/* -*- mode: c++; tab-width: 4; indent-tabs-mode: nil; c-basic-offset: 4 -*- */ /* Copyright (C) 2000, 2001, 2002, 2003 RiskMap srl Copyright (C) 2003, 2004, 2005, 2006, 2007 StatPro Italia 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 . The license is also available online at . 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 cashflow.hpp \brief Base class for cash flows */ #ifndef quantlib_cash_flow_hpp #define quantlib_cash_flow_hpp #include #include #include namespace QuantLib { //! Base class for cash flows /*! This class is purely virtual and acts as a base class for the actual cash flow implementations. */ class CashFlow : public Event { public: virtual ~CashFlow() {} //! \name CashFlow interface //@{ //! returns the amount of the cash flow /*! \note The amount is not discounted, i.e., it is the actual amount paid at the cash flow date. */ virtual Real amount() const = 0; //! \note This is inheirited from the event class virtual Date date() const = 0; //@} //! \name Visitability //@{ virtual void accept(AcyclicVisitor&); //@} }; typedef std::vector > Leg; template <> struct earlier_than : public std::binary_function { bool operator()(const CashFlow& c1, const CashFlow& c2) { if (c1.date()* v1 = dynamic_cast*>(&v); if (v1 != 0) v1->visit(*this); else Event::accept(v); } } #endif