1
2
3
4
5
6
7
8
9
10
11
12
13
14
15
16
17
18
19
20
21
22
23
24
25
26
27
28
29
30
31
32
33
34
35
36
37
38
39
40
41
42
43
44
45
46
47
48
49
50
51
52
53
54
55
56
57
58
59
60
61
62
63
64
65
66
67
68
69
70
71
72
73
74
75
76
77
78
79
80
81
82
83
84
85
86
87
88
89
90
91
92
93
94
95
96
97
98
99
100
101
102
103
104
105
106
107
108
109
110
111
112
113
114
115
116
117
118
119
120
121
122
123
124
125
126
127
128
129
130
131
132
133
134
135
136
137
138
139
140
141
142
143
144
145
146
147
148
149
150
151
152
153
154
155
156
157
158
159
160
161
162
163
164
|
/* -*- mode: c++; tab-width: 4; indent-tabs-mode: nil; c-basic-offset: 4 -*- */
/*
Copyright (C) 2004, 2011 Ferdinando Ametrano
Copyright (C) 2004, 2005 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.
*/
#ifndef quantlib_config_hpp
#define quantlib_config_hpp
/***************************************************************
User configuration section:
modify the following definitions to suit your preferences.
Do not modify this file if you are using a Linux/Unix system:
it will not be read by the compiler. The definitions below
will be provided by running ./configure instead.
****************************************************************/
/* If defined, function information is added to the error messages
thrown by the library.
*/
#ifndef QL_ERROR_FUNCTIONS
//# define QL_ERROR_FUNCTIONS
#endif
/* If defined, file and line information is added to the error
messages thrown by the library.
*/
#ifndef QL_ERROR_LINES
//# define QL_ERROR_LINES
#endif
/* If defined, tracing messages might be emitted by the library
depending on run-time settings. Enabling this option can degrade
performance.
*/
#ifndef QL_ENABLE_TRACING
//# define QL_ENABLE_TRACING
#endif
/* If defined, extra run-time checks are added to a few
functions. This can prevent their inlining and degrade
performance.
*/
#ifndef QL_EXTRA_SAFETY_CHECKS
//# define QL_EXTRA_SAFETY_CHECKS
#endif
/* If defined, indexed coupons (see the documentation) are used in
floating legs. If undefined, par coupons are used.
*/
#ifndef QL_USE_INDEXED_COUPON
//# define QL_USE_INDEXED_COUPON
#endif
/* If defined, singletons will return different instances for
different threads; in particular, this means that the evaluation
date, the stored index fixings and any other settings will be
per-thread.
*/
#ifndef QL_ENABLE_SESSIONS
//# define QL_ENABLE_SESSIONS
#endif
/* If defined, a thread-safe (but less performant) version of the
observer pattern is used. You should define it if you want to use
QuantLib via the SWIG layer within the JVM or .NET ecosystem or
any other environment with an async garbage collector.
*/
#ifndef QL_ENABLE_THREAD_SAFE_OBSERVER_PATTERN
//# define QL_ENABLE_THREAD_SAFE_OBSERVER_PATTERN
#endif
/* If defined, date objects willsupport an intraday datetime
resolution down to microseconds. Strictly monotone daycounters
(`Actual360`, `Actual365Fixed` and `ActualActual`) will take the
additional information into account and allow for accurate intraday
pricing. If undefined, the smallest resolution of date objects is
a single day. Intraday datetime resolution is experimental.
*/
#ifndef QL_HIGH_RESOLUTION_DATE
//# define QL_HIGH_RESOLUTION_DATE
#endif
/* If defined, lazy objects will raise an exception when they detect a
notification cycle which would result in an infinite recursion
loop. If undefined, they will break the recursion without throwing.
Enabling this option is recommended but might cause existing code
to throw.
*/
#ifndef QL_THROW_IN_CYCLES
//# define QL_THROW_IN_CYCLES
#endif
/* If defined, lazy objects will forward the first notification
received, and discard the others until recalculated; the rationale
is that observers were already notified, and don't need further
notifications until they recalculate, at which point this object
would be recalculated too. After recalculation, this object would
again forward the first notification received. Although not always
correct, this behavior is a lot faster and thus is the current
default.
*/
#ifndef QL_FASTER_LAZY_OBJECTS
# define QL_FASTER_LAZY_OBJECTS
#endif
/* If defined, `std::any` and related classes and functions will be
used instead of `boost::any`. If undefined, the Boost facilities
will be used.
*/
#ifndef QL_USE_STD_ANY
# define QL_USE_STD_ANY
#endif
/* If defined, `std::optional` and related classes and functions will
be used instead of `boost::optional`. If undefined, the Boost
facilities will be used.
*/
#ifndef QL_USE_STD_OPTIONAL
# define QL_USE_STD_OPTIONAL
#endif
/* If defined, `std::shared_ptr` and related classes and functions
will used instead of `boost::shared_ptr`. If undefined, the Boost
facilities will be used. Note that `std::shared_ptr` does not check
access and can cause segmentation faults.
*/
#ifndef QL_USE_STD_SHARED_PTR
//# define QL_USE_STD_SHARED_PTR
#endif
/* If defined, `Null` will be implemented as a template function.
This allows the code to work with user-defined `Real` types but was
reported to cause internal compiler errors with Visual C++ 2022 in
some cases. If undefined, `Null` will be implemented as a class
template, as in previous releases.
*/
#ifndef QL_NULL_AS_FUNCTIONS
//# define QL_NULL_AS_FUNCTIONS
#endif
/* If defined, a parallel unit test runner will be used to execute the
C++ test suite. This will reduce the runtime on multi core CPUs.
*/
#ifndef QL_ENABLE_PARALLEL_UNIT_TEST_RUNNER
//# define QL_ENABLE_PARALLEL_UNIT_TEST_RUNNER
#endif
#endif
|
