1/* -*- mode: c++; tab-width: 4; indent-tabs-mode: nil; c-basic-offset: 4 -*- */
2
3/*
4 Copyright (C) 2004 Decillion Pty(Ltd)
5 Copyright (C) 2004, 2005, 2006 StatPro Italia srl
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 <http://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/*! \file money.hpp
22 \brief cash amount in a given currency
23*/
24
25#ifndef quantlib_money_hpp
26#define quantlib_money_hpp
27
28#include <ql/currency.hpp>
29#include <ql/patterns/singleton.hpp>
30#include <utility>
31
32namespace QuantLib {
33
34 //! amount of cash
35 /*! \test money arithmetic is tested with and without currency
36 conversions.
37 */
38 class Money {
39 public:
40 //! \name Constructors
41 //@{
42 Money() = default;
43 Money(Currency currency, Decimal value);
44 Money(Decimal value, Currency currency);
45 //@}
46 //! \name Inspectors
47 //@{
48 const Currency& currency() const;
49 Decimal value() const;
50 Money rounded() const;
51 //@}
52 /*! \name Money arithmetics
53
54 See below for non-member functions and for settings which
55 determine the behavior of the operators.
56 */
57 //@{
58 Money operator+() const;
59 Money operator-() const;
60 Money& operator+=(const Money&);
61 Money& operator-=(const Money&);
62 Money& operator*=(Decimal);
63 Money& operator/=(Decimal);
64 //@}
65 /*! \name Conversion settings
66
67 These parameters are used for combining money amounts
68 in different currencies
69 */
70 //@{
71 enum ConversionType {
72 NoConversion, /*!< do not perform conversions */
73 BaseCurrencyConversion, /*!< convert both operands to
74 the base currency before
75 converting */
76 AutomatedConversion /*!< return the result in the
77 currency of the first
78 operand */
79 };
80 // Money::Settings forward declaration
81 class Settings;
82 //@}
83 private:
84 Decimal value_ = 0.0;
85 Currency currency_;
86
87 // temporary support for old syntax
88 struct BaseCurrencyProxy {
89 public:
90 BaseCurrencyProxy& operator=(const Currency&);
91 operator Currency() const;
92 };
93
94 struct ConversionTypeProxy {
95 public:
96 ConversionTypeProxy& operator=(Money::ConversionType);
97 operator Money::ConversionType() const;
98 };
99 };
100
101 //! Per-session settings for the Money class
102 class Money::Settings : public Singleton<Money::Settings> {
103 friend class Singleton<Money::Settings>;
104 private:
105 Settings() = default;
106
107 public:
108 const Money::ConversionType & conversionType() const;
109 Money::ConversionType & conversionType();
110
111 const Currency & baseCurrency() const;
112 Currency & baseCurrency();
113
114 private:
115 Money::ConversionType conversionType_ = Money::NoConversion;
116 Currency baseCurrency_;
117 };
118
119 // More arithmetics and comparisons
120
121 /*! \relates Money */
122 Money operator+(const Money&, const Money&);
123 /*! \relates Money */
124 Money operator-(const Money&, const Money&);
125 /*! \relates Money */
126 Money operator*(const Money&, Decimal);
127 /*! \relates Money */
128 Money operator*(Decimal, const Money&);
129 /*! \relates Money */
130 Money operator/(const Money&, Decimal);
131 /*! \relates Money */
132 Decimal operator/(const Money&, const Money&);
133
134 /*! \relates Money */
135 bool operator==(const Money&, const Money&);
136 /*! \relates Money */
137 bool operator!=(const Money&, const Money&);
138 /*! \relates Money */
139 bool operator<(const Money&, const Money&);
140 /*! \relates Money */
141 bool operator<=(const Money&, const Money&);
142 /*! \relates Money */
143 bool operator>(const Money&, const Money&);
144 /*! \relates Money */
145 bool operator>=(const Money&, const Money&);
146
147 /*! \relates Money */
148 bool close(const Money&, const Money&, Size n = 42);
149 /*! \relates Money */
150 bool close_enough(const Money&, const Money&, Size n = 42);
151
152 // syntactic sugar
153
154 /*! \relates Money */
155 Money operator*(Decimal, const Currency&);
156 /*! \relates Money */
157 Money operator*(const Currency&, Decimal);
158
159 // formatting
160
161 /*! \relates Money */
162 std::ostream& operator<<(std::ostream&, const Money&);
163
164
165 // inline definitions
166
167 inline Money::Money(Currency currency, Decimal value)
168 : value_(value), currency_(std::move(currency)) {}
169
170 inline Money::Money(Decimal value, Currency currency)
171 : value_(value), currency_(std::move(currency)) {}
172
173 inline const Currency& Money::currency() const {
174 return currency_;
175 }
176
177 inline Decimal Money::value() const {
178 return value_;
179 }
180
181 inline Money Money::rounded() const {
182 return Money(currency_.rounding()(value_), currency_);
183 }
184
185 inline Money Money::operator+() const {
186 return *this;
187 }
188
189 inline Money Money::operator-() const {
190 return Money(-value_, currency_);
191 }
192
193 inline Money& Money::operator*=(Decimal x) {
194 value_ *= x;
195 return *this;
196 }
197
198 inline Money& Money::operator/=(Decimal x) {
199 value_ /= x;
200 return *this;
201 }
202
203
204 inline Money operator+(const Money& m1, const Money& m2) {
205 Money tmp = m1;
206 tmp += m2;
207 return tmp;
208 }
209
210 inline Money operator-(const Money& m1, const Money& m2) {
211 Money tmp = m1;
212 tmp -= m2;
213 return tmp;
214 }
215
216 inline Money operator*(const Money& m, Decimal x) {
217 Money tmp = m;
218 tmp *= x;
219 return tmp;
220 }
221
222 inline Money operator*(Decimal x, const Money& m) {
223 return m*x;
224 }
225
226 inline Money operator/(const Money& m, Decimal x) {
227 Money tmp = m;
228 tmp /= x;
229 return tmp;
230 }
231
232 inline bool operator!=(const Money& m1, const Money& m2) {
233 return !(m1 == m2);
234 }
235
236 inline bool operator>(const Money& m1, const Money& m2) {
237 return m2 < m1;
238 }
239
240 inline bool operator>=(const Money& m1, const Money& m2) {
241 return m2 <= m1;
242 }
243
244 inline Money operator*(Decimal value, const Currency& c) {
245 return Money(value,c);
246 }
247
248 inline Money operator*(const Currency& c, Decimal value) {
249 return Money(value,c);
250 }
251
252}
253
254
255#endif
256

source code of quantlib/ql/money.hpp