10097394869

Committed 25 Jul 2024 03:42PM UTC coverage: 72.623% (-0.001%) from 72.624%

Build # 10097394869

Build Type

push

github

Committed by

lballabio

Commit Message

Automated fixes by clang-tidy

Run Details

19 of 27 new or added lines in 18 files covered. (70.37%)

1 existing line in 1 file now uncovered.

55035 of 75782 relevant lines covered (72.62%)

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Source File
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78.26

/ql/instruments/compositeinstrument.cpp

/* -*- 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
 <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.
*/

#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 i=components_.begin(); i!=components_.end(); ++i) {
            i->first->deepUpdate();
        }
        update();
    }

}


1	/* -- mode: c++; tab-width: 4; indent-tabs-mode: nil; c-basic-offset: 4 -- */
2
3	/*
4	Copyright (C) 2006 StatPro Italia srl
5
6	This file is part of QuantLib, a free-software/open-source library
7	for financial quantitative analysts and developers - http://quantlib.org/
8
9	QuantLib is free software: you can redistribute it and/or modify it
10	under the terms of the QuantLib license. You should have received a
11	copy of the license along with this program; if not, please email
12	<quantlib-dev@lists.sf.net>. The license is also available online at
13	<http://quantlib.org/license.shtml>.
14
15	This program is distributed in the hope that it will be useful, but WITHOUT
16	ANY WARRANTY; without even the implied warranty of MERCHANTABILITY or FITNESS
17	FOR A PARTICULAR PURPOSE. See the license for more details.
18	*/
19
20	#include <ql/instruments/compositeinstrument.hpp>
21
22	namespace QuantLib {
23
24	void CompositeInstrument::add(const ext::shared_ptr<Instrument>& instrument, Real multiplier) {	100✔
25	QL_REQUIRE(instrument, "null instrument provided");	100✔
26	components_.emplace_back(instrument, multiplier);	100✔
27	registerWith(instrument);	100✔
28	update();	100✔
29	// When we ask for the NPV of an expired composite, the
30	// components are not recalculated and thus wouldn't forward
31	// later notifications according to the default behavior of
32	// LazyObject instances. This means that even if the
33	// evaluation date changes so that the composite is no longer
34	// expired, the instrument wouldn't be notified and thus it
35	// wouldn't recalculate. To avoid this, we override the
36	// default behavior of the components.
37	instrument->alwaysForwardNotifications();	100✔
38	}	100✔
39
40	void CompositeInstrument::subtract(	96✔
41	const ext::shared_ptr<Instrument>& instrument, Real multiplier) {
42	add(instrument, -multiplier);	96✔
43	}	96✔
44
45	bool CompositeInstrument::isExpired() const {	103✔
46	for (const auto& component : components_) {	105✔
47	if (!component.first->isExpired())	103✔
48	return false;
49	}
50	return true;
51	}
52
53	void CompositeInstrument::performCalculations() const {	100✔
54	NPV_ = 0.0;	100✔
55	for (const auto& component : components_) {	2,385✔
56	NPV_ += component.second * component.first->NPV();	2,285✔
57	}
58	}	100✔
59
60	void CompositeInstrument::deepUpdate() {	×
NEW 61	for (auto i=components_.begin(); i!=components_.end(); ++i) {	×
62	i->first->deepUpdate();	×
63	}
64	update();	×
65	}	×
66
67	}
68

lballabio / QuantLib / 10097394869

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