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/* -*- mode: c++; tab-width: 4; indent-tabs-mode: nil; c-basic-offset: 4 -*- */
/*
Copyright (C) 2008, 2014 Ferdinando Ametrano
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/quotes/lastfixingquote.hpp>
#include <ql/settings.hpp>
#include <utility>
namespace QuantLib {
LastFixingQuote::LastFixingQuote(ext::shared_ptr<Index> index) : index_(std::move(index)) {
registerWith(index_);
}
Real LastFixingQuote::value() const {
QL_ENSURE(isValid(),
index_->name() << " has no fixing");
return index_->fixing(referenceDate());
}
bool LastFixingQuote::isValid() const {
return !index_->timeSeries().empty();
}
Date LastFixingQuote::referenceDate() const {
return std::min<Date>(index_->timeSeries().lastDate(),
Settings::instance().evaluationDate());
}
}
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