DerivedQuote< UnaryFunction > Class Template Reference

market quote whose value depends on another quote More...

#include <ql/quotes/derivedquote.hpp>

Inheritance diagram for DerivedQuote< UnaryFunction >:

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
Public Member Functions inherited from Observable
	Observable (const Observable &)
Observable &	operator= (const Observable &)
void	notifyObservers ()
Public Member Functions inherited from Observer
	Observer (const Observer &)
Observer &	operator= (const Observer &)
std::pair< iterator, bool >	registerWith (const ext::shared_ptr< Observable > &)
void	registerWithObservables (const ext::shared_ptr< Observer > &)
Size	unregisterWith (const ext::shared_ptr< Observable > &)
void	unregisterWithAll ()
virtual void	deepUpdate ()

Observer interface
void	update ()

Additional Inherited Members
Public Types inherited from Observer
typedef boost::unordered_set< ext::shared_ptr< Observable > >	set_type
typedef set_type::iterator	iterator

Detailed Description

template<class UnaryFunction>
class QuantLib::DerivedQuote< UnaryFunction >

market quote whose value depends on another quote

Tests:

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

Member Function Documentation

update()

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.