Merge branch '72_into_master' into 'master'

72 patch into master

See merge request qs/quantlib!61

Author: pcaspers

ql/termstructure.cpp

@@ -39,11 +39,18 @@ namespace QuantLib {
     const Date& TermStructure::referenceDate() const {
         if (!updated_) {
             Date today = Settings::instance().evaluationDate();
-            referenceDate_ = calendar().advance(today, settlementDays(), Days);
+            if (adjustReferenceDate_)
+                referenceDate_ = calendar().advance(today, settlementDays(), Days);
+            else
+                referenceDate_ = today;
             updated_ = true;
         }
         return referenceDate_;
     }
+        
+    void TermStructure::setAdjustReferenceDate(const bool b) {
+        adjustReferenceDate_ = b;
+    }
 
     void TermStructure::update() {
         if (moving_)

ql/termstructure.hpp

@@ -90,6 +90,10 @@ namespace QuantLib {
         //! the settlementDays used for reference date calculation
         virtual Natural settlementDays() const;
         //@}
+        //! \name Setter
+        //! adjust the reference date
+        void setAdjustReferenceDate(const bool b);
+        //@{
         //! \name Observer interface
         //@{
         void update() override;
@@ -108,6 +112,7 @@ namespace QuantLib {
         mutable Date referenceDate_;
         Natural settlementDays_;
         DayCounter dayCounter_;
+        bool adjustReferenceDate_ = true;
     };
 
     // inline definitions