security.hpp

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/*
 Copyright (C) 2016 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.
*/
 
/*! \file ored/marketdata/security.hpp
    \brief A  wrapper class for holding Bond Spread quotes
    \ingroup marketdata
*/
 
#pragma once
 
#include <ored/configuration/curveconfigurations.hpp>
#include <ored/marketdata/curvespec.hpp>
#include <ored/marketdata/loader.hpp>
#include <ql/handle.hpp>
#include <ql/quote.hpp>
 
namespace ore {
namespace data {
 
//! Wrapper class for holding Bond Spread and recovery rate quotes
/*!
  \ingroup marketdata
*/
class Security {
public:
    //! Constructor
    Security(const Date& asof, SecuritySpec spec, const Loader& loader, const CurveConfigurations& curveConfigs);
 
    //! Inspector
    Handle<Quote> spread() const { return spread_; }
    Handle<Quote> price() const { return price_; }
    Handle<Quote> recoveryRate() const { return recoveryRate_; }
    Handle<Quote> cpr() const { return cpr_; }
 
private:
    Handle<Quote> spread_;
    Handle<Quote> price_;
    Handle<Quote> recoveryRate_;
    Handle<Quote> cpr_;
};
} // namespace data
} // namespace ore