event.hpp

/* -*- mode: c++; tab-width: 4; indent-tabs-mode: nil; c-basic-offset: 4 -*- */
 
/*
 Copyright (C) 2009 Ferdinando Ametrano
 Copyright (C) 2005 Joseph Wang
 
 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_event_hpp
#define quantlib_event_hpp
 
#include <ql/time/date.hpp>
#include <ql/patterns/observable.hpp>
#include <ql/optional.hpp>
 
namespace QuantLib {
 
    class AcyclicVisitor;
 
 
    class Event : public virtual Observable {
      public:
        ~Event() override = default;
 
 
        virtual Date date() const = 0;
 
 
        virtual bool hasOccurred(
                    const Date& refDate = Date(),
                    ext::optional<bool> includeRefDate = ext::nullopt) const;
 
 
        virtual void accept(AcyclicVisitor&);
    };
 
 
    namespace detail {
 
        // used to create an Event instance.
        // to be replaced with specific events as soon as we find out which.
        class simple_event : public Event {
          public:
            explicit simple_event(const Date& date) : date_(date) {}
            Date date() const override { return date_; }
 
          private:
            Date date_;
        };
 
    }
 
}
 
 
#endif