QuantLib
: a free/open-source library for quantitative finance
fully annotated source code - version 1.34
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ql
instruments
stock.hpp
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/* -*- mode: c++; tab-width: 4; indent-tabs-mode: nil; c-basic-offset: 4 -*- */
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/*
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Copyright (C) 2000, 2001, 2002, 2003 RiskMap srl
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This file is part of QuantLib, a free-software/open-source library
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for financial quantitative analysts and developers - http://quantlib.org/
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QuantLib is free software: you can redistribute it and/or modify it
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under the terms of the QuantLib license. You should have received a
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copy of the license along with this program; if not, please email
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<quantlib-dev@lists.sf.net>. The license is also available online at
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<http://quantlib.org/license.shtml>.
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This program is distributed in the hope that it will be useful, but WITHOUT
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ANY WARRANTY; without even the implied warranty of MERCHANTABILITY or FITNESS
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FOR A PARTICULAR PURPOSE. See the license for more details.
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*/
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/*! \file stock.hpp
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\brief concrete stock class
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*/
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#ifndef quantlib_stock_hpp
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#define quantlib_stock_hpp
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#include <
ql/instrument.hpp
>
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#include <
ql/quote.hpp
>
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namespace
QuantLib
{
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//! Simple stock class
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/*! \ingroup instruments */
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class
Stock
:
public
Instrument
{
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public
:
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Stock
(
Handle<Quote>
quote);
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bool
isExpired
()
const override
{
return
false
; }
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protected
:
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void
performCalculations
()
const override
;
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private
:
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Handle<Quote>
quote_
;
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};
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}
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#endif
QuantLib::Handle
Shared handle to an observable.
Definition:
handle.hpp:41
QuantLib::Instrument
Abstract instrument class.
Definition:
instrument.hpp:44
QuantLib::Stock
Simple stock class.
Definition:
stock.hpp:34
QuantLib::Stock::performCalculations
void performCalculations() const override
Definition:
stock.cpp:27
QuantLib::Stock::isExpired
bool isExpired() const override
returns whether the instrument might have value greater than zero.
Definition:
stock.hpp:37
QuantLib::Stock::quote_
Handle< Quote > quote_
Definition:
stock.hpp:43
instrument.hpp
Abstract instrument class.
QuantLib
Definition:
any.hpp:35
quote.hpp
purely virtual base class for market observables
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