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();
}
}
}
|