20059728547

Committed 09 Dec 2025 10:10AM UTC coverage: 74.355%. Remained the same

Build # 20059728547

Build Type

push

github

Committed by

lballabio

Commit Message

Automated fixes by clang-tidy

Run Details

9 of 11 new or added lines in 4 files covered. (81.82%)

1 existing line in 1 file now uncovered.

57261 of 77010 relevant lines covered (74.36%)

8796266.16 hits per line

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90.0

/ql/termstructures/multicurve.cpp

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

/*
 Copyright (C) 2025 Eugene Toder
 Copyright (C) 2025 Peter Caspers

 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.
*/

#include <ql/termstructures/multicurve.hpp>

namespace QuantLib {

    MultiCurve::MultiCurve(Real accuracy)
    : multiCurveBootstrap_(ext::make_shared<MultiCurveBootstrap>(accuracy)) {}

    MultiCurve::MultiCurve(const ext::shared_ptr<OptimizationMethod>& optimizer,
                           const ext::shared_ptr<EndCriteria>& endCriteria)
    : multiCurveBootstrap_(ext::make_shared<MultiCurveBootstrap>(optimizer, endCriteria)) {}

    Handle<YieldTermStructure>
    MultiCurve::addBootstrappedCurve(RelinkableHandle<YieldTermStructure>& internalHandle,
                                     ext::shared_ptr<YieldTermStructure>&& curve) {
        QL_REQUIRE(internalHandle.empty(),
                   "internal handle must be empty; was the curve added already?");
        auto mcProv = ext::dynamic_pointer_cast<MultiCurveBootstrapProvider>(curve);
        QL_REQUIRE(mcProv != nullptr, "curve must not be a MultiCurveBootstrapProvider");
        const auto *bootstrap = mcProv->multiCurveBootstrapContributor();
        QL_REQUIRE(bootstrap, "curve does not provide a valid multi curve bootstrap contributor");
        multiCurveBootstrap_->add(bootstrap);
        return addCurve(internalHandle, std::move(curve));
    }

    Handle<YieldTermStructure>
    MultiCurve::addNonBootstrappedCurve(RelinkableHandle<YieldTermStructure>& internalHandle,
                                        ext::shared_ptr<YieldTermStructure>&& curve) {
        QL_REQUIRE(internalHandle.empty(),
                   "internal handle must be empty; was the curve added already?");
        QL_REQUIRE(curve != nullptr, "curve must not be null");
        multiCurveBootstrap_->addObserver(curve.get());
        return addCurve(internalHandle, std::move(curve));
    }

    Handle<YieldTermStructure>
    MultiCurve::addCurve(RelinkableHandle<YieldTermStructure>& internalHandle,
                         ext::shared_ptr<YieldTermStructure>&& curve) {
        internalHandle.linkTo(ext::shared_ptr<YieldTermStructure>(curve.get(), null_deleter()),
                              false);
        Handle<YieldTermStructure> externalHandle(ext::shared_ptr<YieldTermStructure>(
#ifdef QL_ENABLE_THREAD_SAFE_OBSERVER_PATTERN
            ext::static_pointer_cast<MultiCurve>(shared_from_this())
#else
            shared_from_this()
#endif
                ,
            curve.get()));
        registerWithObservables(curve);
        curves_.push_back(curve);
        return externalHandle;
    }

    void MultiCurve::update() {
        for (auto const& c : curves_)
            c->update();
    }

}

1	/* -- mode: c++; tab-width: 4; indent-tabs-mode: nil; c-basic-offset: 4 -- */
2
3	/*
4	Copyright (C) 2025 Eugene Toder
5	Copyright (C) 2025 Peter Caspers
6
7	This file is part of QuantLib, a free-software/open-source library
8	for financial quantitative analysts and developers - http://quantlib.org/
9
10	QuantLib is free software: you can redistribute it and/or modify it
11	under the terms of the QuantLib license. You should have received a
12	copy of the license along with this program; if not, please email
13	<quantlib-dev@lists.sf.net>. The license is also available online at
14	<https://www.quantlib.org/license.shtml>.
15
16	This program is distributed in the hope that it will be useful, but WITHOUT
17	ANY WARRANTY; without even the implied warranty of MERCHANTABILITY or FITNESS
18	FOR A PARTICULAR PURPOSE. See the license for more details.
19	*/
20
21	#include <ql/termstructures/multicurve.hpp>
22
23	namespace QuantLib {
24
25	MultiCurve::MultiCurve(Real accuracy)	2✔
26	: multiCurveBootstrap_(ext::make_shared<MultiCurveBootstrap>(accuracy)) {}	2✔
27
NEW 28	MultiCurve::MultiCurve(const ext::shared_ptr<OptimizationMethod>& optimizer,	×
NEW 29	const ext::shared_ptr<EndCriteria>& endCriteria)	×
UNCOV 30	: multiCurveBootstrap_(ext::make_shared<MultiCurveBootstrap>(optimizer, endCriteria)) {}	×
31
32	Handle<YieldTermStructure>
33	MultiCurve::addBootstrappedCurve(RelinkableHandle<YieldTermStructure>& internalHandle,	3✔
34	ext::shared_ptr<YieldTermStructure>&& curve) {
35	QL_REQUIRE(internalHandle.empty(),	3✔
36	"internal handle must be empty; was the curve added already?");
37	auto mcProv = ext::dynamic_pointer_cast<MultiCurveBootstrapProvider>(curve);	3✔
38	QL_REQUIRE(mcProv != nullptr, "curve must not be a MultiCurveBootstrapProvider");	3✔
39	const auto *bootstrap = mcProv->multiCurveBootstrapContributor();	3✔
40	QL_REQUIRE(bootstrap, "curve does not provide a valid multi curve bootstrap contributor");	3✔
41	multiCurveBootstrap_->add(bootstrap);	3✔
42	return addCurve(internalHandle, std::move(curve));	6✔
43	}
44
45	Handle<YieldTermStructure>
46	MultiCurve::addNonBootstrappedCurve(RelinkableHandle<YieldTermStructure>& internalHandle,	1✔
47	ext::shared_ptr<YieldTermStructure>&& curve) {
48	QL_REQUIRE(internalHandle.empty(),	1✔
49	"internal handle must be empty; was the curve added already?");
50	QL_REQUIRE(curve != nullptr, "curve must not be null");	1✔
51	multiCurveBootstrap_->addObserver(curve.get());	1✔
52	return addCurve(internalHandle, std::move(curve));	1✔
53	}
54
55	Handle<YieldTermStructure>
56	MultiCurve::addCurve(RelinkableHandle<YieldTermStructure>& internalHandle,	4✔
57	ext::shared_ptr<YieldTermStructure>&& curve) {
58	internalHandle.linkTo(ext::shared_ptr<YieldTermStructure>(curve.get(), null_deleter()),	8✔
59	false);
60	Handle<YieldTermStructure> externalHandle(ext::shared_ptr<YieldTermStructure>(	4✔
61	#ifdef QL_ENABLE_THREAD_SAFE_OBSERVER_PATTERN
62	ext::static_pointer_cast<MultiCurve>(shared_from_this())
63	#else
64	shared_from_this()	4✔
65	#endif
66	,
67	curve.get()));	4✔
68	registerWithObservables(curve);	4✔
69	curves_.push_back(curve);	4✔
70	return externalHandle;	4✔
71	}
72
73	void MultiCurve::update() {	2✔
74	for (auto const& c : curves_)	4✔
75	c->update();	2✔
76	}	2✔
77
78	}

lballabio / QuantLib / 20059728547

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