QuantLib_Observer (3) - Linux Manuals

QuantLib_Observer: Object that gets notified when a given observable changes.

NAME

QuantLib::Observer - Object that gets notified when a given observable changes.

SYNOPSIS

#include <ql/patterns/observable.hpp>

Inherited by BootstrapHelper< DefaultProbabilityTermStructure >, BootstrapHelper< YieldTermStructure >, BootstrapHelper< YoYInflationTermStructure >, BootstrapHelper< ZeroInflationTermStructure >, GenericEngine< Arguments, Results >, GenericEngine< ArgumentsType, ResultsType >, GenericEngine< BarrierOption::arguments, BarrierOption::results >, GenericEngine< BasketOption::arguments, BasketOption::results >, GenericEngine< Bond::arguments, Bond::results >, GenericEngine< CallableBond::arguments, CallableBond::results >, GenericEngine< CapFloor::arguments, CapFloor::results >, GenericEngine< CliquetOption::arguments, CliquetOption::results >, GenericEngine< ContinuousAveragingAsianOption::arguments, ContinuousAveragingAsianOption::results >, GenericEngine< ContinuousFixedLookbackOption::arguments, ContinuousFixedLookbackOption::results >, GenericEngine< ContinuousFloatingLookbackOption::arguments, ContinuousFloatingLookbackOption::results >, GenericEngine< ConvertibleBond::option::arguments, ConvertibleBond::option::results >, GenericEngine< CreditDefaultSwap::arguments, CreditDefaultSwap::results >, GenericEngine< DiscreteAveragingAsianOption::arguments, DiscreteAveragingAsianOption::results >, GenericEngine< DividendBarrierOption::arguments, DividendBarrierOption::results >, GenericEngine< DividendVanillaOption::arguments, DividendVanillaOption::results >, GenericEngine< EnergyCommodity::arguments, EnergyCommodity::results >, GenericEngine< EverestOption::arguments, EverestOption::results >, GenericEngine< ForwardOptionArguments< VanillaOption::arguments >, VanillaOption::results >, GenericEngine< HimalayaOption::arguments, HimalayaOption::results >, GenericEngine< Instr::arguments, QuantoOptionResults< Instr::results > >, GenericEngine< MultiAssetOption::arguments, MultiAssetOption::results >, GenericEngine< OneAssetOption::arguments, OneAssetOption::results >, GenericEngine< PagodaOption::arguments, PagodaOption::results >, GenericEngine< PathMultiAssetOption::arguments, PathMultiAssetOption::results >, GenericEngine< Swap::arguments, Swap::results >, GenericEngine< Swaption::arguments, Swaption::results >, GenericEngine< SyntheticCDO::arguments, SyntheticCDO::results >, GenericEngine< VanillaOption::arguments, VanillaOption::results >, GenericEngine< VanillaSwap::arguments, VanillaSwap::results >, GenericEngine< VarianceOption::arguments, VarianceOption::results >, GenericEngine< VarianceSwap::arguments, VarianceSwap::results >, BootstrapHelper< TS >, CalibratedModel, CalibrationHelper, Claim, CommodityIndex, CompositeQuote< BinaryFunction >, CotSwapToFwdAdapterFactory, DerivedQuote< UnaryFunction >, FlatVolFactory, FloatingRateCoupon, FloatingRateCouponPricer [virtual], ForwardValueQuote, FuturesConvAdjustmentQuote, FwdToCotSwapAdapterFactory, GenericEngine< ArgumentsType, ResultsType >, Link, InflationIndex, InterestRateIndex, LastFixingQuote, LazyObject [virtual], SmileSection [virtual], StochasticProcess, and TermStructure [virtual].

Public Member Functions

Observer (const Observer &)

Observer & operator= (const Observer &)

void registerWith (const boost::shared_ptr< Observable > &)

void unregisterWith (const boost::shared_ptr< Observable > &)

virtual void update ()=0

Detailed Description

Object that gets notified when a given observable changes.

Member Function Documentation

virtual void update () [pure 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.

Implemented in CappedFlooredCoupon, FloatingRateCouponPricer, DigitalCoupon, FloatingRateCoupon, CommodityIndex, AbcdAtmVolCurve, ExtendedBlackVarianceCurve, ExtendedBlackVarianceSurface, SabrVolSurface, InflationIndex, InterestRateIndex, Claim, ExtendedDiscountCurve, CalibrationHelper, CalibratedModel, LazyObject, GenericEngine< ArgumentsType, ResultsType >, LatticeShortRateModelEngine< Arguments, Results >, AnalyticHestonHullWhiteEngine, GeneralizedBlackScholesProcess, HybridHestonHullWhiteProcess, CompositeQuote< BinaryFunction >, DerivedQuote< UnaryFunction >, ForwardSwapQuote, ForwardValueQuote, FuturesConvAdjustmentQuote, LastFixingQuote, StochasticProcess, TermStructure, BootstrapHelper< TS >, PiecewiseDefaultCurve< Traits, Interpolator, Bootstrap >, PiecewiseYoYInflationCurve< Interpolator, Bootstrap, Traits >, PiecewiseZeroInflationCurve< Interpolator, Bootstrap, Traits >, CapFloorTermVolCurve, CapFloorTermVolSurface, StrippedOptionletAdapter, SmileSection, CmsMarket, FittedBondDiscountCurve, FlatForward, PiecewiseYieldCurve< Traits, Interpolator, Bootstrap >, PiecewiseZeroSpreadedTermStructure, RelativeDateRateHelper, GenericEngine< ContinuousFixedLookbackOption::arguments, ContinuousFixedLookbackOption::results >, GenericEngine< DividendBarrierOption::arguments, DividendBarrierOption::results >, GenericEngine< DiscreteAveragingAsianOption::arguments, DiscreteAveragingAsianOption::results >, GenericEngine< VarianceOption::arguments, VarianceOption::results >, GenericEngine< CallableBond::arguments, CallableBond::results >, GenericEngine< Swap::arguments, Swap::results >, GenericEngine< Bond::arguments, Bond::results >, GenericEngine< EnergyCommodity::arguments, EnergyCommodity::results >, GenericEngine< Arguments, Results >, GenericEngine< Swaption::arguments, Swaption::results >, GenericEngine< CreditDefaultSwap::arguments, CreditDefaultSwap::results >, GenericEngine< VanillaSwap::arguments, VanillaSwap::results >, GenericEngine< CapFloor::arguments, CapFloor::results >, GenericEngine< HimalayaOption::arguments, HimalayaOption::results >, GenericEngine< BasketOption::arguments, BasketOption::results >, GenericEngine< SyntheticCDO::arguments, SyntheticCDO::results >, GenericEngine< CliquetOption::arguments, CliquetOption::results >, GenericEngine< ForwardOptionArguments< VanillaOption::arguments >, VanillaOption::results >, GenericEngine< VanillaOption::arguments, VanillaOption::results >, GenericEngine< OneAssetOption::arguments, OneAssetOption::results >, GenericEngine< VarianceSwap::arguments, VarianceSwap::results >, GenericEngine< PagodaOption::arguments, PagodaOption::results >, GenericEngine< ContinuousFloatingLookbackOption::arguments, ContinuousFloatingLookbackOption::results >, GenericEngine< EverestOption::arguments, EverestOption::results >, GenericEngine< MultiAssetOption::arguments, MultiAssetOption::results >, GenericEngine< ArgumentsType, ResultsType >, GenericEngine< Instr::arguments, QuantoOptionResults< Instr::results > >, GenericEngine< BarrierOption::arguments, BarrierOption::results >, GenericEngine< DividendVanillaOption::arguments, DividendVanillaOption::results >, GenericEngine< ContinuousAveragingAsianOption::arguments, ContinuousAveragingAsianOption::results >, GenericEngine< PathMultiAssetOption::arguments, PathMultiAssetOption::results >, GenericEngine< ConvertibleBond::option::arguments, ConvertibleBond::option::results >, LatticeShortRateModelEngine< CapFloor::arguments, CapFloor::results >, LatticeShortRateModelEngine< Swaption::arguments, Swaption::results >, LatticeShortRateModelEngine< VanillaSwap::arguments, VanillaSwap::results >, LatticeShortRateModelEngine< CallableBond::arguments, CallableBond::results >, BootstrapHelper< YoYInflationTermStructure >, BootstrapHelper< YieldTermStructure >, BootstrapHelper< DefaultProbabilityTermStructure >, and BootstrapHelper< ZeroInflationTermStructure >.

Author

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