QuantLib_DerivedQuote (3) - Linux Manuals

QuantLib_DerivedQuote: market quote whose value depends on another quote

NAME

QuantLib::DerivedQuote - market quote whose value depends on another quote

SYNOPSIS

#include <ql/quotes/derivedquote.hpp>

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

Public Member Functions

DerivedQuote (const Handle< Quote > &element, const UnaryFunction &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 UnaryFunction> class QuantLib::DerivedQuote< UnaryFunction >

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.