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From: Eric E. <eri...@us...> - 2006-09-08 10:40:59
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Update of /cvsroot/quantlibaddin/QuantLibAddin/qlo In directory sc8-pr-cvs7.sourceforge.net:/tmp/cvs-serv17283/qlo Modified Files: calendarfactory.cpp typefactory.hpp Log Message: calendar factory Index: calendarfactory.cpp =================================================================== RCS file: /cvsroot/quantlibaddin/QuantLibAddin/qlo/calendarfactory.cpp,v retrieving revision 1.1 retrieving revision 1.2 diff -C2 -d -r1.1 -r1.2 *** calendarfactory.cpp 7 Sep 2006 21:27:37 -0000 1.1 --- calendarfactory.cpp 8 Sep 2006 10:40:53 -0000 1.2 *************** *** 17,27 **** #include <oh/objhandlerdefines.hpp> - #include <algorithm> - #include <vector> #include <boost/regex.hpp> #include <qlo/typefactory.hpp> namespace QuantLibAddin { bool Create<QuantLib::Calendar>::parseID(const std::string &id) { // strip out whitespace --- 17,59 ---- #include <oh/objhandlerdefines.hpp> #include <boost/regex.hpp> #include <qlo/typefactory.hpp> + #include <set> namespace QuantLibAddin { + /* Calendar factory - accept a string, and return either a + QuantLib::Calendar or a QuantLib::JointCalendar as appropriate + */ + + QuantLib::Calendar Create<QuantLib::Calendar>::operator()(const std::string &id) { + // Is this an ID for a Calendar or a JointCalendar? + if (parseID(id)) { + // It's a JointCalendar. Does the requested JointCalendar already exist? + if (checkType(fullID)) { + // It does - return it. + return *(static_cast<QuantLib::Calendar*>(this->getType(fullID))); + } else { + // It doesn't - create it, add it to the registry, and return it. + QuantLib::Calendar *jointCalendar = makeJointCalendar(); + registerType(fullID, jointCalendar); + return *jointCalendar; + } + } else { + // the ID is for a Calendar - return it + return *(static_cast<QuantLib::Calendar*>(this->getType(id))); + } + } + + /* + Accept a string and test whether it's the ID of a joint calendar. + A JointCalendar ID is in a format such as + UnitedKingdom::Exchange^UnitedStates::Settlement + - there may be 2, 3 or 4 calendars + - a calendar name may consist of letters and colons (:) + - the calendar names are delimited by one of two characters: + ^ - QuantLib::JoinHolidays + + - QuantLib::JoinBusinessDays + */ bool Create<QuantLib::Calendar>::parseID(const std::string &id) { // strip out whitespace *************** *** 29,33 **** std::string idStrip = boost::regex_replace(id, regex_whitespace, ""); ! // parse the ID static boost::regex jointCalendarID( "([\\w:]+)(\\+|\\^)([\\w:]+)(?:\\2([\\w:]+))?(?:\\2([\\w:]+))?"); --- 61,65 ---- std::string idStrip = boost::regex_replace(id, regex_whitespace, ""); ! // parse the ID. static boost::regex jointCalendarID( "([\\w:]+)(\\+|\\^)([\\w:]+)(?:\\2([\\w:]+))?(?:\\2([\\w:]+))?"); *************** *** 36,54 **** return false; ! // derive the inputs to the JointCalendar constructor ! calendarIDs.push_back(m[1]); ! if (m[2] == "+") ! jointCalendarRule = QuantLib::JointCalendarRule(QuantLib::JoinBusinessDays); ! else // "^" jointCalendarRule = QuantLib::JointCalendarRule(QuantLib::JoinHolidays); ! calendarIDs.push_back(m[3]); if (m[5].matched) { ! calendarIDs.push_back(m[4]); ! calendarIDs.push_back(m[5]); } else if (m[4].matched) { ! calendarIDs.push_back(m[4]); } else if (m[3].matched) { ; } else { QL_FAIL("the string '" << id << --- 68,97 ---- return false; ! // Derive the inputs to the JointCalendar constructor. ! ! // Add the calendar IDs to a set where they will be uniquely sorted. ! std::set<std::string> calendarIdSet; ! ! // Given that the regex succeeded, we are guaranteed :-) to have ! // m[1] - the ID of the first calendar ! // m[2] - the delimiter ! // m[3] - the ID of the second calendar ! calendarIdSet.insert(m[1]); ! if (m[2] == "^") jointCalendarRule = QuantLib::JointCalendarRule(QuantLib::JoinHolidays); ! else // "+" ! jointCalendarRule = QuantLib::JointCalendarRule(QuantLib::JoinBusinessDays); ! calendarIdSet.insert(m[3]); + // we may have a 3rd or a 3rd & 4th calendar if (m[5].matched) { ! calendarIdSet.insert(m[4]); ! calendarIdSet.insert(m[5]); } else if (m[4].matched) { ! calendarIdSet.insert(m[4]); } else if (m[3].matched) { ; + // given that the regex succeeded, we can't arrive here + // so the test below is just a paranoid sanity check } else { QL_FAIL("the string '" << id << *************** *** 56,74 **** } ! // set the key equal to the list of sorted, delimited IDs ! std::sort(calendarIDs.begin(), ! calendarIDs.end()); std::ostringstream s; ! s << calendarIDs[0]; ! unsigned int i = 1; ! while (i < calendarIDs.size()) { ! s << m[2] << calendarIDs[i]; i++; } fullID = s.str(); return true; } QuantLib::Calendar *Create<QuantLib::Calendar>::makeJointCalendar2() { QuantLib::Calendar *calendar1 = --- 99,137 ---- } ! // set the key "fullID" equal to the list of sorted, delimited IDs ! // and transfer the IDs from the set to a vector ! std::set<std::string>::const_iterator i = calendarIdSet.begin(); std::ostringstream s; ! s << *i; ! calendarIDs.push_back(*i); ! i++; ! while (i != calendarIdSet.end()) { ! calendarIDs.push_back(*i); ! s << m[2] << *i; i++; } fullID = s.str(); + // if the list of calendars contained duplicates, + // we may end up with just one value, which is invalid + QL_REQUIRE(calendarIDs.size() > 1, "the string '" << id << + "' is not a valid joint calendar identifier"); + return true; } + QuantLib::Calendar *Create<QuantLib::Calendar>::makeJointCalendar() { + switch (calendarIDs.size()) { + case 2: + return makeJointCalendar2(); + case 3: + return makeJointCalendar3(); + case 4: + return makeJointCalendar4(); + default: + QL_FAIL("error creating calendar"); + } + } + QuantLib::Calendar *Create<QuantLib::Calendar>::makeJointCalendar2() { QuantLib::Calendar *calendar1 = *************** *** 113,150 **** } - void Create<QuantLib::Calendar>::resetParameters() { - calendarIDs.clear(); - fullID = ""; - jointCalendarRule = QuantLib::JointCalendarRule(); - } - - QuantLib::Calendar Create<QuantLib::Calendar>::operator()(const std::string &id) { - resetParameters(); - if (parseID(id)) { - if (checkType(fullID)) { - return *(static_cast<QuantLib::Calendar*>(this->getType(fullID))); - } else { - QuantLib::Calendar *jointCalendar; - switch (calendarIDs.size()) { - case 2: - jointCalendar = makeJointCalendar2(); - break; - case 3: - jointCalendar = makeJointCalendar3(); - break; - case 4: - jointCalendar = makeJointCalendar4(); - break; - default: - QL_FAIL("error creating calendar"); - } - registerType(fullID, jointCalendar); - return *jointCalendar; - } - } else { - return *(static_cast<QuantLib::Calendar*>(this->getType(id))); - } - } - } --- 176,179 ---- Index: typefactory.hpp =================================================================== RCS file: /cvsroot/quantlibaddin/QuantLibAddin/qlo/typefactory.hpp,v retrieving revision 1.36 retrieving revision 1.37 diff -C2 -d -r1.36 -r1.37 *** typefactory.hpp 8 Sep 2006 09:02:02 -0000 1.36 --- typefactory.hpp 8 Sep 2006 10:40:53 -0000 1.37 *************** *** 121,126 **** QuantLib::JointCalendarRule jointCalendarRule; std::string fullID; - void resetParameters(); bool parseID(const std::string &id); QuantLib::Calendar *makeJointCalendar2(); QuantLib::Calendar *makeJointCalendar3(); --- 121,126 ---- QuantLib::JointCalendarRule jointCalendarRule; std::string fullID; bool parseID(const std::string &id); + QuantLib::Calendar *makeJointCalendar(); QuantLib::Calendar *makeJointCalendar2(); QuantLib::Calendar *makeJointCalendar3(); |
