QuantLib_CompositeQuote (3) - Linux Manuals

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

Command to display QuantLib_CompositeQuote manual in Linux: $ man 3 QuantLib_CompositeQuote

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

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