nullinstrument.hpp

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/*
 Copyright (C) 2021 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 qle/instruments/nullinstrument.hpp
    \brief A null instrument that always returns an NPV of 0
*/
 
#ifndef quantext_null_instrument_hpp
#define quantext_null_instrument_hpp
 
#include <ql/currency.hpp>
#include <ql/instrument.hpp>
 
namespace QuantExt {
 
/*! A null instrument that always returns an NPV of 0
 */
class NullInstrument : public QuantLib::Instrument {
public:
    NullInstrument() {}
 
    //! \name Instrument interface
    //@{
    //! Always returns true.
    bool isExpired() const override;
    //! Populate results
    void performCalculations() const override;
    //@}
};
 
inline bool NullInstrument::isExpired() const {
    return true;
}
 
inline void NullInstrument::performCalculations() const {
    NPV_ = 0.0;
    errorEstimate_ = 0.0;
}
 
}
 
#endif