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Money: Implementation simplification and increased unit test coverage (…
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…#1840)
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@lballabio
lballabio authored Dec 11, 2023
2 parents 1cb2dfc + 1bc5f91 commit 86a8fa8
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Showing 3 changed files with 164 additions and 165 deletions.
158 changes: 39 additions & 119 deletions ql/money.cpp
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Original file line number Diff line number Diff line change
Expand Up @@ -44,6 +44,26 @@ namespace QuantLib {
convertTo(m, base_currency);
}

template< typename ReturnValue, typename Funtion >
ReturnValue apply(const Money& m1, const Money& m2, const Funtion f) {
const auto & conversion_type =
Money::Settings::instance().conversionType();
if (m1.currency() == m2.currency()) {
return f(m1.value(), m2.value());
} else if (conversion_type == Money::BaseCurrencyConversion) {
Money tmp1 = m1;
convertToBase(tmp1);
Money tmp2 = m2;
convertToBase(tmp2);
return f(tmp1.value(), tmp2.value());
} else if (conversion_type == Money::AutomatedConversion) {
Money tmp = m2;
convertTo(tmp, m1.currency());
return f(m1.value(), tmp.value());
} else {
QL_FAIL("currency mismatch and no conversion specified");
}
}
}

Money& Money::operator+=(const Money& m) {
Expand All @@ -66,145 +86,45 @@ namespace QuantLib {
}

Money& Money::operator-=(const Money& m) {
const auto & conversion_type = Settings::instance().conversionType();
if (currency_ == m.currency_) {
value_ -= m.value_;
} else if (conversion_type == Money::BaseCurrencyConversion) {
convertToBase(*this);
Money tmp = m;
convertToBase(tmp);
*this -= tmp;
} else if (conversion_type == Money::AutomatedConversion) {
Money tmp = m;
convertTo(tmp, currency_);
*this -= tmp;
} else {
QL_FAIL("currency mismatch and no conversion specified");
}
return *this;
return *this += (-m);
}

Decimal operator/(const Money& m1, const Money& m2) {
const auto & conversion_type =
Money::Settings::instance().conversionType();
if (m1.currency() == m2.currency()) {
return m1.value()/m2.value();
} else if (conversion_type == Money::BaseCurrencyConversion) {
Money tmp1 = m1;
convertToBase(tmp1);
Money tmp2 = m2;
convertToBase(tmp2);
return tmp1/tmp2;
} else if (conversion_type == Money::AutomatedConversion) {
Money tmp = m2;
convertTo(tmp, m1.currency());
return m1/tmp;
} else {
QL_FAIL("currency mismatch and no conversion specified");
}
return apply<Decimal>(
m1, m2,
[](const Real x, const Real y) { return x / y; });
}

bool operator==(const Money& m1, const Money& m2) {
const auto & conversion_type =
Money::Settings::instance().conversionType();
if (m1.currency() == m2.currency()) {
return m1.value() == m2.value();
} else if (conversion_type == Money::BaseCurrencyConversion) {
Money tmp1 = m1;
convertToBase(tmp1);
Money tmp2 = m2;
convertToBase(tmp2);
return tmp1 == tmp2;
} else if (conversion_type == Money::AutomatedConversion) {
Money tmp = m2;
convertTo(tmp, m1.currency());
return m1 == tmp;
} else {
QL_FAIL("currency mismatch and no conversion specified");
}
return apply<bool>(
m1, m2,
[](const Real x, const Real y) { return x == y; });
}

bool operator<(const Money& m1, const Money& m2) {
const auto & conversion_type =
Money::Settings::instance().conversionType();
if (m1.currency() == m2.currency()) {
return m1.value() < m2.value();
} else if (conversion_type == Money::BaseCurrencyConversion) {
Money tmp1 = m1;
convertToBase(tmp1);
Money tmp2 = m2;
convertToBase(tmp2);
return tmp1 < tmp2;
} else if (conversion_type == Money::AutomatedConversion) {
Money tmp = m2;
convertTo(tmp, m1.currency());
return m1 < tmp;
} else {
QL_FAIL("currency mismatch and no conversion specified");
}
return apply<bool>(
m1, m2,
[](const Real x, const Real y) { return x < y; });
}

bool operator<=(const Money& m1, const Money& m2) {
const auto & conversion_type =
Money::Settings::instance().conversionType();
if (m1.currency() == m2.currency()) {
return m1.value() <= m2.value();
} else if (conversion_type == Money::BaseCurrencyConversion) {
Money tmp1 = m1;
convertToBase(tmp1);
Money tmp2 = m2;
convertToBase(tmp2);
return tmp1 <= tmp2;
} else if (conversion_type == Money::AutomatedConversion) {
Money tmp = m2;
convertTo(tmp, m1.currency());
return m1 <= tmp;
} else {
QL_FAIL("currency mismatch and no conversion specified");
}
return apply<bool>(
m1, m2,
[](const Real x, const Real y) { return x <= y; });
}

bool close(const Money& m1, const Money& m2, Size n) {
const auto & conversion_type =
Money::Settings::instance().conversionType();
if (m1.currency() == m2.currency()) {
return close(m1.value(),m2.value(),n);
} else if (conversion_type == Money::BaseCurrencyConversion) {
Money tmp1 = m1;
convertToBase(tmp1);
Money tmp2 = m2;
convertToBase(tmp2);
return close(tmp1,tmp2,n);
} else if (conversion_type == Money::AutomatedConversion) {
Money tmp = m2;
convertTo(tmp, m1.currency());
return close(m1,tmp,n);
} else {
QL_FAIL("currency mismatch and no conversion specified");
}
return apply<bool>(
m1, m2,
[n](const Real x, const Real y) { return close(x, y, n); });
}

bool close_enough(const Money& m1, const Money& m2, Size n) {
const auto & conversion_type =
Money::Settings::instance().conversionType();
if (m1.currency() == m2.currency()) {
return close_enough(m1.value(),m2.value(),n);
} else if (conversion_type == Money::BaseCurrencyConversion) {
Money tmp1 = m1;
convertToBase(tmp1);
Money tmp2 = m2;
convertToBase(tmp2);
return close_enough(tmp1,tmp2,n);
} else if (conversion_type == Money::AutomatedConversion) {
Money tmp = m2;
convertTo(tmp, m1.currency());
return close_enough(m1,tmp,n);
} else {
QL_FAIL("currency mismatch and no conversion specified");
}
return apply<bool>(
m1, m2,
[n](const Real x, const Real y) { return close_enough(x, y, n); });
}


std::ostream& operator<<(std::ostream& out, const Money& m) {
boost::format fmt(m.currency().format());
fmt.exceptions(boost::io::all_error_bits ^
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