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/* -*- mode: c++; tab-width: 4; indent-tabs-mode: nil; c-basic-offset: 4 -*- */
/*
Copyright (C) 2000, 2001, 2002, 2003 RiskMap srl
Copyright (C) 2003, 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
<https://www.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/instrument.hpp>
#include <ql/settings.hpp>
namespace QuantLib {
Instrument::Instrument()
: NPV_(Null<Real>()), errorEstimate_(Null<Real>()) {
// this makes sense in general (if the evaluation date
// changes, you probably want to recalculate) and can also
// help avoid some edge cases when lazy objects only forward
// their first notification.
registerWith(Settings::instance().evaluationDate());
}
void Instrument::setPricingEngine(const ext::shared_ptr<PricingEngine>& e) {
if (engine_ != nullptr)
unregisterWith(engine_);
engine_ = e;
if (engine_ != nullptr)
registerWith(engine_);
// trigger (lazy) recalculation and notify observers
update();
}
void Instrument::setupArguments(PricingEngine::arguments*) const {
QL_FAIL("Instrument::setupArguments() not implemented");
}
}
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