Coverage Report

Created: 2025-08-05 06:45

/src/quantlib/ql/instruments/callabilityschedule.hpp
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/* -*- mode: c++; tab-width: 4; indent-tabs-mode: nil; c-basic-offset: 4 -*- */
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/*
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 Copyright (C) 2005 Joseph Wang
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 Copyright (C) 2005, 2006 Theo Boafo
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 This file is part of QuantLib, a free-software/open-source library
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 for financial quantitative analysts and developers - http://quantlib.org/
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 QuantLib is free software: you can redistribute it and/or modify it
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 under the terms of the QuantLib license.  You should have received a
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 copy of the license along with this program; if not, please email
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 <quantlib-dev@lists.sf.net>. The license is also available online at
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 <http://quantlib.org/license.shtml>.
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 This program is distributed in the hope that it will be useful, but WITHOUT
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 ANY WARRANTY; without even the implied warranty of MERCHANTABILITY or FITNESS
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 FOR A PARTICULAR PURPOSE.  See the license for more details.
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*/
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/*! \file callabilityschedule.hpp
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    \brief Schedule of put/call dates
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*/
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#ifndef quantlib_callability_schedule_hpp
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#define quantlib_callability_schedule_hpp
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#include <ql/event.hpp>
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#include <ql/instruments/bond.hpp>
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#include <ql/patterns/visitor.hpp>
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#include <ql/utilities/null.hpp>
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#include <ql/shared_ptr.hpp>
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#include <ql/optional.hpp>
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#include <vector>
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namespace QuantLib {
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    //! %instrument callability
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    class Callability : public Event {
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      public:
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        //! type of the callability
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        enum Type { Call, Put };
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        Callability(const Bond::Price& price, Type type, const Date& date)
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        : price_(price), type_(type), date_(date) {}
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        const Bond::Price& price() const {
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            QL_REQUIRE(price_, "no price given");
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            return *price_;
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        }
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        Type type() const { return type_; }
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        //! \name Event interface
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        //@{
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        Date date() const override { return date_; }
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        //@}
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        //! \name Visitability
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        //@{
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        void accept(AcyclicVisitor&) override;
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        //@}
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      private:
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        ext::optional<Bond::Price> price_;
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        Type type_;
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        Date date_;
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    };
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    inline void Callability::accept(AcyclicVisitor& v){
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        auto* v1 = dynamic_cast<Visitor<Callability>*>(&v);
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        if (v1 != nullptr)
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            v1->visit(*this);
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        else
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            Event::accept(v);
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    }
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    typedef std::vector<ext::shared_ptr<Callability> > CallabilitySchedule;
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}
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#endif