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/*
Copyright (C) 2000, 2001, 2002 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 ferdinando@ametrano.net
The license is also available online at http://quantlib.org/html/license.html
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.
*/
// $Id: Instruments.i,v 1.17 2002/03/05 16:58:17 lballabio Exp $
#ifndef quantlib_instruments_i
#define quantlib_instruments_i
%include Types.i
%include MarketElements.i
%include Observer.i
%include String.i
%{
#include <cstdlib>
using QuantLib::Instrument;
using QuantLib::Handle;
typedef Handle<Instrument> InstrumentHandle;
%}
// Export Handle<Instrument>
%name(Instrument) class InstrumentHandle : public ObservableHandle {
private:
// abstract class - no constructor exported
InstrumentHandle();
public:
~InstrumentHandle();
};
// replicate the Instrument interface
%addmethods InstrumentHandle {
String isinCode() {
return (*self)->isinCode();
}
String description() {
return (*self)->description();
}
double NPV() {
return (*self)->NPV();
}
bool isExpired() {
return (*self)->isExpired();
}
void recalculate() {
(*self)->recalculate();
}
String __str__() {
if (self->isNull())
return "Null instrument";
std::string isin = (*self)->isinCode();
if (isin == "")
isin = "unknown";
std::string desc = (*self)->description();
if (desc == "")
desc = "no description available";
return ("Instrument: "+isin+" ("+desc+")");
}
int __cmp__(const InstrumentHandle& other) {
return ((*self)->isinCode() == other->isinCode() ? 0 : 1);
}
bool __nonzero__() {
return !self->isNull();
}
}
// actual instruments
%{
using QuantLib::Instruments::Stock;
typedef Handle<Stock> StockHandle;
%}
// Fake inheritance between Handles
%name(Stock) class StockHandle : public InstrumentHandle {
public:
// constructor redefined below
~StockHandle();
};
%addmethods StockHandle {
StockHandle(MarketElementRelinkableHandle quote,
String isinCode, String description) {
return new StockHandle(new Stock(quote,isinCode,description));
}
}
#endif
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