CompositeQuote (3) - Linux Manuals

CompositeQuote: market element whose value depends on two other market element

NAME

QuantLib::CompositeQuote - market element whose value depends on two other market element

SYNOPSIS

#include <ql/quotes/compositequote.hpp>

Inherits QuantLib::Quote, and QuantLib::Observer.

Public Member Functions

CompositeQuote (const Handle< Quote > &element1, const Handle< Quote > &element2, const BinaryFunction &f)

Quote interface

Real value () const
returns the current value
bool isValid () const
returns true if the Quote holds a valid value

Observer interface

void update ()

Detailed Description

template<class BinaryFunction> class QuantLib::CompositeQuote< BinaryFunction >

market element whose value depends on two other market element

Tests

the correctness of the returned values is tested by checking them against numerical calculations.

Member Function Documentation

void update () [virtual]

This method must be implemented in derived classes. An instance of Observer does not call this method directly: instead, it will be called by the observables the instance registered with when they need to notify any changes.

Implements Observer.

Author

Generated automatically by Doxygen for QuantLib from the source code.