| 1 | /* -*- mode: c++; tab-width: 4; indent-tabs-mode: nil; c-basic-offset: 4 -*- */ |
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| 2 | |
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| 3 | /* |
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| 4 | Copyright (C) 2009 Ferdinando Ametrano |
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| 5 | Copyright (C) 2009 StatPro Italia srl |
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| 6 | |
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| 7 | This file is part of QuantLib, a free-software/open-source library |
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| 8 | for financial quantitative analysts and developers - http://quantlib.org/ |
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| 9 | |
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| 10 | QuantLib is free software: you can redistribute it and/or modify it |
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| 11 | under the terms of the QuantLib license. You should have received a |
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| 12 | copy of the license along with this program; if not, please email |
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| 13 | <[email protected]>. The license is also available online at |
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| 14 | <http://quantlib.org/license.shtml>. |
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| 15 | |
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| 16 | This program is distributed in the hope that it will be useful, but WITHOUT |
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| 17 | ANY WARRANTY; without even the implied warranty of MERCHANTABILITY or FITNESS |
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| 18 | FOR A PARTICULAR PURPOSE. See the license for more details. |
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| 19 | */ |
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| 20 | |
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| 21 | #include <ql/cashflow.hpp> |
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| 22 | #include <ql/settings.hpp> |
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| 23 | #include <ql/patterns/visitor.hpp> |
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| 24 | |
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| 25 | namespace QuantLib { |
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| 26 | |
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| 27 | bool CashFlow::hasOccurred(const Date& refDate, |
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| 28 | ext::optional<bool> includeRefDate) const { |
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| 29 | |
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| 30 | // easy and quick handling of most cases |
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| 31 | if (refDate != Date()) { |
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| 32 | Date cf = date(); |
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| 33 | if (refDate < cf) |
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| 34 | return false; |
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| 35 | if (cf < refDate) |
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| 36 | return true; |
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| 37 | } |
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| 38 | |
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| 39 | if (refDate == Date() || |
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| 40 | refDate == Settings::instance().evaluationDate()) { |
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| 41 | // today's date; we override the bool with the one |
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| 42 | // specified in the settings (if any) |
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| 43 | ext::optional<bool> includeToday = |
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| 44 | Settings::instance().includeTodaysCashFlows(); |
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| 45 | if (includeToday) // NOLINT(readability-implicit-bool-conversion) |
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| 46 | includeRefDate = *includeToday; |
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| 47 | } |
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| 48 | return Event::hasOccurred(refDate, includeRefDate); |
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| 49 | } |
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| 50 | |
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| 51 | bool CashFlow::tradingExCoupon(const Date& refDate) const { |
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| 52 | |
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| 53 | Date ecd = exCouponDate(); |
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| 54 | if (ecd == Date()) |
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| 55 | return false; |
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| 56 | |
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| 57 | Date ref = |
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| 58 | refDate != Date() ? refDate : Settings::instance().evaluationDate(); |
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| 59 | |
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| 60 | return ecd <= ref; |
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| 61 | } |
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| 62 | |
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| 63 | void CashFlow::accept(AcyclicVisitor& v) { |
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| 64 | auto* v1 = dynamic_cast<Visitor<CashFlow>*>(&v); |
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| 65 | if (v1 != nullptr) |
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| 66 | v1->visit(*this); |
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| 67 | else |
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| 68 | Event::accept(v); |
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| 69 | } |
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| 70 | |
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| 71 | } |
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| 72 | |
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