/* -*- 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
 <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 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
