| Safe Haskell | None |
|---|---|
| Language | Haskell2010 |
QuantLib.Settings
Description
global repository for run-time library settings
Synopsis
- evaluationDate :: IO Day
- setEvaluationDate :: Maybe Day -> IO ()
- enforceTodaysHistoricFixings :: IO Bool
- setEnforceTodaysHistoricFixings :: Bool -> IO ()
- includeTodaysCashFlows :: IO (Maybe Bool)
- setIncludeTodaysCashFlows :: Maybe Bool -> IO ()
- includeReferenceDateEvents :: IO Bool
- setIncludeReferenceDateEvents :: Bool -> IO ()
- keepingSettings :: IO b -> IO b
- keepingSettings' :: IO b -> IO b
- version :: String
- boostVersion :: String
- epsilon :: Double
Documentation
evaluationDate :: IO Day #
setEvaluationDate :: Maybe Day -> IO () #
sets the value of the Evaluation Date |Nothing sets the evaluation date to Date::todaysDate() and allow it to change at midnight. This comes at the price of losing some performance, since the evaluation date is re-evaluated each time it is read.
returns the current value of the Evaluation Date: the date at which pricing is to be performed
returns the current value of the boolean which enforce the usage of historic fixings for today's date
enforceTodaysHistoricFixings :: IO Bool #
sets the value of the boolean which enforce the usage of historic fixings for today's date
setEnforceTodaysHistoricFixings :: Bool -> IO () #
includeTodaysCashFlows :: IO (Maybe Bool) #
setIncludeTodaysCashFlows :: Maybe Bool -> IO () #
includeReferenceDateEvents :: IO Bool #
This flag specifies whether or not Events occurring on the reference date should, by default, be taken into account as not happened yet. It can be overridden locally when calling the Event::hasOccurred method.
setIncludeReferenceDateEvents :: Bool -> IO () #
keepingSettings :: IO b -> IO b #
brackets to restore settings once action has completed or raised an exception
keepingSettings' :: IO b -> IO b #
brackets to restore settings once action has completed or raised an exception. Before restoring settings garbage collection is run to avoid problems with market data objects watching evaluation date
boostVersion :: String #