callabilityschedule.hpp

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/* -*- mode: c++; tab-width: 4; indent-tabs-mode: nil; c-basic-offset: 4 -*- */
 
/*
 Copyright (C) 2005 Joseph Wang
 Copyright (C) 2005, 2006 Theo Boafo
 
 This file is part of QuantLib, a free-software/open-source library
 for financial quantitative analysts and developers - http://quantlib.org/
 
 QuantLib is free software: you can redistribute it and/or modify it
 under the terms of the QuantLib license.  You should have received a
 copy of the license along with this program; if not, please email
 <quantlib-dev@lists.sf.net>. The license is also available online at
 <http://quantlib.org/license.shtml>.
 
 This program is distributed in the hope that it will be useful, but WITHOUT
 ANY WARRANTY; without even the implied warranty of MERCHANTABILITY or FITNESS
 FOR A PARTICULAR PURPOSE.  See the license for more details.
*/
 
/*! \file callabilityschedule.hpp
    \brief Schedule of put/call dates
*/
 
#ifndef quantlib_callability_schedule_hpp
#define quantlib_callability_schedule_hpp
 
#include <ql/event.hpp>
#include <ql/instruments/bond.hpp>
#include <ql/patterns/visitor.hpp>
#include <ql/utilities/null.hpp>
#include <ql/shared_ptr.hpp>
#include <ql/optional.hpp>
#include <vector>
 
namespace QuantLib {
 
    //! %instrument callability
    class Callability : public Event {
      public:
        //! type of the callability
        enum Type { Call, Put };
 
        Callability(const Bond::Price& price, Type type, const Date& date)
        : price_(price), type_(type), date_(date) {}
        const Bond::Price& price() const {
            QL_REQUIRE(price_, "no price given");
            return *price_;
        }
        Type type() const { return type_; }
        //! \name Event interface
        //@{
        Date date() const override { return date_; }
        //@}
        //! \name Visitability
        //@{
        void accept(AcyclicVisitor&) override;
        //@}
      private:
        ext::optional<Bond::Price> price_;
        Type type_;
        Date date_;
    };
 
    inline void Callability::accept(AcyclicVisitor& v){
        auto* v1 = dynamic_cast<Visitor<Callability>*>(&v);
        if (v1 != nullptr)
            v1->visit(*this);
        else
            Event::accept(v);
    }
 
    typedef std::vector<ext::shared_ptr<Callability> > CallabilitySchedule;
 
}
 
#endif