LazyObject Class Reference

Framework for calculation on demand and result caching. More...

#include <ql/patterns/lazyobject.hpp>

Inheritance diagram for LazyObject:

Public Member Functions
Observer interface
void	update ()
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 ()

Calculations
These methods do not modify the structure of the object and are therefore declared as const. Data members which will be calculated on demand need to be declared as mutable.
bool	calculated_
bool	frozen_
bool	alwaysForward_
void	recalculate ()
void	freeze ()
void	unfreeze ()
void	alwaysForwardNotifications ()
virtual void	calculate () const
virtual void	performCalculations () const =0

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

Framework for calculation on demand and result caching.

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.

Reimplemented in PiecewiseYieldCurve< Traits, Interpolator, Bootstrap >, FlatForward, FittedBondDiscountCurve, CmsMarket, StrippedOptionletAdapter, CapFloorTermVolSurface, CapFloorTermVolCurve, PiecewiseZeroInflationCurve< Interpolator, Bootstrap, Traits >, PiecewiseYoYInflationCurve< Interpolator, Bootstrap, Traits >, PiecewiseDefaultCurve< Traits, Interpolator, Bootstrap >, and ForwardSwapQuote.

recalculate()

void recalculate

(

)

This method force the recalculation of any results which would otherwise be cached. It is not declared as const since it needs to call the non-const notifyObservers method.

Note

Explicit invocation of this method is not necessary if the object registered itself as observer with the structures on which such results depend. It is strongly advised to follow this policy when possible.

freeze()

void freeze

(

)

This method constrains the object to return the presently cached results on successive invocations, even if arguments upon which they depend should change.

unfreeze()

void unfreeze

(

)

This method reverts the effect of the freeze method, thus re-enabling recalculations.

alwaysForwardNotifications()

void alwaysForwardNotifications

(

)

This method causes the object to forward all notifications, even when not calculated. The default behavior is to forward the first notification received, and discard the others until recalculated; the rationale is that observers were already notified, and don't need further notification until they recalculate, at which point this object would be recalculated too. After recalculation, this object would again forward the first notification received.

Warning:

Forwarding all notifications will cause a performance hit, and should be used only when discarding notifications cause an incorrect behavior.

calculate()

void calculate ( ) const

protectedvirtual

This method performs all needed calculations by calling the performCalculations method.

Warning:

Objects cache the results of the previous calculation. Such results will be returned upon later invocations of calculate. When the results depend on arguments which could change between invocations, the lazy object must register itself as observer of such objects for the calculations to be performed again when they change.

Warning:

Should this method be redefined in derived classes, LazyObject::calculate() should be called in the overriding method.

Reimplemented in Instrument.

performCalculations()

virtual void performCalculations ( ) const

protectedpure virtual

This method must implement any calculations which must be (re)done in order to calculate the desired results.

Implemented in SwaptionVolatilityMatrix, SwaptionVolatilityCube, StrippedOptionletAdapter, OptionletStripper2, OptionletStripper1, AndreasenHugeVolatilityInterpl, CapFloorTermVolSurface, CapFloorTermVolCurve, ImpliedStdDevQuote, ForwardSwapQuote, EurodollarFuturesImpliedStdDevQuote, MarkovFunctional, Gsr, Gaussian1dModel, HestonModelHelper, BlackCalibrationHelper, Stock, ForwardRateAgreement, Forward, FixedRateBondForward, CompositeInstrument, Instrument, AbcdAtmVolCurve, HestonSLVMCModel, RiskyBond, RandomLM< derivedRandomLM, copulaPolicy, USNG >, ConvertibleBond, EnergyVanillaSwap, EnergyFuture, and EnergyBasisSwap.