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

/*

 Copyright (C) 2000, 2001, 2002, 2003 RiskMap srl

 Copyright (C) 2003, 2004, 2005, 2006, 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

 <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/instrument.hpp>

#include <ql/settings.hpp>

namespace QuantLib {

    Instrument::Instrument()

    : NPV_(Null<Real>()), errorEstimate_(Null<Real>()) {

        // this makes sense in general (if the evaluation date

        // changes, you probably want to recalculate) and can also

        // help avoid some edge cases when lazy objects only forward

        // their first notification.

        registerWith(Settings::instance().evaluationDate());

    }

    void Instrument::setPricingEngine(const ext::shared_ptr<PricingEngine>& e) {

        if (engine_ != nullptr)

            unregisterWith(engine_);

        engine_ = e;

        if (engine_ != nullptr)

            registerWith(engine_);

        // trigger (lazy) recalculation and notify observers

        update();

    }

    void Instrument::setupArguments(PricingEngine::arguments*) const {

        QL_FAIL("Instrument::setupArguments() not implemented");

    }

}