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/*
Copyright (C) 2000, 2001, 2002, 2003 RiskMap srl
Copyright (C) 2018 Matthias Lungwitz
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
<https://www.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_instruments_i
#define quantlib_instruments_i
%include common.i
%include types.i
%include marketelements.i
%include observer.i
%include lazyobject.i
%include stl.i
// pricing engine
%{
using QuantLib::PricingEngine;
%}
%shared_ptr(PricingEngine)
class PricingEngine : public Observable {
private:
PricingEngine();
};
// instrument
%{
using QuantLib::Instrument;
%}
%shared_ptr(Instrument)
class Instrument : public LazyObject {
public:
Real NPV() const;
Real errorEstimate() const;
bool isExpired() const;
void setPricingEngine(const ext::shared_ptr<PricingEngine>&);
private:
Instrument();
};
#if defined(SWIGR)
%Rruntime %{
setMethod("summary", "_p_ext__shared_ptrTInstrument_t",
function(object) c(value=object$NPV()))
setMethod("print", "_p_ext__shared_ptrTInstrument_t",
function(x) print(summary(x)))
%}
#endif
#if defined(SWIGCSHARP)
SWIG_STD_VECTOR_ENHANCED( ext::shared_ptr<Instrument> )
#endif
namespace std {
%template(InstrumentVector) vector<ext::shared_ptr<Instrument> >;
}
// actual instruments
%{
using QuantLib::Stock;
%}
%shared_ptr(Stock)
class Stock : public Instrument {
public:
Stock(const Handle<Quote>& quote);
};
%{
using QuantLib::CompositeInstrument;
%}
%shared_ptr(CompositeInstrument)
class CompositeInstrument : public Instrument {
public:
CompositeInstrument();
void add(const ext::shared_ptr<Instrument>& instrument,
Real multiplier = 1.0);
void subtract(const ext::shared_ptr<Instrument>& instrument,
Real multiplier = 1.0);
};
#endif
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