cashflow.hpp

/* -*- mode: c++; tab-width: 4; indent-tabs-mode: nil; c-basic-offset: 4 -*- */
 
/*
 Copyright (C) 2000, 2001, 2002, 2003 RiskMap srl
 Copyright (C) 2003, 2004, 2005, 2006, 2007, 2009 StatPro Italia srl
 
 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.
*/
 
#ifndef quantlib_cash_flow_hpp
#define quantlib_cash_flow_hpp
 
#include <ql/event.hpp>
#include <ql/math/comparison.hpp>
#include <ql/optional.hpp>
#include <ql/patterns/lazyobject.hpp>
#include <vector>
 
namespace QuantLib {
 
 
    class CashFlow : public Event, public LazyObject {
      public:
        ~CashFlow() override = default;
 
 
        Date date() const override = 0;
 
        bool hasOccurred(const Date& refDate = Date(),
                         ext::optional<bool> includeRefDate = ext::nullopt) const override;
 
        void performCalculations() const override {}
 
 
        virtual Real amount() const = 0;
        virtual Date exCouponDate() const { return {}; };
        bool tradingExCoupon(const Date& refDate = Date()) const;
 
 
        void accept(AcyclicVisitor&) override;
    };
 
    typedef std::vector<ext::shared_ptr<CashFlow> > Leg;
 
    template <>
    struct earlier_than<CashFlow> {
        QL_DEPRECATED
        typedef CashFlow first_argument_type;
 
        QL_DEPRECATED
        typedef CashFlow second_argument_type;
 
        QL_DEPRECATED
        typedef bool result_type;
 
        bool operator()(const CashFlow& c1,
                        const CashFlow& c2) const {
            return c1.date() < c2.date();
        }
    };
 
}
 
#endif