/usr/include/ql/settings.hpp is in libquantlib0-dev 1.1-2build1.
This file is owned by root:root, with mode 0o644.
The actual contents of the file can be viewed below.
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/*
Copyright (C) 2007 Ferdinando Ametrano
Copyright (C) 2007 François du Vignaud
Copyright (C) 2004, 2005, 2007, 2009 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
<http://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.
*/
/*! \file settings.hpp
\brief global repository for run-time library settings
*/
#ifndef quantlib_settings_hpp
#define quantlib_settings_hpp
#include <ql/patterns/singleton.hpp>
#include <ql/time/date.hpp>
#include <ql/utilities/observablevalue.hpp>
#include <boost/optional.hpp>
namespace QuantLib {
//! global repository for run-time library settings
class Settings : public Singleton<Settings> {
friend class Singleton<Settings>;
private:
Settings();
class DateProxy : public ObservableValue<Date> {
public:
DateProxy();
DateProxy& operator=(const Date&);
operator Date() const;
};
friend std::ostream& operator<<(std::ostream&, const DateProxy&);
public:
//! the date at which pricing is to be performed.
/*! Client code can inspect the evaluation date, as in:
\code
Date d = Settings::instance().evaluationDate();
\endcode
where today's date is returned if the evaluation date is
set to the null date (its default value;) can set it to a
new value, as in:
\code
Settings::instance().evaluationDate() = d;
\endcode
and can register with it, as in:
\code
registerWith(Settings::instance().evaluationDate());
\endcode
to be notified when it is set to a new value.
\warning a notification is not sent when the evaluation
date changes for natural causes---i.e., a date
was not explicitly set (which results in today's
date being used for pricing) and the current date
changes as the clock strikes midnight.
*/
DateProxy& evaluationDate();
const DateProxy& evaluationDate() const;
/*! This flag specifies whether or not cashflows occurring on
the NPV date should, by default, enter the NPV. It can be
overridden locally when calling the NPV-related
methods.
*/
bool& includeReferenceDateCashFlows();
bool includeReferenceDateCashFlows() const;
/*! If set, this flag specifies whether or not cashflows
occurring on today's date should enter the NPV. When the
NPV date (i.e., the date at which the cash flows are
discounted) equals today's date, this flag overrides the
behavior chosen for the NPV date.
*/
boost::optional<bool>& includeTodaysCashFlows();
boost::optional<bool> includeTodaysCashFlows() const;
bool& enforcesTodaysHistoricFixings();
bool enforcesTodaysHistoricFixings() const;
private:
DateProxy evaluationDate_;
bool includeReferenceDateCashFlows_;
boost::optional<bool> includeTodaysCashFlows_;
bool enforcesTodaysHistoricFixings_;
};
// helper class to temporarily and safely change the settings
class SavedSettings {
public:
SavedSettings();
~SavedSettings();
private:
Date evaluationDate_;
bool includeReferenceDateCashFlows_;
boost::optional<bool> includeTodaysCashFlows_;
bool enforcesTodaysHistoricFixings_;
};
}
#endif
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