/* -*- mode: c++; tab-width: 4; indent-tabs-mode: nil; c-basic-offset: 4 -*- */

/*

 Copyright (C) 2008 Ferdinando Ametrano

 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 lastfixingquote.hpp

    \brief quote for the last fixing available for a given index

*/

#ifndef quantlib_last_fixing_quote_hpp

#define quantlib_last_fixing_quote_hpp

#include <ql/quote.hpp>

#include <ql/index.hpp>

#include <ql/patterns/observable.hpp>

namespace QuantLib {

    //! Quote adapter for the last fixing available of a given Index

    class LastFixingQuote : public Quote,

                            public Observer {

      public:

        LastFixingQuote(ext::shared_ptr<Index> index);

        //! \name Quote interface

        //@{

        Real value() const override;

        bool isValid() const override;

        //@}

        //! \name Observer interface

        //@{

        void update() override { notifyObservers(); }

        //@}

        //! \name LastFixingQuote interface

        //@{

        const ext::shared_ptr<Index>& index() const { return index_; }

        Date referenceDate() const; 

        //@}

      protected:

        ext::shared_ptr<Index> index_;

    };

}

#endif