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/* -*- 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/commoditycashflow.hpp>
#include <ql/patterns/visitor.hpp>
#include <iomanip>
namespace QuantLib {
void CommodityCashFlow::accept(AcyclicVisitor& v) {
Visitor<CommodityCashFlow>* v1 =
dynamic_cast<Visitor<CommodityCashFlow>*>(&v);
if (v1 != 0)
v1->visit(*this);
else
CashFlow::accept(v);
}
std::ostream& operator<<(std::ostream& out,
const CommodityCashFlows& cashFlows) {
if (cashFlows.size() == 0)
return out << "no cashflows" << std::endl;
out << "cashflows" << std::endl;
std::string currencyCode; //= cashFlows[0]->discountedAmount().currency().code();
Real totalDiscounted = 0;
Real totalUndiscounted = 0;
for (CommodityCashFlows::const_iterator i = cashFlows.begin();
i != cashFlows.end(); i++) {
//const boost::shared_ptr<CommodityCashFlow> cashFlow = *i;
const boost::shared_ptr<CommodityCashFlow> cashFlow = i->second;
totalDiscounted += cashFlow->discountedAmount().value();
totalUndiscounted += cashFlow->undiscountedAmount().value();
//out << io::iso_date(cashFlow->date()) << " " <<
out << io::iso_date(i->first) << " "
<< std::setw(16) << std::right << std::fixed
<< std::setprecision(2) << cashFlow->discountedAmount().value()
<< " " << currencyCode <<
std::setw(16) << std::right << std::fixed
<< std::setprecision(2)
<< cashFlow->undiscountedAmount().value() << " " <<
currencyCode << std::endl;
}
out << "total "
<< std::setw(16) << std::right << std::fixed
<< std::setprecision(2) << totalDiscounted << " " << currencyCode
<< std::setw(16) << std::right << std::fixed
<< std::setprecision(2) << totalUndiscounted << " "
<< currencyCode << std::endl;
return out;
}
}
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