QuantLib: a free/open-source library for quantitative finance
fully annotated source code - version 1.34
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stock.hpp
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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
6 This file is part of QuantLib, a free-software/open-source library
7 for financial quantitative analysts and developers - http://quantlib.org/
8
9 QuantLib is free software: you can redistribute it and/or modify it
10 under the terms of the QuantLib license. You should have received a
11 copy of the license along with this program; if not, please email
12 <quantlib-dev@lists.sf.net>. The license is also available online at
13 <http://quantlib.org/license.shtml>.
14
15 This program is distributed in the hope that it will be useful, but WITHOUT
16 ANY WARRANTY; without even the implied warranty of MERCHANTABILITY or FITNESS
17 FOR A PARTICULAR PURPOSE. See the license for more details.
18*/
19
20/*! \file stock.hpp
21 \brief concrete stock class
22*/
23
24#ifndef quantlib_stock_hpp
25#define quantlib_stock_hpp
26
27#include <ql/instrument.hpp>
28#include <ql/quote.hpp>
29
30namespace QuantLib {
31
32 //! Simple stock class
33 /*! \ingroup instruments */
34 class Stock : public Instrument {
35 public:
36 Stock(Handle<Quote> quote);
37 bool isExpired() const override { return false; }
38
39 protected:
40 void performCalculations() const override;
41
42 private:
44 };
45
46}
47
48
49#endif
Shared handle to an observable.
Definition: handle.hpp:41
Abstract instrument class.
Definition: instrument.hpp:44
Simple stock class.
Definition: stock.hpp:34
void performCalculations() const override
Definition: stock.cpp:27
bool isExpired() const override
returns whether the instrument might have value greater than zero.
Definition: stock.hpp:37
Handle< Quote > quote_
Definition: stock.hpp:43
Abstract instrument class.
Definition: any.hpp:35
purely virtual base class for market observables