/* -*- mode: c++; tab-width: 4; indent-tabs-mode: nil; c-basic-offset: 4 -*- */ /* Copyright (C) 2004 Decillion Pty(Ltd) Copyright (C) 2007 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 . The license is also available online at . 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 #include #include #include #include namespace QuantLib { Money::ConversionType Money::conversionType = Money::NoConversion; Currency Money::baseCurrency = Currency(); namespace { void convertTo(Money& m, const Currency& target) { if (m.currency() != target) { ExchangeRate rate = ExchangeRateManager::instance().lookup(m.currency(), target); m = rate.exchange(m).rounded(); } } void convertToBase(Money& m) { QL_REQUIRE(!Money::baseCurrency.empty(), "no base currency set"); convertTo(m, Money::baseCurrency); } } Money& Money::operator+=(const Money& m) { if (currency_ == m.currency_) { value_ += m.value_; } else if (Money::conversionType == Money::BaseCurrencyConversion) { convertToBase(*this); Money tmp = m; convertToBase(tmp); *this += tmp; } else if (Money::conversionType == Money::AutomatedConversion) { Money tmp = m; convertTo(tmp, currency_); *this += tmp; } else { QL_FAIL("currency mismatch and no conversion specified"); } return *this; } Money& Money::operator-=(const Money& m) { if (currency_ == m.currency_) { value_ -= m.value_; } else if (Money::conversionType == Money::BaseCurrencyConversion) { convertToBase(*this); Money tmp = m; convertToBase(tmp); *this -= tmp; } else if (Money::conversionType == Money::AutomatedConversion) { Money tmp = m; convertTo(tmp, currency_); *this -= tmp; } else { QL_FAIL("currency mismatch and no conversion specified"); } return *this; } Decimal operator/(const Money& m1, const Money& m2) { if (m1.currency() == m2.currency()) { return m1.value()/m2.value(); } else if (Money::conversionType == Money::BaseCurrencyConversion) { Money tmp1 = m1; convertToBase(tmp1); Money tmp2 = m2; convertToBase(tmp2); return tmp1/tmp2; } else if (Money::conversionType == Money::AutomatedConversion) { Money tmp = m2; convertTo(tmp, m1.currency()); return m1/tmp; } else { QL_FAIL("currency mismatch and no conversion specified"); } } bool operator==(const Money& m1, const Money& m2) { if (m1.currency() == m2.currency()) { return m1.value() == m2.value(); } else if (Money::conversionType == Money::BaseCurrencyConversion) { Money tmp1 = m1; convertToBase(tmp1); Money tmp2 = m2; convertToBase(tmp2); return tmp1 == tmp2; } else if (Money::conversionType == Money::AutomatedConversion) { Money tmp = m2; convertTo(tmp, m1.currency()); return m1 == tmp; } else { QL_FAIL("currency mismatch and no conversion specified"); } } bool operator<(const Money& m1, const Money& m2) { if (m1.currency() == m2.currency()) { return m1.value() < m2.value(); } else if (Money::conversionType == Money::BaseCurrencyConversion) { Money tmp1 = m1; convertToBase(tmp1); Money tmp2 = m2; convertToBase(tmp2); return tmp1 < tmp2; } else if (Money::conversionType == Money::AutomatedConversion) { Money tmp = m2; convertTo(tmp, m1.currency()); return m1 < tmp; } else { QL_FAIL("currency mismatch and no conversion specified"); } } bool operator<=(const Money& m1, const Money& m2) { if (m1.currency() == m2.currency()) { return m1.value() <= m2.value(); } else if (Money::conversionType == Money::BaseCurrencyConversion) { Money tmp1 = m1; convertToBase(tmp1); Money tmp2 = m2; convertToBase(tmp2); return tmp1 <= tmp2; } else if (Money::conversionType == Money::AutomatedConversion) { Money tmp = m2; convertTo(tmp, m1.currency()); return m1 <= tmp; } else { QL_FAIL("currency mismatch and no conversion specified"); } } bool close(const Money& m1, const Money& m2, Size n) { if (m1.currency() == m2.currency()) { return close(m1.value(),m2.value(),n); } else if (Money::conversionType == Money::BaseCurrencyConversion) { Money tmp1 = m1; convertToBase(tmp1); Money tmp2 = m2; convertToBase(tmp2); return close(tmp1,tmp2,n); } else if (Money::conversionType == Money::AutomatedConversion) { Money tmp = m2; convertTo(tmp, m1.currency()); return close(m1,tmp,n); } else { QL_FAIL("currency mismatch and no conversion specified"); } } bool close_enough(const Money& m1, const Money& m2, Size n) { if (m1.currency() == m2.currency()) { return close_enough(m1.value(),m2.value(),n); } else if (Money::conversionType == Money::BaseCurrencyConversion) { Money tmp1 = m1; convertToBase(tmp1); Money tmp2 = m2; convertToBase(tmp2); return close_enough(tmp1,tmp2,n); } else if (Money::conversionType == Money::AutomatedConversion) { Money tmp = m2; convertTo(tmp, m1.currency()); return close_enough(m1,tmp,n); } else { QL_FAIL("currency mismatch and no conversion specified"); } } std::ostream& operator<<(std::ostream& out, const Money& m) { boost::format fmt(m.currency().format()); fmt.exceptions(boost::io::all_error_bits ^ boost::io::too_many_args_bit); return out << fmt % m.rounded().value() % m.currency().code() % m.currency().symbol(); } }