
//@{
Money() = default;
Money(Currency currency, Decimal value);
Money(Decimal value, Currency currency);
//@}
//! \name Inspectors
//@{
const Currency& currency() const;
Decimal value() const;
Money rounded() const;
//@}
/*! \name Money arithmetics
See below for non-member functions and for settings which
determine the behavior of the operators.
*/
//@{
Money operator+() const;
Money operator-() const;
Money& operator+=(const Money&);
Money& operator-=(const Money&);
Money& operator*=(Decimal);
Money& operator/=(Decimal);
//@}
/*! \name Conversion settings
These parameters are used for combining money amounts
in different currencies
*/
//@{
enum ConversionType {
NoConversion, /*!< do not perform conversions */
BaseCurrencyConversion, /*!< convert both operands to
the base currency before
converting */
AutomatedConversion /*!< return the result in the
currency of the first
operand */
};
// Money::Settings forward declaration
class Settings;
//@}
private:
Decimal value_ = 0.0;
Currency currency_;
// temporary support for old syntax
struct BaseCurrencyProxy {
public:
BaseCurrencyProxy& operator=(const Currency&);
operator Currency() const;
};
struct ConversionTypeProxy {
public:
ConversionTypeProxy& operator=(Money::ConversionType);
operator Money::ConversionType() const;
};
};
//! Per-session settings for the Money class
class Money::Settings : public Singleton<Money::Settings> {
friend class Singleton<Money::Settings>;
private:
Settings() = default;
public:
const Money::ConversionType & conversionType() const;
Money::ConversionType & conversionType();
const Currency & baseCurrency() const;
Currency & baseCurrency();
private:
Money::ConversionType conversionType_ = Money::NoConversion;
Currency baseCurrency_;
};
// More arithmetics and comparisons
/*! \relates Money */
Money operator+(const Money&, const Money&);
/*! \relates Money */
Money operator-(const Money&, const Money&);
/*! \relates Money */
Money operator*(const Money&, Decimal);
/*! \relates Money */
Money operator*(Decimal, const Money&);
/*! \relates Money */
Money operator/(const Money&, Decimal);
/*! \relates Money */
Decimal operator/(const Money&, const Money&);
/*! \relates Money */
bool operator==(const Money&, const Money&);
/*! \relates Money */
bool operator!=(const Money&, const Money&);
/*! \relates Money */
bool operator<(const Money&, const Money&);
/*! \relates Money */
bool operator<=(const Money&, const Money&);
/*! \relates Money */
bool operator>(const Money&, const Money&);
/*! \relates Money */
bool operator>=(const Money&, const Money&);
/*! \relates Money */
bool close(const Money&, const Money&, Size n = 42);
/*! \relates Money */
bool close_enough(const Money&, const Money&, Size n = 42);
// syntactic sugar
/*! \relates Money */
Money operator*(Decimal, const Currency&);
/*! \relates Money */
Money operator*(const Currency&, Decimal);
// formatting
/*! \relates Money */
std::ostream& operator<<(std::ostream&, const Money&);
// inline definitions
inline Money::Money(Currency currency, Decimal value)
: value_(value), currency_(std::move(currency)) {}
inline Money::Money(Decimal value, Currency currency)
: value_(value), currency_(std::move(currency)) {}
inline const Currency& Money::currency() const {
return currency_;
}
inline Decimal Money::value() const {
return value_;
}
inline Money Money::rounded() const {
return Money(currency_.rounding()(value_), currency_);
}
inline Money Money::operator+() const {
return *this;
}
inline Money Money::operator-() const {
return Money(-value_, currency_);
}
inline Money& Money::operator*=(Decimal x) {
value_ *= x;
return *this;
}
inline Money& Money::operator/=(Decimal x) {
value_ /= x;
return *this;
}
inline Money operator+(const Money& m1, const Money& m2) {
Money tmp = m1;
tmp += m2;
return tmp;
}
inline Money operator-(const Money& m1, const Money& m2) {
Money tmp = m1;
tmp -= m2;
return tmp;
}
inline Money operator*(const Money& m, Decimal x) {
Money tmp = m;
tmp *= x;
return tmp;
}
inline Money operator*(Decimal x, const Money& m) {
return m*x;
}
inline Money operator/(const Money& m, Decimal x) {
Money tmp = m;
tmp /= x;
return tmp;
}
inline bool operator!=(const Money& m1, const Money& m2) {
return !(m1 == m2);
}
inline bool operator>(const Money& m1, const Money& m2) {
return m2 < m1;
}
inline bool operator>=(const Money& m1, const Money& m2) {
return m2 <= m1;
}
inline Money operator*(Decimal value, const Currency& c) {
return Money(value,c);
}
inline Money operator*(const Currency& c, Decimal value) {
return Money(value,c);
}
}
#endif
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