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qldefines.hpp
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qldefines.hpp
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/* -*- 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
Copyright (C) 2015 CompatibL
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
<http://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 qldefines.hpp
\brief Global definitions and compiler switches.
*/
#ifndef quantlib_defines_hpp
/* install-hook */
#define quantlib_defines_hpp
#ifdef _MSC_VER
/* Microsoft-specific, but needs to be defined before
including <boost/config.hpp> which somehow includes
<math.h> under VC++10
*/
#define _USE_MATH_DEFINES
#endif
#include <boost/config.hpp>
#include <boost/version.hpp>
#if BOOST_VERSION < 104800
#error using an old version of Boost, please update.
#endif
#if !defined(BOOST_ENABLE_ASSERT_HANDLER)
#define BOOST_ENABLE_ASSERT_HANDLER
#endif
/* This allows one to include a given file at this point by
passing it as a compiler define (e.g., -DQL_INCLUDE_FIRST=foo.hpp).
The idea is to provide a hook for defining QL_REAL and at the
same time including any necessary headers for the new type.
*/
#define INCLUDE_FILE(F) INCLUDE_FILE__(F)
#define INCLUDE_FILE_(F) #F
#ifdef QL_INCLUDE_FIRST
# include INCLUDE_FILE(QL_INCLUDE_FIRST)
#endif
#undef INCLUDE_FILE_
#undef INCLUDE_FILE
/* Eventually these might go into userconfig.hpp.
For the time being, we hard code them here.
They can be overridden by passing the #define to the compiler.
*/
#ifndef QL_INTEGER
# define QL_INTEGER int
#endif
#ifndef QL_BIG_INTEGER
# define QL_BIG_INTEGER long
#endif
#ifndef QL_REAL
# define QL_REAL double
#endif
/*! \defgroup macros QuantLib macros
Global definitions and a few macros which help porting the
code to different compilers.
@{
*/
#if (defined(_DEBUG) || defined(DEBUG))
#define QL_DEBUG
#endif
#if defined(HAVE_CONFIG_H) // Dynamically created by configure
#include <ql/config.hpp>
/* Use BOOST_MSVC instead of _MSC_VER since some other vendors (Metrowerks,
for example) also #define _MSC_VER
*/
#elif defined(BOOST_MSVC) // Microsoft Visual C++
#include <ql/config.msvc.hpp>
#elif defined(__MINGW32__) // Minimalistic GNU for Windows
#include <ql/config.mingw.hpp>
#elif defined(__SUNPRO_CC) // Sun Studio
#include <ql/config.sun.hpp>
#else // We hope that the compiler follows ANSI
#include <ql/config.ansi.hpp>
#endif
// extra debug checks
#ifdef QL_DEBUG
#ifndef QL_EXTRA_SAFETY_CHECKS
#define QL_EXTRA_SAFETY_CHECKS
#endif
#endif
#ifdef QL_ENABLE_THREAD_SAFE_OBSERVER_PATTERN
#if BOOST_VERSION < 105800
#error Boost version 1.58 or higher is required for the thread-safe observer pattern
#endif
#endif
#ifdef QL_ENABLE_PARALLEL_UNIT_TEST_RUNNER
#if BOOST_VERSION < 105900
#error Boost version 1.59 or higher is required for the parallel unit test runner
#endif
#endif
// ensure that needed math constants are defined
#include <ql/mathconstants.hpp>
// import global functions into std namespace
#if defined(BOOST_NO_STDC_NAMESPACE)
#include <cmath>
namespace std {
using ::sqrt; using ::abs; using ::fabs;
using ::exp; using ::log; using ::pow;
using ::sin; using ::cos; using ::asin; using ::acos;
using ::sinh; using ::cosh;
using ::floor; using ::fmod; using ::modf;
}
#endif
/*! \defgroup limitMacros Numeric limits
Some compilers do not give an implementation of
<code>\<limits\></code> yet. For the code to be portable
these macros should be used instead of the corresponding method of
<code>std::numeric_limits</code> or the corresponding macro
defined in <code><limits.h></code>.
@{
*/
/*! \def QL_MIN_INTEGER
Defines the value of the largest representable negative integer value
*/
/*! \def QL_MAX_INTEGER
Defines the value of the largest representable integer value
*/
/*! \def QL_MIN_REAL
Defines the value of the largest representable negative
floating-point value
*/
/*! \def QL_MIN_POSITIVE_REAL
Defines the value of the smallest representable positive double value
*/
/*! \def QL_MAX_REAL
Defines the value of the largest representable floating-point value
*/
/*! \def QL_EPSILON
Defines the machine precision for operations over doubles
*/
#include <limits>
// limits used as such
#define QL_MIN_INTEGER ((std::numeric_limits<QL_INTEGER>::min)())
#define QL_MAX_INTEGER ((std::numeric_limits<QL_INTEGER>::max)())
#define QL_MIN_REAL -((std::numeric_limits<QL_REAL>::max)())
#define QL_MAX_REAL ((std::numeric_limits<QL_REAL>::max)())
#define QL_MIN_POSITIVE_REAL ((std::numeric_limits<QL_REAL>::min)())
#define QL_EPSILON ((std::numeric_limits<QL_REAL>::epsilon)())
/*! \def QL_NULL_INTEGER
\deprecated Don't use this macro.
Deprecated in version 1.27.
*/
#define QL_NULL_INTEGER ((std::numeric_limits<int>::max)())
/*! \def QL_NULL_REAL
\deprecated Don't use this macro.
Deprecated in version 1.27.
*/
#define QL_NULL_REAL ((std::numeric_limits<float>::max)())
/*! @} */
/*! @} */
// emit warning when using deprecated features
// clang-format off
#if defined(BOOST_MSVC) // Microsoft Visual C++
# define QL_DEPRECATED __declspec(deprecated)
# define QL_DEPRECATED_DISABLE_WARNING \
__pragma(warning(push)) \
__pragma(warning(disable : 4996))
# define QL_DEPRECATED_ENABLE_WARNING \
__pragma(warning(pop))
#elif defined(__GNUC__)
# define QL_DEPRECATED __attribute__((deprecated))
# define QL_DEPRECATED_DISABLE_WARNING \
_Pragma("GCC diagnostic push") \
_Pragma("GCC diagnostic ignored \"-Wdeprecated-declarations\"")
# define QL_DEPRECATED_ENABLE_WARNING \
_Pragma("GCC diagnostic pop")
#elif defined(__clang__)
# define QL_DEPRECATED __attribute__((deprecated))
# define QL_DEPRECATED_DISABLE_WARNING \
_Pragma("clang diagnostic push") \
_Pragma("clang diagnostic ignored \"-Wdeprecated-declarations\"")
# define QL_DEPRECATED_ENABLE_WARNING \
_Pragma("clang diagnostic pop")
#else
// we don't know how to enable it, just define the macros away
# define QL_DEPRECATED
# define QL_DEPRECATED_DISABLE_WARNING
# define QL_DEPRECATED_ENABLE_WARNING
#endif
// clang-format on
/*! \deprecated Use the noexcept keyword instead.
Deprecated in version 1.27.
*/
#define QL_NOEXCEPT noexcept
/*! \deprecated Use the constexpr keyword instead.
Deprecated in version 1.27.
*/
#define QL_CONSTEXPR constexpr
/*! \deprecated Do not check; always use std::unique_ptr.
Deprecated in version 1.27
*/
#ifndef QL_USE_STD_UNIQUE_PTR
#define QL_USE_STD_UNIQUE_PTR 1
#endif
#endif