11352161829

Committed 15 Oct 2024 06:27PM UTC coverage: 72.784% (-0.002%) from 72.786%

Build # 11352161829

Build Type

push

github

Committed by

web-flow

Commit Message

Deprecate most of the `IndexManager` public interface. (#2096)

Run Details

13 of 17 new or added lines in 9 files covered. (76.47%)

4 existing lines in 1 file now uncovered.

55141 of 75760 relevant lines covered (72.78%)

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0.0

/ql/experimental/commodities/commodityindex.cpp

/* -*- mode: c++; tab-width: 4; indent-tabs-mode: nil; c-basic-offset: 4 -*- */

/*
 Copyright (C) 2008 J. Erik Radmall

 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/experimental/commodities/commodityindex.hpp>
#include <ql/experimental/commodities/commoditypricinghelpers.hpp>
#include <utility>

namespace QuantLib {

    CommodityIndex::CommodityIndex(const std::string& indexName,
                                   CommodityType commodityType,
                                   Currency currency,
                                   UnitOfMeasure unitOfMeasure,
                                   Calendar calendar,
                                   Real lotQuantity,
                                   ext::shared_ptr<CommodityCurve> forwardCurve,
                                   ext::shared_ptr<ExchangeContracts> exchangeContracts,
                                   int nearbyOffset)
    : name_(indexName), commodityType_(std::move(commodityType)),
      unitOfMeasure_(std::move(unitOfMeasure)), currency_(std::move(currency)),
      calendar_(std::move(calendar)), lotQuantity_(lotQuantity),
      forwardCurve_(std::move(forwardCurve)), exchangeContracts_(std::move(exchangeContracts)),
      nearbyOffset_(nearbyOffset) {
        registerWith(Settings::instance().evaluationDate());
        registerWith(notifier());

        if (forwardCurve_ != nullptr)
            // registerWith(forwardCurve_);
            forwardCurveUomConversionFactor_ =
                CommodityPricingHelper::calculateUomConversionFactor(
                                                commodityType_,
                                                forwardCurve_->unitOfMeasure_,
                                                unitOfMeasure_);
    }

    std::ostream& operator<<(std::ostream& out, const CommodityIndex& index) {
        out << "[" << index.name_ << "] ("
            << index.currency_.code() << "/"
            << index.unitOfMeasure_.code() << ")";
        if (index.forwardCurve_ != nullptr)
            out << "; forward (" << (*index.forwardCurve_) << ")";
        return out;
    }

}

1	/* -- mode: c++; tab-width: 4; indent-tabs-mode: nil; c-basic-offset: 4 -- */
2
3	/*
4	Copyright (C) 2008 J. Erik Radmall
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/experimental/commodities/commodityindex.hpp>
21	#include <ql/experimental/commodities/commoditypricinghelpers.hpp>
22	#include <utility>
23
24	namespace QuantLib {
25
26	CommodityIndex::CommodityIndex(const std::string& indexName,	×
27	CommodityType commodityType,
28	Currency currency,
29	UnitOfMeasure unitOfMeasure,
30	Calendar calendar,
31	Real lotQuantity,
32	ext::shared_ptr<CommodityCurve> forwardCurve,
33	ext::shared_ptr<ExchangeContracts> exchangeContracts,
34	int nearbyOffset)	×
35	: name_(indexName), commodityType_(std::move(commodityType)),	×
36	unitOfMeasure_(std::move(unitOfMeasure)), currency_(std::move(currency)),	×
37	calendar_(std::move(calendar)), lotQuantity_(lotQuantity),	×
38	forwardCurve_(std::move(forwardCurve)), exchangeContracts_(std::move(exchangeContracts)),	×
39	nearbyOffset_(nearbyOffset) {	×
40	registerWith(Settings::instance().evaluationDate());	×
NEW 41	registerWith(notifier());	×
42
43	if (forwardCurve_ != nullptr)	×
44	// registerWith(forwardCurve_);
45	forwardCurveUomConversionFactor_ =	×
46	CommodityPricingHelper::calculateUomConversionFactor(	×
47	commodityType_,
48	forwardCurve_->unitOfMeasure_,	×
49	unitOfMeasure_);
50	}	×
51
52	std::ostream& operator<<(std::ostream& out, const CommodityIndex& index) {	×
53	out << "[" << index.name_ << "] ("
54	<< index.currency_.code() << "/"	×
55	<< index.unitOfMeasure_.code() << ")";	×
56	if (index.forwardCurve_ != nullptr)	×
57	out << "; forward (" << (*index.forwardCurve_) << ")";	×
58	return out;	×
59	}
60
61	}

lballabio / QuantLib / 11352161829

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