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<title>QuantLib: ForwardSwapQuote 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_forward_swap_quote.html">ForwardSwapQuote</a></div>
<h1>ForwardSwapQuote Class Reference</h1><!-- doxytag: class="QuantLib::ForwardSwapQuote" --><!-- doxytag: inherits="QuantLib::Quote,QuantLib::LazyObject" --><code>#include <ql/quotes/forwardswapquote.hpp></code>
<p>
<div class="dynheader">
Inheritance diagram for ForwardSwapQuote:</div>
<div class="dynsection">
<p><center><img src="class_quant_lib_1_1_forward_swap_quote__inherit__graph.png" border="0" usemap="#_forward_swap_quote__inherit__map" alt="Inheritance graph"></center>
<map name="_forward_swap_quote__inherit__map">
<area shape="rect" href="class_quant_lib_1_1_quote.html" title="purely virtual base class for market observables" alt="" coords="5,7,67,33"><area shape="rect" href="class_quant_lib_1_1_lazy_object.html" title="Framework for calculation on demand and result caching." alt="" coords="91,7,184,33"></map>
<center><font size="2">[<a href="graph_legend.html">legend</a>]</font></center></div>
<p>
<a href="class_quant_lib_1_1_forward_swap_quote-members.html">List of all members.</a><hr><a name="_details"></a><h2>Detailed Description</h2>
<a class="el" href="class_quant_lib_1_1_quote.html" title="purely virtual base class for market observables">Quote</a> for a forward starting swap. <table border="0" cellpadding="0" cellspacing="0">
<tr><td></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="2554b9dd0051ff3515a9960c1dcac0f9"></a><!-- doxytag: member="QuantLib::ForwardSwapQuote::ForwardSwapQuote" ref="2554b9dd0051ff3515a9960c1dcac0f9" args="(const boost::shared_ptr< SwapIndex > &swapIndex, const Handle< Quote > &spread, const Period &fwdStart)" -->
</td><td class="memItemRight" valign="bottom"><b>ForwardSwapQuote</b> (const boost::shared_ptr< <a class="el" href="class_quant_lib_1_1_swap_index.html">SwapIndex</a> > &swapIndex, const <a class="el" href="class_quant_lib_1_1_handle.html">Handle</a>< <a class="el" href="class_quant_lib_1_1_quote.html">Quote</a> > &spread, const <a class="el" href="class_quant_lib_1_1_period.html">Period</a> &fwdStart)</td></tr>
<tr><td class="memItemLeft" nowrap align="right" valign="top"><a class="anchor" name="564ae9e6cc9c76d2d63daaf7395b7d6c"></a><!-- doxytag: member="QuantLib::ForwardSwapQuote::valueDate" ref="564ae9e6cc9c76d2d63daaf7395b7d6c" args="() const " -->
const <a class="el" href="class_quant_lib_1_1_date.html">Date</a> & </td><td class="memItemRight" valign="bottom"><b>valueDate</b> () const </td></tr>
<tr><td class="memItemLeft" nowrap align="right" valign="top"><a class="anchor" name="31cb634ae3717b7740c373fd6c34f1d1"></a><!-- doxytag: member="QuantLib::ForwardSwapQuote::startDate" ref="31cb634ae3717b7740c373fd6c34f1d1" args="() const " -->
const <a class="el" href="class_quant_lib_1_1_date.html">Date</a> & </td><td class="memItemRight" valign="bottom"><b>startDate</b> () const </td></tr>
<tr><td class="memItemLeft" nowrap align="right" valign="top"><a class="anchor" name="ee260a08ccb6428c19b51ac1042641df"></a><!-- doxytag: member="QuantLib::ForwardSwapQuote::fixingDate" ref="ee260a08ccb6428c19b51ac1042641df" args="() const " -->
const <a class="el" href="class_quant_lib_1_1_date.html">Date</a> & </td><td class="memItemRight" valign="bottom"><b>fixingDate</b> () const </td></tr>
<tr><td colspan="2"><div class="groupHeader">Quote interface</div></td></tr>
<tr><td class="memItemLeft" nowrap align="right" valign="top"><a class="anchor" name="b7f31cfaca49d25079e464ca462d691c"></a><!-- doxytag: member="QuantLib::ForwardSwapQuote::value" ref="b7f31cfaca49d25079e464ca462d691c" args="() const " -->
<a class="el" href="group__types.html#g4bdf4bfe76b9ffa6fa64c47d8bfa0c78">Real</a> </td><td class="memItemRight" valign="bottom"><a class="el" href="class_quant_lib_1_1_forward_swap_quote.html#b7f31cfaca49d25079e464ca462d691c">value</a> () const </td></tr>
<tr><td class="mdescLeft"> </td><td class="mdescRight">returns the current value <br></td></tr>
<tr><td class="memItemLeft" nowrap align="right" valign="top"><a class="anchor" name="ac1b70a2ed67ead038c4d3f5ac4d8a81"></a><!-- doxytag: member="QuantLib::ForwardSwapQuote::isValid" ref="ac1b70a2ed67ead038c4d3f5ac4d8a81" args="() const " -->
bool </td><td class="memItemRight" valign="bottom"><a class="el" href="class_quant_lib_1_1_forward_swap_quote.html#ac1b70a2ed67ead038c4d3f5ac4d8a81">isValid</a> () const </td></tr>
<tr><td class="mdescLeft"> </td><td class="mdescRight">returns true if the <a class="el" href="class_quant_lib_1_1_quote.html" title="purely virtual base class for market observables">Quote</a> holds a valid value <br></td></tr>
<tr><td colspan="2"><div class="groupHeader">Observer interface</div></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_forward_swap_quote.html#c5c54df7ed3b930268c8d7752c101725">update</a> ()</td></tr>
<tr><td colspan="2"><br><h2>Protected Member Functions</h2></td></tr>
<tr><td class="memItemLeft" nowrap align="right" valign="top"><a class="anchor" name="5b508edbd7d439284c55178fd681adb0"></a><!-- doxytag: member="QuantLib::ForwardSwapQuote::initializeDates" ref="5b508edbd7d439284c55178fd681adb0" args="()" -->
void </td><td class="memItemRight" valign="bottom"><b>initializeDates</b> ()</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_forward_swap_quote.html#02b90bbfee3ee29627939544fb59ec93">performCalculations</a> () const </td></tr>
<tr><td colspan="2"><br><h2>Protected Attributes</h2></td></tr>
<tr><td class="memItemLeft" nowrap align="right" valign="top"><a class="anchor" name="3a0b946fc98b025f246b77d6c2751f41"></a><!-- doxytag: member="QuantLib::ForwardSwapQuote::swapIndex_" ref="3a0b946fc98b025f246b77d6c2751f41" args="" -->
boost::shared_ptr< <a class="el" href="class_quant_lib_1_1_swap_index.html">SwapIndex</a> > </td><td class="memItemRight" valign="bottom"><b>swapIndex_</b></td></tr>
<tr><td class="memItemLeft" nowrap align="right" valign="top"><a class="anchor" name="5caa3200880208842845075caebdb6e1"></a><!-- doxytag: member="QuantLib::ForwardSwapQuote::spread_" ref="5caa3200880208842845075caebdb6e1" args="" -->
<a class="el" href="class_quant_lib_1_1_handle.html">Handle</a>< <a class="el" href="class_quant_lib_1_1_quote.html">Quote</a> > </td><td class="memItemRight" valign="bottom"><b>spread_</b></td></tr>
<tr><td class="memItemLeft" nowrap align="right" valign="top"><a class="anchor" name="210177f5ff56e9dd35422f0b0c83bae7"></a><!-- doxytag: member="QuantLib::ForwardSwapQuote::fwdStart_" ref="210177f5ff56e9dd35422f0b0c83bae7" args="" -->
<a class="el" href="class_quant_lib_1_1_period.html">Period</a> </td><td class="memItemRight" valign="bottom"><b>fwdStart_</b></td></tr>
<tr><td class="memItemLeft" nowrap align="right" valign="top"><a class="anchor" name="ab7be0a2ef3486101fe70ac7ba229d17"></a><!-- doxytag: member="QuantLib::ForwardSwapQuote::evaluationDate_" ref="ab7be0a2ef3486101fe70ac7ba229d17" args="" -->
<a class="el" href="class_quant_lib_1_1_date.html">Date</a> </td><td class="memItemRight" valign="bottom"><b>evaluationDate_</b></td></tr>
<tr><td class="memItemLeft" nowrap align="right" valign="top"><a class="anchor" name="ebe1ee9fe8c4edd97894a5caec6cf370"></a><!-- doxytag: member="QuantLib::ForwardSwapQuote::valueDate_" ref="ebe1ee9fe8c4edd97894a5caec6cf370" args="" -->
<a class="el" href="class_quant_lib_1_1_date.html">Date</a> </td><td class="memItemRight" valign="bottom"><b>valueDate_</b></td></tr>
<tr><td class="memItemLeft" nowrap align="right" valign="top"><a class="anchor" name="c56f0c18a8f1a3337b9f9456958e4611"></a><!-- doxytag: member="QuantLib::ForwardSwapQuote::startDate_" ref="c56f0c18a8f1a3337b9f9456958e4611" args="" -->
<a class="el" href="class_quant_lib_1_1_date.html">Date</a> </td><td class="memItemRight" valign="bottom"><b>startDate_</b></td></tr>
<tr><td class="memItemLeft" nowrap align="right" valign="top"><a class="anchor" name="0f3d454856e688ed07ac415619cd9fda"></a><!-- doxytag: member="QuantLib::ForwardSwapQuote::fixingDate_" ref="0f3d454856e688ed07ac415619cd9fda" args="" -->
<a class="el" href="class_quant_lib_1_1_date.html">Date</a> </td><td class="memItemRight" valign="bottom"><b>fixingDate_</b></td></tr>
<tr><td class="memItemLeft" nowrap align="right" valign="top"><a class="anchor" name="32ea77a274fa82ee6a3adfd66f3a8e6f"></a><!-- doxytag: member="QuantLib::ForwardSwapQuote::swap_" ref="32ea77a274fa82ee6a3adfd66f3a8e6f" args="" -->
boost::shared_ptr< <a class="el" href="class_quant_lib_1_1_vanilla_swap.html">VanillaSwap</a> > </td><td class="memItemRight" valign="bottom"><b>swap_</b></td></tr>
<tr><td class="memItemLeft" nowrap align="right" valign="top"><a class="anchor" name="087ee1198578dd5bffa6aa070d95551d"></a><!-- doxytag: member="QuantLib::ForwardSwapQuote::result_" ref="087ee1198578dd5bffa6aa070d95551d" args="" -->
<a class="el" href="group__types.html#gede435af51236692b1107d7639581d39">Rate</a> </td><td class="memItemRight" valign="bottom"><b>result_</b></td></tr>
</table>
<hr><h2>Member Function Documentation</h2>
<a class="anchor" name="c5c54df7ed3b930268c8d7752c101725"></a><!-- doxytag: member="QuantLib::ForwardSwapQuote::update" ref="c5c54df7ed3b930268c8d7752c101725" args="()" -->
<div class="memitem">
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<td class="memname">void update </td>
<td>(</td>
<td class="paramname"> </td>
<td> ) </td>
<td width="100%"><code> [virtual]</code></td>
</tr>
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<div class="memdoc">
<p>
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.
<p>Reimplemented from <a class="el" href="class_quant_lib_1_1_lazy_object.html#c5c54df7ed3b930268c8d7752c101725">LazyObject</a>.</p>
</div>
</div><p>
<a class="anchor" name="02b90bbfee3ee29627939544fb59ec93"></a><!-- doxytag: member="QuantLib::ForwardSwapQuote::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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<div class="memdoc">
<p>
This method must implement any calculations which must be (re)done in order to calculate the desired results.
<p>Implements <a class="el" href="class_quant_lib_1_1_lazy_object.html#572dbe926524786c64db01e31dba7ab8">LazyObject</a>.</p>
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