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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
<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/instruments/compositeinstrument.hpp>
namespace QuantLib {
void CompositeInstrument::add(const ext::shared_ptr<Instrument>& instrument, Real multiplier) {
QL_REQUIRE(instrument, "null instrument provided");
components_.emplace_back(instrument, multiplier);
registerWith(instrument);
update();
// When we ask for the NPV of an expired composite, the
// components are not recalculated and thus wouldn't forward
// later notifications according to the default behavior of
// LazyObject instances. This means that even if the
// evaluation date changes so that the composite is no longer
// expired, the instrument wouldn't be notified and thus it
// wouldn't recalculate. To avoid this, we override the
// default behavior of the components.
instrument->alwaysForwardNotifications();
}
void CompositeInstrument::subtract(
const ext::shared_ptr<Instrument>& instrument, Real multiplier) {
add(instrument, -multiplier);
}
bool CompositeInstrument::isExpired() const {
for (const auto& component : components_) {
if (!component.first->isExpired())
return false;
}
return true;
}
void CompositeInstrument::performCalculations() const {
NPV_ = 0.0;
for (const auto& component : components_) {
NPV_ += component.second * component.first->NPV();
}
}
void CompositeInstrument::deepUpdate() {
for (auto & component : components_) {
component.first->deepUpdate();
}
update();
}
}
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