

/*
 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 ferdinando@ametrano.net
 The license is also available online at http://quantlib.org/html/license.html

 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

    \fullpath
    ql/Instruments/%stock.hpp
*/

// $Id: stock.hpp,v 1.6.16.1 2002/12/31 18:40:36 nando Exp $

#ifndef quantlib_stock_hpp
#define quantlib_stock_hpp

#include <ql/instrument.hpp>
#include <ql/marketelement.hpp>

namespace QuantLib {

    namespace Instruments {

        //! Simple stock class
        class Stock : public Instrument {
          public:
            Stock(const RelinkableHandle<MarketElement>& quote,
                const std::string& isinCode, const std::string& description);
          protected:
            void performCalculations() const;
          private:
            RelinkableHandle<MarketElement> quote_;
        };

    }

}


#endif
