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/* -*- mode: c++; tab-width: 4; indent-tabs-mode: nil; c-basic-offset: 4 -*- */
/*
Copyright (C) 2004, 2005, 2006, 2007 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/math/comparison.hpp>
#include <ql/termstructure.hpp>
#include <utility>
namespace QuantLib {
TermStructure::TermStructure(DayCounter dc)
: settlementDays_(Null<Natural>()), dayCounter_(std::move(dc)) {}
TermStructure::TermStructure(const Date& referenceDate, Calendar cal, DayCounter dc)
: calendar_(std::move(cal)), referenceDate_(referenceDate), settlementDays_(Null<Natural>()),
dayCounter_(std::move(dc)) {}
TermStructure::TermStructure(Natural settlementDays, Calendar cal, DayCounter dc)
: moving_(true), updated_(false), calendar_(std::move(cal)), settlementDays_(settlementDays),
dayCounter_(std::move(dc)) {
registerWith(Settings::instance().evaluationDate());
}
const Date& TermStructure::referenceDate() const {
if (!updated_) {
Date today = Settings::instance().evaluationDate();
referenceDate_ = calendar().advance(today, settlementDays(), Days);
updated_ = true;
}
return referenceDate_;
}
void TermStructure::update() {
if (moving_)
updated_ = false;
notifyObservers();
}
void TermStructure::checkRange(const Date& d,
bool extrapolate) const {
QL_REQUIRE(d >= referenceDate(),
"date (" << d << ") before reference date (" <<
referenceDate() << ")");
QL_REQUIRE(extrapolate || allowsExtrapolation() || d <= maxDate(),
"date (" << d << ") is past max curve date ("
<< maxDate() << ")");
}
void TermStructure::checkRange(Time t,
bool extrapolate) const {
QL_REQUIRE(t >= 0.0,
"negative time (" << t << ") given");
QL_REQUIRE(extrapolate || allowsExtrapolation()
|| t <= maxTime() || close_enough(t, maxTime()),
"time (" << t << ") is past max curve time ("
<< maxTime() << ")");
}
}
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