QuantLib: a free/open-source library for quantitative finance
Fully annotated sources - version 1.32
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simplecashflow.cpp
1/* -*- mode: c++; tab-width: 4; indent-tabs-mode: nil; c-basic-offset: 4 -*- */
2
3/*
4 Copyright (C) 2000, 2001, 2002, 2003 RiskMap srl
5 Copyright (C) 2010 Ferdinando Ametrano
6
7 This file is part of QuantLib, a free-software/open-source library
8 for financial quantitative analysts and developers - http://quantlib.org/
9
10 QuantLib is free software: you can redistribute it and/or modify it
11 under the terms of the QuantLib license. You should have received a
12 copy of the license along with this program; if not, please email
13 <quantlib-dev@lists.sf.net>. The license is also available online at
14 <http://quantlib.org/license.shtml>.
15
16 This program is distributed in the hope that it will be useful, but WITHOUT
17 ANY WARRANTY; without even the implied warranty of MERCHANTABILITY or FITNESS
18 FOR A PARTICULAR PURPOSE. See the license for more details.
19*/
20
21#include <ql/cashflows/simplecashflow.hpp>
22
23namespace QuantLib {
24
26 const Date& date)
27 : amount_(amount), date_(date)
28 {
29 QL_REQUIRE(date_!=Date(), "null date SimpleCashFlow");
30
31 QL_REQUIRE(amount_!=Null<Real>(), "null amount SimpleCashFlow");
32 }
33
34}
Concrete date class.
Definition: date.hpp:125
template class providing a null value for a given type.
Definition: null.hpp:76
SimpleCashFlow(Real amount, const Date &date)
QL_REAL Real
real number
Definition: types.hpp:50
Definition: any.hpp:35