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<title>QuantLib: CompositeInstrument Class Reference</title>
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<h3 class="subtitle">A free/open-source library for quantitative finance</h3>
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<a class="el" href="namespace_quant_lib.html">QuantLib</a>::<a class="el" href="class_quant_lib_1_1_composite_instrument.html">CompositeInstrument</a></div>
<h1>CompositeInstrument Class Reference<br>
<small>
[<a class="el" href="group__instruments.html">Financial instruments</a>]</small>
</h1><!-- doxytag: class="QuantLib::CompositeInstrument" --><!-- doxytag: inherits="QuantLib::Instrument" --><code>#include <ql/instruments/compositeinstrument.hpp></code>
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Inheritance diagram for CompositeInstrument:</div>
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<p><center><img src="class_quant_lib_1_1_composite_instrument__inherit__graph.png" border="0" usemap="#_composite_instrument__inherit__map" alt="Inheritance graph"></center>
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<area shape="rect" href="class_quant_lib_1_1_instrument.html" title="Abstract instrument class." alt="" coords="40,7,133,33"></map>
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<p>
<a href="class_quant_lib_1_1_composite_instrument-members.html">List of all members.</a><hr><a name="_details"></a><h2>Detailed Description</h2>
Composite instrument
<p>
This instrument is an aggregate of other instruments. Its NPV is the sum of the NPVs of its components, each possibly multiplied by a given factor.<p>
<b>Example: </b> <a class="el" href="_replication_8cpp-example.html">static replication of a down-and-out barrier option </a><p>
<dl compact><dt><b><a class="el" href="caveats.html#_caveats000040">Warning:</a></b></dt><dd>Methods that drive the calculation directly (such as <a class="el" href="class_quant_lib_1_1_lazy_object.html#467a786be42a2165aa15a26709674547">recalculate()</a>, <a class="el" href="class_quant_lib_1_1_lazy_object.html#bd8698b462ce90fe56b15ce7a0192d3e">freeze()</a> and others) might not work correctly.</dd></dl>
<dl compact><dt><b>Examples: </b></dt><dd>
<p>
<a class="el" href="_replication_8cpp-example.html#_a18">Replication.cpp</a>.</dl><table border="0" cellpadding="0" cellspacing="0">
<tr><td></td></tr>
<tr><td colspan="2"><br><h2>Instrument interface</h2></td></tr>
<tr><td class="memItemLeft" nowrap align="right" valign="top"><a class="anchor" name="274c03751addc5c2ea63cc23d14a0bfe"></a><!-- doxytag: member="QuantLib::CompositeInstrument::isExpired" ref="274c03751addc5c2ea63cc23d14a0bfe" args="() const " -->
bool </td><td class="memItemRight" valign="bottom"><a class="el" href="class_quant_lib_1_1_composite_instrument.html#274c03751addc5c2ea63cc23d14a0bfe">isExpired</a> () const </td></tr>
<tr><td class="mdescLeft"> </td><td class="mdescRight">returns whether the instrument is still tradable. <br></td></tr>
<tr><td class="memItemLeft" nowrap align="right" valign="top">void </td><td class="memItemRight" valign="bottom"><a class="el" href="class_quant_lib_1_1_composite_instrument.html#02b90bbfee3ee29627939544fb59ec93">performCalculations</a> () const </td></tr>
<tr><td colspan="2"><br><h2>Public Member Functions</h2></td></tr>
<tr><td class="memItemLeft" nowrap align="right" valign="top"><a class="anchor" name="6c2e5140cb8d3d49eb526feba0d0fda0"></a><!-- doxytag: member="QuantLib::CompositeInstrument::add" ref="6c2e5140cb8d3d49eb526feba0d0fda0" args="(const boost::shared_ptr< Instrument > &instrument, Real multiplier=1.0)" -->
void </td><td class="memItemRight" valign="bottom"><a class="el" href="class_quant_lib_1_1_composite_instrument.html#6c2e5140cb8d3d49eb526feba0d0fda0">add</a> (const boost::shared_ptr< <a class="el" href="class_quant_lib_1_1_instrument.html">Instrument</a> > &instrument, <a class="el" href="group__types.html#g4bdf4bfe76b9ffa6fa64c47d8bfa0c78">Real</a> multiplier=1.0)</td></tr>
<tr><td class="mdescLeft"> </td><td class="mdescRight">adds an instrument to the composite <br></td></tr>
<tr><td class="memItemLeft" nowrap align="right" valign="top"><a class="anchor" name="f781618b4ac4bee06da95a7c8b2ee662"></a><!-- doxytag: member="QuantLib::CompositeInstrument::subtract" ref="f781618b4ac4bee06da95a7c8b2ee662" args="(const boost::shared_ptr< Instrument > &instrument, Real multiplier=1.0)" -->
void </td><td class="memItemRight" valign="bottom"><a class="el" href="class_quant_lib_1_1_composite_instrument.html#f781618b4ac4bee06da95a7c8b2ee662">subtract</a> (const boost::shared_ptr< <a class="el" href="class_quant_lib_1_1_instrument.html">Instrument</a> > &instrument, <a class="el" href="group__types.html#g4bdf4bfe76b9ffa6fa64c47d8bfa0c78">Real</a> multiplier=1.0)</td></tr>
<tr><td class="mdescLeft"> </td><td class="mdescRight">shorts an instrument from the composite <br></td></tr>
</table>
<hr><h2>Member Function Documentation</h2>
<a class="anchor" name="02b90bbfee3ee29627939544fb59ec93"></a><!-- doxytag: member="QuantLib::CompositeInstrument::performCalculations" ref="02b90bbfee3ee29627939544fb59ec93" args="() const " -->
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<td class="memname">void performCalculations </td>
<td>(</td>
<td class="paramname"> </td>
<td> ) </td>
<td width="100%"> const<code> [protected, virtual]</code></td>
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<p>
In case a pricing engine is <b>not</b> used, this method must be overridden to perform the actual calculations and set any needed results. In case a pricing engine is used, the default implementation can be used.
<p>Reimplemented from <a class="el" href="class_quant_lib_1_1_instrument.html#02b90bbfee3ee29627939544fb59ec93">Instrument</a>.</p>
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