1/* -*- mode: c++; tab-width: 4; indent-tabs-mode: nil; c-basic-offset: 4 -*- */
2
3/*
4 Copyright (C) 2007 Ferdinando Ametrano
5 Copyright (C) 2000, 2001, 2002, 2003 RiskMap srl
6
7 This file is part of QuantLib, a free-software/open-source library
8 for financial quantitative analysts and developers - http://quantlib.org/
9
10 QuantLib is free software: you can redistribute it and/or modify it
11 under the terms of the QuantLib license. You should have received a
12 copy of the license along with this program; if not, please email
13 <quantlib-dev@lists.sf.net>. The license is also available online at
14 <http://quantlib.org/license.shtml>.
15
16 This program is distributed in the hope that it will be useful, but WITHOUT
17 ANY WARRANTY; without even the implied warranty of MERCHANTABILITY or FITNESS
18 FOR A PARTICULAR PURPOSE. See the license for more details.
19*/
20
21/*! \file simplequote.hpp
22 \brief simple quote class
23*/
24
25#ifndef quantlib_simple_quote_hpp
26#define quantlib_simple_quote_hpp
27
28#include <ql/quote.hpp>
29
30namespace QuantLib {
31
32 //! market element returning a stored value
33 class SimpleQuote : public Quote {
34 public:
35 SimpleQuote(Real value = Null<Real>());
36 //! \name Quote interface
37 //@{
38 Real value() const override;
39 bool isValid() const override;
40 //@}
41 //! \name Modifiers
42 //@{
43 //! returns the difference between the new value and the old value
44 Real setValue(Real value = Null<Real>());
45 void reset();
46 //@}
47 private:
48 Real value_;
49 };
50
51 // inline definitions
52
53 inline SimpleQuote::SimpleQuote(Real value)
54 : value_(value) {}
55
56 inline Real SimpleQuote::value() const {
57 QL_ENSURE(isValid(), "invalid SimpleQuote");
58 return value_;
59 }
60
61 inline bool SimpleQuote::isValid() const {
62 return value_!=Null<Real>();
63 }
64
65 inline Real SimpleQuote::setValue(Real value) {
66 Real diff = value-value_;
67 if (diff != 0.0) {
68 value_ = value;
69 notifyObservers();
70 }
71 return diff;
72 }
73
74 inline void SimpleQuote::reset() {
75 setValue(Null<Real>());
76 }
77
78}
79
80#endif
81

source code of quantlib/ql/quotes/simplequote.hpp