File: stock.cpp

package info (click to toggle)
quantlib 0.2.1.cvs20020322-1
  • links: PTS
  • area: main
  • in suites: woody
  • size: 4,716 kB
  • ctags: 4,614
  • sloc: cpp: 19,601; sh: 7,389; makefile: 796; ansic: 22
file content (49 lines) | stat: -rw-r--r-- 1,460 bytes parent folder | download
1
2
3
4
5
6
7
8
9
10
11
12
13
14
15
16
17
18
19
20
21
22
23
24
25
26
27
28
29
30
31
32
33
34
35
36
37
38
39
40
41
42
43
44
45
46
47
48
49


/*
 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.
*/
/*! \file stock.cpp
    \brief concrete stock class

    \fullpath
    ql/Instruments/%stock.cpp
*/

// $Id: stock.cpp,v 1.6 2002/03/05 16:58:02 lballabio Exp $

#include <ql/Instruments/stock.hpp>

namespace QuantLib {

    namespace Instruments {

        Stock::Stock(const RelinkableHandle<MarketElement>& quote,
            const std::string& isinCode, const std::string& description)
        : Instrument(isinCode,description), quote_(quote) {
            registerWith(quote_);
        }

        void Stock::performCalculations() const {
            QL_REQUIRE(!quote_.isNull(),
                "null quote set for "+isinCode()+" stock");
            isExpired_ = false;
            NPV_ = quote_->value();
        }

    }

}