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

/*

 Copyright (C) 2000, 2001, 2002, 2003 RiskMap 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 stock.hpp

    \brief concrete stock class

*/

#ifndef quantlib_stock_hpp

#define quantlib_stock_hpp

#include <ql/instrument.hpp>

#include <ql/quote.hpp>

namespace QuantLib {

    //! Simple stock class

    /*! \ingroup instruments */

    class Stock : public Instrument {

      public:

        Stock(Handle<Quote> quote);

        bool isExpired() const override { return false; }

      protected:

        void performCalculations() const override;

      private:

        Handle<Quote> quote_;

    };

}

#endif