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/* -*- mode: c++; tab-width: 4; indent-tabs-mode: nil; c-basic-offset: 4 -*- */
/*
Copyright (C) 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.
*/
#include <ql/instruments/compositeinstrument.hpp>
namespace QuantLib {
void CompositeInstrument::add(
const boost::shared_ptr<Instrument>& instrument, Real multiplier) {
components_.push_back(std::make_pair(instrument,multiplier));
registerWith(instrument);
update();
}
void CompositeInstrument::subtract(
const boost::shared_ptr<Instrument>& instrument, Real multiplier) {
add(instrument, -multiplier);
}
bool CompositeInstrument::isExpired() const {
for (const_iterator i=components_.begin(); i!=components_.end(); ++i) {
if (!i->first->isExpired())
return false;
}
return true;
}
void CompositeInstrument::performCalculations() const {
NPV_ = 0.0;
for (const_iterator i=components_.begin(); i!=components_.end(); ++i) {
NPV_ += i->second * i->first->NPV();
}
}
}
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