/src/quantlib/ql/quotes/simplequote.hpp
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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 | | |
30 | | namespace 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 | | RelinkableHandle<Quote> makeQuoteHandle(Real value); |
52 | | |
53 | | |
54 | | // inline definitions |
55 | | |
56 | 0 | inline RelinkableHandle<Quote> makeQuoteHandle(Real value) { |
57 | 0 | return RelinkableHandle<Quote>(ext::make_shared<SimpleQuote>(value)); |
58 | 0 | } |
59 | | |
60 | | inline SimpleQuote::SimpleQuote(Real value) |
61 | 4.03k | : value_(value) {} |
62 | | |
63 | 0 | inline Real SimpleQuote::value() const { |
64 | 0 | QL_ENSURE(isValid(), "invalid SimpleQuote"); |
65 | 0 | return value_; |
66 | 0 | } |
67 | | |
68 | 0 | inline bool SimpleQuote::isValid() const { |
69 | 0 | return value_!=Null<Real>(); |
70 | 0 | } |
71 | | |
72 | 2.07M | inline Real SimpleQuote::setValue(Real value) { |
73 | 2.07M | Real diff = value-value_; |
74 | 2.07M | if (diff != 0.0) { |
75 | 824k | value_ = value; |
76 | 824k | notifyObservers(); |
77 | 824k | } |
78 | 2.07M | return diff; |
79 | 2.07M | } |
80 | | |
81 | 0 | inline void SimpleQuote::reset() { |
82 | 0 | setValue(Null<Real>()); |
83 | 0 | } |
84 | | |
85 | | } |
86 | | |
87 | | #endif |