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

/*

 Copyright (C) 2007 Ferdinando Ametrano

 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

 <https://www.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 quote.hpp

    \brief purely virtual base class for market observables

*/

#ifndef quantlib_quote_hpp

#define quantlib_quote_hpp

#include <ql/handle.hpp>

#include <ql/errors.hpp>

#include <ql/utilities/null.hpp>

#include <variant>

namespace QuantLib {

    //! purely virtual base class for market observables

    /*! \test the observability of class instances is tested.

     */

    class Quote : public virtual Observable {

      public:

        ~Quote() override = default;

        //! returns the current value

        virtual Real value() const = 0;

        //! returns true if the Quote holds a valid value

        virtual bool isValid() const = 0;

    };

    Handle<Quote> handleFromVariant(const std::variant<Real, Handle<Quote>>& value);

}

#endif