Instrument Class Reference

#include <instrument.hpp>

Inheritance diagram for Instrument:

Inheritance graph
[legend]
List of all members.

Detailed Description

Abstract instrument class.

This class is purely abstract and defines the interface of concrete instruments which will be derived from this one.


Public Member Functions

 Instrument (const std::string &isinCode="", const std::string &description="")
Inspectors
std::string isinCode () const
 returns the ISIN code of the instrument, when given.

std::string description () const
 returns a brief textual description of the instrument.

double NPV () const
 returns the net present value of the instrument.

bool isExpired () const
 returns whether the instrument is still tradable.


Protected Attributes

Results
The value of these attributes must be set in the body of the performCalculations method.

double NPV_
bool isExpired_


The documentation for this class was generated from the following file:

QuantLib.org
QuantLib
Hosted by
SourceForge.net Logo
Documentation generated by
doxygen