curiouslyrecurring.hpp

/* -*- mode: c++; tab-width: 4; indent-tabs-mode: nil; c-basic-offset: 4 -*- */
 
/*
 Copyright (C) 2003 RiskMap 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_curiously_recurring_h
#define quantlib_curiously_recurring_h
 
#include <ql/qldefines.hpp>
 
namespace QuantLib {
 
 
    template <class Impl>
    class CuriouslyRecurringTemplate {
      protected:
        // not meant to be instantiated as such
        CuriouslyRecurringTemplate() = default;
        ~CuriouslyRecurringTemplate() = default;
        // support for the curiously recurring template pattern
        Impl& impl() {
            return static_cast<Impl&>(*this);
        }
        const Impl& impl() const {
            return static_cast<const Impl&>(*this);
        }
    };
 
}
 
 
#endif