payment.cpp

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/*
 Copyright (C) 2017 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.
*/
 
#include <qle/instruments/payment.hpp>
 
#include <ql/cashflows/fixedratecoupon.hpp>
#include <ql/cashflows/simplecashflow.hpp>
 
#include <boost/make_shared.hpp>
 
using namespace QuantLib;
 
namespace QuantExt {
 
Payment::Payment(const Real amount, const Currency& currency, const Date& date) 
    : currency_(currency) {
    cashflow_ = QuantLib::ext::make_shared<SimpleCashFlow>(amount, date);
}
 
bool Payment::isExpired() const { return cashflow_->hasOccurred(); }
 
void Payment::setupExpired() const { Instrument::setupExpired(); }
 
void Payment::setupArguments(PricingEngine::arguments* args) const {
    Payment::arguments* arguments = dynamic_cast<Payment::arguments*>(args);
    QL_REQUIRE(arguments, "wrong argument type in deposit");
    arguments->currency = currency_;
    arguments->cashflow = cashflow_;
}
 
void Payment::fetchResults(const PricingEngine::results* r) const {
    Instrument::fetchResults(r);
    const Payment::results* results = dynamic_cast<const Payment::results*>(r);
    QL_REQUIRE(results, "wrong result type");
}
 
void Payment::arguments::validate() const {
    // always valid
}
 
void Payment::results::reset() { Instrument::results::reset(); }
} // namespace QuantExt