QPR-13700 missing file

Author: pcaspers

QuantExt/qle/utilities/localiborcouponsettings.hpp

@@ -0,0 +1,44 @@
+/*
+ Copyright (C) 2025 Quaternion Risk Management Ltd
+ All rights reserved.
+
+ This file is part of ORE, a free-software/open-source library
+ for transparent pricing and risk analysis - http://opensourcerisk.org
+
+ ORE is free software: you can redistribute it and/or modify it
+ under the terms of the Modified BSD License.  You should have received a
+ copy of the license along with this program.
+ The license is also available online at <http://opensourcerisk.org>
+
+ This program is distributed on the basis that it will form a useful
+ contribution to risk analytics and model standardisation, but WITHOUT
+ ANY WARRANTY; without even the implied warranty of MERCHANTABILITY or
+ FITNESS FOR A PARTICULAR PURPOSE. See the license for more details.
+*/
+
+#pragma once
+
+#include <ql/cashflows/iborcoupon.hpp>
+
+namespace QuantExt {
+
+//! utility to locally set usingAtParCoupons in IborCoupon::Settings, using RAII to restore original state
+class LocalIborCouponSettings {
+public:
+    explicit LocalIborCouponSettings(const bool usingAtParCoupons) {
+        usingAtParCouponsSaved_ = QuantLib::IborCoupon::Settings::instance().usingAtParCoupons();
+        updateGlobalSetting(usingAtParCoupons);
+    }
+    ~LocalIborCouponSettings() { updateGlobalSetting(usingAtParCouponsSaved_); }
+
+private:
+    void updateGlobalSetting(const bool usingAtParCoupons) {
+        if (usingAtParCoupons)
+            QuantLib::IborCoupon::Settings::instance().createAtParCoupons();
+        else
+            QuantLib::IborCoupon::Settings::instance().createIndexedCoupons();
+    }
+    bool usingAtParCouponsSaved_;
+};
+
+} // namespace QuantExt