/src/quantlib/ql/utilities/clone.hpp

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

/*
 Copyright (C) 2006 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.
*/

/*! \file clone.hpp
    \brief cloning proxy to an underlying object
*/

#ifndef quantlib_clone_hpp
#define quantlib_clone_hpp

#include <ql/errors.hpp>
#include <algorithm>
#include <memory>

namespace QuantLib {

    //! cloning proxy to an underlying object
    /*! When copied, this class will make a clone of its underlying
        object, which must provide a <tt>clone()</tt> method returning
        a std::auto_ptr (or a std::unique_ptr, depending on your
        configuration) to a newly-allocated instance.
    */
    template <class T>
    class Clone {
      public:
        Clone() = default;
        Clone(std::unique_ptr<T>&&);
        Clone(const T&);
        Clone(const Clone<T>&);
        Clone(Clone<T>&&) noexcept;
        Clone<T>& operator=(const T&);
        Clone<T>& operator=(const Clone<T>&);
        Clone<T>& operator=(Clone<T>&&) noexcept;
        T& operator*() const;
        T* operator->() const;
        bool empty() const;
        void swap(Clone<T>& t) noexcept;
        ~Clone() = default;
      private:
        std::unique_ptr<T> ptr_;
    };

    /*! \relates Clone */
    template <class T>
    void swap(Clone<T>&, Clone<T>&) noexcept;


    // inline definitions

    template <class T>
    inline Clone<T>::Clone(std::unique_ptr<T>&& p)
    : ptr_(std::move(p)) {}

    template <class T>
    inline Clone<T>::Clone(const T& t)
    : ptr_(t.clone().release()) {}

    template <class T>
    inline Clone<T>::Clone(const Clone<T>& t)
    : ptr_(t.empty() ? (T*)nullptr : t->clone().release()) {}

    template <class T>
    inline Clone<T>::Clone(Clone<T>&& t) noexcept {
        swap(t);
    }

    template <class T>
    inline Clone<T>& Clone<T>::operator=(const T& t) {
        ptr_ = t.clone();
        return *this;
    }

    template <class T>
    inline Clone<T>& Clone<T>::operator=(const Clone<T>& t) {
        ptr_.reset(t.empty() ? (T*)nullptr : t->clone().release());
        return *this;
    }

    template <class T>
    inline Clone<T>& Clone<T>::operator=(Clone<T>&& t) noexcept {
        swap(t);
        return *this;
    }

    template <class T>
    inline T& Clone<T>::operator*() const {
        QL_REQUIRE(!this->empty(), "no underlying objects");
        return *(this->ptr_);
    }

    template <class T>
    inline T* Clone<T>::operator->() const {
        return this->ptr_.get();
    }

    template <class T>
    inline bool Clone<T>::empty() const {
        return !ptr_;
    }

    template <class T>
    inline void Clone<T>::swap(Clone<T>& t) noexcept {
        this->ptr_.swap(t.ptr_);
    }

    template <class T>
    inline void swap(Clone<T>& t, Clone<T>& u) noexcept {
        t.swap(u);
    }

}


#endif

Line	Count	Source
1		/* -- mode: c++; tab-width: 4; indent-tabs-mode: nil; c-basic-offset: 4 -- */
2
3		/*
4		Copyright (C) 2006 StatPro Italia srl
5
6		This file is part of QuantLib, a free-software/open-source library
7		for financial quantitative analysts and developers - http://quantlib.org/
8
9		QuantLib is free software: you can redistribute it and/or modify it
10		under the terms of the QuantLib license. You should have received a
11		copy of the license along with this program; if not, please email
12		<quantlib-dev@lists.sf.net>. The license is also available online at
13		<https://www.quantlib.org/license.shtml>.
14
15		This program is distributed in the hope that it will be useful, but WITHOUT
16		ANY WARRANTY; without even the implied warranty of MERCHANTABILITY or FITNESS
17		FOR A PARTICULAR PURPOSE. See the license for more details.
18		*/
19
20		/*! \file clone.hpp
21		\brief cloning proxy to an underlying object
22		*/
23
24		#ifndef quantlib_clone_hpp
25		#define quantlib_clone_hpp
26
27		#include <ql/errors.hpp>
28		#include <algorithm>
29		#include <memory>
30
31		namespace QuantLib {
32
33		//! cloning proxy to an underlying object
34		/*! When copied, this class will make a clone of its underlying
35		object, which must provide a <tt>clone()</tt> method returning
36		a std::auto_ptr (or a std::unique_ptr, depending on your
37		configuration) to a newly-allocated instance.
38		*/
39		template <class T>
40		class Clone {
41		public:
42	0	Clone() = default;
43		Clone(std::unique_ptr<T>&&);
44		Clone(const T&);
45		Clone(const Clone<T>&);
46		Clone(Clone<T>&&) noexcept;
47		Clone<T>& operator=(const T&);
48		Clone<T>& operator=(const Clone<T>&);
49		Clone<T>& operator=(Clone<T>&&) noexcept;
50		T& operator*() const;
51		T* operator->() const;
52		bool empty() const;
53		void swap(Clone<T>& t) noexcept;
54	0	~Clone() = default; Unexecuted instantiation: QuantLib::Clone<QuantLib::MarketModelMultiProduct>::~Clone() Unexecuted instantiation: QuantLib::Clone<QuantLib::MarketModelExerciseValue>::~Clone() Unexecuted instantiation: QuantLib::Clone<QuantLib::MarketModelBasisSystem>::~Clone() Unexecuted instantiation: QuantLib::Clone<QuantLib::MarketModelParametricExercise>::~Clone() Unexecuted instantiation: QuantLib::Clone<QuantLib::CurveState>::~Clone() Unexecuted instantiation: QuantLib::Clone<QuantLib::ExerciseStrategy<QuantLib::CurveState> >::~Clone() Unexecuted instantiation: QuantLib::Clone<QuantLib::MarketModelPathwiseMultiProduct>::~Clone() Unexecuted instantiation: QuantLib::Clone<QuantLib::FittedBondDiscountCurve::FittingMethod>::~Clone()
55		private:
56		std::unique_ptr<T> ptr_;
57		};
58
59		/! \relates Clone /
60		template <class T>
61		void swap(Clone<T>&, Clone<T>&) noexcept;
62
63
64		// inline definitions
65
66		template <class T>
67		inline Clone<T>::Clone(std::unique_ptr<T>&& p)
68		: ptr_(std::move(p)) {}
69
70		template <class T>
71		inline Clone<T>::Clone(const T& t)
72	0	: ptr_(t.clone().release()) {} Unexecuted instantiation: QuantLib::Clone<QuantLib::MarketModelParametricExercise>::Clone(QuantLib::MarketModelParametricExercise const&) Unexecuted instantiation: QuantLib::Clone<QuantLib::CurveState>::Clone(QuantLib::CurveState const&) Unexecuted instantiation: QuantLib::Clone<QuantLib::MarketModelMultiProduct>::Clone(QuantLib::MarketModelMultiProduct const&) Unexecuted instantiation: QuantLib::Clone<QuantLib::MarketModelExerciseValue>::Clone(QuantLib::MarketModelExerciseValue const&) Unexecuted instantiation: QuantLib::Clone<QuantLib::ExerciseStrategy<QuantLib::CurveState> >::Clone(QuantLib::ExerciseStrategy<QuantLib::CurveState> const&) Unexecuted instantiation: QuantLib::Clone<QuantLib::MarketModelPathwiseMultiProduct>::Clone(QuantLib::MarketModelPathwiseMultiProduct const&) Unexecuted instantiation: QuantLib::Clone<QuantLib::FittedBondDiscountCurve::FittingMethod>::Clone(QuantLib::FittedBondDiscountCurve::FittingMethod const&)
73
74		template <class T>
75		inline Clone<T>::Clone(const Clone<T>& t)
76	0	: ptr_(t.empty() ? (T*)nullptr : t->clone().release()) {} Unexecuted instantiation: QuantLib::Clone<QuantLib::MarketModelMultiProduct>::Clone(QuantLib::Clone<QuantLib::MarketModelMultiProduct> const&) Unexecuted instantiation: QuantLib::Clone<QuantLib::MarketModelBasisSystem>::Clone(QuantLib::Clone<QuantLib::MarketModelBasisSystem> const&) Unexecuted instantiation: QuantLib::Clone<QuantLib::MarketModelExerciseValue>::Clone(QuantLib::Clone<QuantLib::MarketModelExerciseValue> const&) Unexecuted instantiation: QuantLib::Clone<QuantLib::MarketModelParametricExercise>::Clone(QuantLib::Clone<QuantLib::MarketModelParametricExercise> const&) Unexecuted instantiation: QuantLib::Clone<QuantLib::ExerciseStrategy<QuantLib::CurveState> >::Clone(QuantLib::Clone<QuantLib::ExerciseStrategy<QuantLib::CurveState> > const&) Unexecuted instantiation: QuantLib::Clone<QuantLib::CurveState>::Clone(QuantLib::Clone<QuantLib::CurveState> const&) Unexecuted instantiation: QuantLib::Clone<QuantLib::MarketModelPathwiseMultiProduct>::Clone(QuantLib::Clone<QuantLib::MarketModelPathwiseMultiProduct> const&)
77
78		template <class T>
79	0	inline Clone<T>::Clone(Clone<T>&& t) noexcept {
80	0	swap(t);
81	0	} Unexecuted instantiation: QuantLib::Clone<QuantLib::MarketModelBasisSystem>::Clone(QuantLib::Clone<QuantLib::MarketModelBasisSystem>&&) Unexecuted instantiation: QuantLib::Clone<QuantLib::MarketModelExerciseValue>::Clone(QuantLib::Clone<QuantLib::MarketModelExerciseValue>&&) Unexecuted instantiation: QuantLib::Clone<QuantLib::CurveState>::Clone(QuantLib::Clone<QuantLib::CurveState>&&) Unexecuted instantiation: QuantLib::Clone<QuantLib::MarketModelMultiProduct>::Clone(QuantLib::Clone<QuantLib::MarketModelMultiProduct>&&) Unexecuted instantiation: QuantLib::Clone<QuantLib::MarketModelPathwiseMultiProduct>::Clone(QuantLib::Clone<QuantLib::MarketModelPathwiseMultiProduct>&&)
82
83		template <class T>
84	0	inline Clone<T>& Clone<T>::operator=(const T& t) {
85	0	ptr_ = t.clone();
86	0	return *this;
87	0	} Unexecuted instantiation: QuantLib::Clone<QuantLib::MarketModelMultiProduct>::operator=(QuantLib::MarketModelMultiProduct const&) Unexecuted instantiation: QuantLib::Clone<QuantLib::MarketModelPathwiseMultiProduct>::operator=(QuantLib::MarketModelPathwiseMultiProduct const&)
88
89		template <class T>
90	0	inline Clone<T>& Clone<T>::operator=(const Clone<T>& t) {
91	0	ptr_.reset(t.empty() ? (T*)nullptr : t->clone().release());
92	0	return *this;
93	0	}
94
95		template <class T>
96		inline Clone<T>& Clone<T>::operator=(Clone<T>&& t) noexcept {
97		swap(t);
98		return *this;
99		}
100
101		template <class T>
102	0	inline T& Clone<T>::operator*() const {
103	0	QL_REQUIRE(!this->empty(), "no underlying objects");
104	0	return *(this->ptr_);
105	0	} Unexecuted instantiation: QuantLib::Clone<QuantLib::CurveState>::operator() const Unexecuted instantiation: QuantLib::Clone<QuantLib::MarketModelExerciseValue>::operator() const Unexecuted instantiation: QuantLib::Clone<QuantLib::MarketModelMultiProduct>::operator() const Unexecuted instantiation: QuantLib::Clone<QuantLib::ExerciseStrategy<QuantLib::CurveState> >::operator() const Unexecuted instantiation: QuantLib::Clone<QuantLib::MarketModelPathwiseMultiProduct>::operator() const Unexecuted instantiation: QuantLib::Clone<QuantLib::FittedBondDiscountCurve::FittingMethod>::operator() const
106
107		template <class T>
108	0	inline T* Clone<T>::operator->() const {
109	0	return this->ptr_.get();
110	0	} Unexecuted instantiation: QuantLib::Clone<QuantLib::MarketModelMultiProduct>::operator->() const Unexecuted instantiation: QuantLib::Clone<QuantLib::MarketModelBasisSystem>::operator->() const Unexecuted instantiation: QuantLib::Clone<QuantLib::MarketModelExerciseValue>::operator->() const Unexecuted instantiation: QuantLib::Clone<QuantLib::MarketModelParametricExercise>::operator->() const Unexecuted instantiation: QuantLib::Clone<QuantLib::ExerciseStrategy<QuantLib::CurveState> >::operator->() const Unexecuted instantiation: QuantLib::Clone<QuantLib::CurveState>::operator->() const Unexecuted instantiation: QuantLib::Clone<QuantLib::MarketModelPathwiseMultiProduct>::operator->() const Unexecuted instantiation: QuantLib::Clone<QuantLib::FittedBondDiscountCurve::FittingMethod>::operator->() const
111
112		template <class T>
113	0	inline bool Clone<T>::empty() const {
114	0	return !ptr_;
115	0	} Unexecuted instantiation: QuantLib::Clone<QuantLib::MarketModelMultiProduct>::empty() const Unexecuted instantiation: QuantLib::Clone<QuantLib::MarketModelBasisSystem>::empty() const Unexecuted instantiation: QuantLib::Clone<QuantLib::MarketModelExerciseValue>::empty() const Unexecuted instantiation: QuantLib::Clone<QuantLib::MarketModelParametricExercise>::empty() const Unexecuted instantiation: QuantLib::Clone<QuantLib::ExerciseStrategy<QuantLib::CurveState> >::empty() const Unexecuted instantiation: QuantLib::Clone<QuantLib::CurveState>::empty() const Unexecuted instantiation: QuantLib::Clone<QuantLib::MarketModelPathwiseMultiProduct>::empty() const Unexecuted instantiation: QuantLib::Clone<QuantLib::FittedBondDiscountCurve::FittingMethod>::empty() const
116
117		template <class T>
118	0	inline void Clone<T>::swap(Clone<T>& t) noexcept {
119	0	this->ptr_.swap(t.ptr_);
120	0	} Unexecuted instantiation: QuantLib::Clone<QuantLib::MarketModelBasisSystem>::swap(QuantLib::Clone<QuantLib::MarketModelBasisSystem>&) Unexecuted instantiation: QuantLib::Clone<QuantLib::MarketModelExerciseValue>::swap(QuantLib::Clone<QuantLib::MarketModelExerciseValue>&) Unexecuted instantiation: QuantLib::Clone<QuantLib::CurveState>::swap(QuantLib::Clone<QuantLib::CurveState>&) Unexecuted instantiation: QuantLib::Clone<QuantLib::MarketModelMultiProduct>::swap(QuantLib::Clone<QuantLib::MarketModelMultiProduct>&) Unexecuted instantiation: QuantLib::Clone<QuantLib::MarketModelPathwiseMultiProduct>::swap(QuantLib::Clone<QuantLib::MarketModelPathwiseMultiProduct>&)
121
122		template <class T>
123		inline void swap(Clone<T>& t, Clone<T>& u) noexcept {
124		t.swap(u);
125		}
126
127		}
128
129
130		#endif

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Created: 2026-02-03 07:02