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/* -*- mode: c++; tab-width: 4; indent-tabs-mode: nil; c-basic-offset: 4 -*- */
/*
Copyright (C) 2000, 2001, 2002, 2003 RiskMap srl
Copyright (C) 2010 StatPro Italia 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
<quantlib-dev@lists.sf.net>. The license is also available online at
<http://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.
*/
/*! \file simplecashflow.hpp
\brief Predetermined cash flow
*/
#ifndef quantlib_simple_cash_flow_hpp
#define quantlib_simple_cash_flow_hpp
#include <ql/cashflow.hpp>
namespace QuantLib {
//! Predetermined cash flow
/*! This cash flow pays a predetermined amount at a given date. */
class SimpleCashFlow : public CashFlow {
public:
SimpleCashFlow(Real amount,
const Date& date);
//! \name Event interface
//@{
Date date() const { return date_; }
//@}
//! \name CashFlow interface
//@{
Real amount() const { return amount_; }
//@}
//! \name Visitability
//@{
virtual void accept(AcyclicVisitor&);
//@}
private:
Real amount_;
Date date_;
};
//! Bond redemption
/*! This class specializes SimpleCashFlow so that visitors
can perform more detailed cash-flow analysis.
*/
class Redemption : public SimpleCashFlow {
public:
Redemption(Real amount,
const Date& date)
: SimpleCashFlow(amount, date) {}
//! \name Visitability
//@{
virtual void accept(AcyclicVisitor&);
//@}
};
//! Amortizing payment
/*! This class specializes SimpleCashFlow so that visitors
can perform more detailed cash-flow analysis.
*/
class AmortizingPayment : public SimpleCashFlow {
public:
AmortizingPayment(Real amount,
const Date& date)
: SimpleCashFlow(amount, date) {}
//! \name Visitability
//@{
virtual void accept(AcyclicVisitor&);
//@}
};
// inline definitions
inline void SimpleCashFlow::accept(AcyclicVisitor& v) {
Visitor<SimpleCashFlow>* v1 =
dynamic_cast<Visitor<SimpleCashFlow>*>(&v);
if (v1 != 0)
v1->visit(*this);
else
CashFlow::accept(v);
}
inline void Redemption::accept(AcyclicVisitor& v) {
Visitor<Redemption>* v1 =
dynamic_cast<Visitor<Redemption>*>(&v);
if (v1 != 0)
v1->visit(*this);
else
SimpleCashFlow::accept(v);
}
inline void AmortizingPayment::accept(AcyclicVisitor& v) {
Visitor<AmortizingPayment>* v1 =
dynamic_cast<Visitor<AmortizingPayment>*>(&v);
if (v1 != 0)
v1->visit(*this);
else
SimpleCashFlow::accept(v);
}
}
#endif
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