/src/quantlib/ql/experimental/commodities/unitofmeasureconversion.cpp
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1 | | /* -*- mode: c++; tab-width: 4; indent-tabs-mode: nil; c-basic-offset: 4 -*- */ |
2 | | |
3 | | /* |
4 | | Copyright (C) 2008 J. Erik Radmall |
5 | | Copyright (C) 2009 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 | | <https://www.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 | | #include <ql/experimental/commodities/unitofmeasureconversion.hpp> |
22 | | #include <ql/errors.hpp> |
23 | | |
24 | | using std::string; |
25 | | |
26 | | namespace QuantLib { |
27 | | |
28 | | UnitOfMeasureConversion::UnitOfMeasureConversion( |
29 | | const CommodityType& commodityType, |
30 | | const UnitOfMeasure& source, |
31 | | const UnitOfMeasure& target, |
32 | 0 | Real conversionFactor) { |
33 | 0 | data_ = ext::make_shared<UnitOfMeasureConversion::Data>( |
34 | 0 | commodityType, source, target, |
35 | 0 | conversionFactor, Direct); |
36 | 0 | } |
37 | | |
38 | | UnitOfMeasureConversion::UnitOfMeasureConversion( |
39 | | const UnitOfMeasureConversion& r1, |
40 | 0 | const UnitOfMeasureConversion& r2) { |
41 | 0 | data_ = ext::make_shared<UnitOfMeasureConversion::Data>( |
42 | 0 | r1, r2); |
43 | 0 | } |
44 | | |
45 | | UnitOfMeasureConversion::Data::Data(const CommodityType& commodityType, |
46 | | const UnitOfMeasure& source, |
47 | | const UnitOfMeasure& target, |
48 | | Real conversionFactor, Type type) |
49 | 0 | : commodityType(commodityType), source(source), target(target), |
50 | 0 | conversionFactor(conversionFactor), type(type) { |
51 | 0 | code = commodityType.name() + source.code() + target.code(); |
52 | 0 | } |
53 | | |
54 | | UnitOfMeasureConversion::Data::Data(const UnitOfMeasureConversion& r1, |
55 | 0 | const UnitOfMeasureConversion& r2) { |
56 | 0 | conversionFactorChain = std::make_pair( |
57 | 0 | ext::make_shared<UnitOfMeasureConversion>(r1), |
58 | 0 | ext::make_shared<UnitOfMeasureConversion>(r2)); |
59 | 0 | } |
60 | | |
61 | 0 | Quantity UnitOfMeasureConversion::convert(const Quantity& quantity) const { |
62 | 0 | switch (data_->type) { |
63 | 0 | case Direct: |
64 | 0 | if (quantity.unitOfMeasure() == data_->source) |
65 | 0 | return Quantity(quantity.commodityType(), |
66 | 0 | data_->target, |
67 | 0 | quantity.amount()*data_->conversionFactor); |
68 | 0 | else if (quantity.unitOfMeasure() == data_->target) |
69 | 0 | return Quantity(quantity.commodityType(), |
70 | 0 | data_->source, |
71 | 0 | quantity.amount()/data_->conversionFactor); |
72 | 0 | else |
73 | 0 | QL_FAIL("direct conversion not applicable"); |
74 | 0 | case Derived: |
75 | 0 | if (quantity.unitOfMeasure() |
76 | 0 | == data_->conversionFactorChain.first->source() || |
77 | 0 | quantity.unitOfMeasure() |
78 | 0 | == data_->conversionFactorChain.first->target()) |
79 | 0 | return data_->conversionFactorChain.second->convert( |
80 | 0 | data_->conversionFactorChain.first->convert(quantity)); |
81 | 0 | else if (quantity.unitOfMeasure() |
82 | 0 | == data_->conversionFactorChain.second->source() || |
83 | 0 | quantity.unitOfMeasure() |
84 | 0 | == data_->conversionFactorChain.second->target()) |
85 | 0 | return data_->conversionFactorChain.first->convert( |
86 | 0 | data_->conversionFactorChain.second->convert(quantity)); |
87 | 0 | else |
88 | 0 | QL_FAIL("derived conversion factor not applicable"); |
89 | 0 | default: |
90 | 0 | QL_FAIL("unknown conversion-factor type"); |
91 | 0 | } |
92 | 0 | } |
93 | | |
94 | | UnitOfMeasureConversion UnitOfMeasureConversion::chain( |
95 | | const UnitOfMeasureConversion& r1, |
96 | 0 | const UnitOfMeasureConversion& r2) { |
97 | 0 | UnitOfMeasureConversion result(r1, r2); |
98 | 0 | result.data_->type = Derived; |
99 | 0 | if (r1.data_->source == r2.data_->source) { |
100 | 0 | result.data_->source = r1.data_->target; |
101 | 0 | result.data_->target = r2.data_->target; |
102 | 0 | result.data_->conversionFactor = |
103 | 0 | r2.data_->conversionFactor/r1.data_->conversionFactor; |
104 | 0 | } else if (r1.data_->source == r2.data_->target) { |
105 | 0 | result.data_->source = r1.data_->target; |
106 | 0 | result.data_->target = r2.data_->source; |
107 | 0 | result.data_->conversionFactor = |
108 | 0 | 1.0/(r1.data_->conversionFactor*r2.data_->conversionFactor); |
109 | 0 | } else if (r1.data_->target == r2.data_->source) { |
110 | 0 | result.data_->source = r1.data_->source; |
111 | 0 | result.data_->target = r2.data_->target; |
112 | 0 | result.data_->conversionFactor = |
113 | 0 | r1.data_->conversionFactor*r2.data_->conversionFactor; |
114 | 0 | } else if (r1.data_->target == r2.data_->target) { |
115 | 0 | result.data_->source = r1.data_->source; |
116 | 0 | result.data_->target = r2.data_->source; |
117 | 0 | result.data_->conversionFactor = |
118 | 0 | r1.data_->conversionFactor/r2.data_->conversionFactor; |
119 | 0 | } else { |
120 | 0 | QL_FAIL("conversion factors not chainable"); |
121 | 0 | } |
122 | 0 | return result; |
123 | 0 | } |
124 | | |
125 | | } |