1
2
3
4
5
6
7
8
9
10
11
12
13
14
15
16
17
18
19
20
21
22
23
24
25
26
27
28
29
30
31
32
33
34
35
36
37
38
39
40
41
42
43
44
45
46
47
48
49
50
51
52
53
54
55
56
57
58
59
60
61
62
63
64
65
66
67
68
69
70
71
72
73
74
75
76
77
78
79
80
81
82
83
84
85
86
87
88
89
90
91
92
93
94
95
96
97
98
99
100
101
102
103
104
105
106
107
108
109
110
111
112
113
114
115
116
117
118
119
120
121
122
123
124
125
126
127
128
129
130
|
<!DOCTYPE HTML PUBLIC "-//W3C//DTD HTML 4.01 Transitional//EN">
<html>
<head>
<meta http-equiv="Content-Type" content="text/html;charset=UTF-8">
<meta name="robots" content="none">
<title>QuantLib: ForwardValueQuote Class Reference</title>
<link rel="stylesheet" href="quantlib.css" type="text/css">
<link rel="stylesheet" href="print.css" type="text/css" media="print">
<link rel="shortcut icon" href="favicon.ico" type="image/x-icon">
<link rel="icon" href="favicon.ico" type="image/x-icon">
</head>
<body>
<div id="container">
<div id="header">
<img class="titleimage"
src="QL-title.jpg" width="212" height="47" border="0"
alt="QuantLib">
<br>
<h3 class="subtitle">A free/open-source library for quantitative finance</h3>
</div>
<div id="menu">
<h3 class="navbartitle">Version 0.9.0</h3>
<hr>
<h3 class="navbartitle">Getting started</h3>
<ul class="navbarlist">
<li class="navlink"><a href="index.html">Introduction</a></li>
<li class="navlink"><a href="overview.html">Project overview</a></li>
<li class="navlink"><a href="where.html">Where to get QuantLib</a></li>
<li class="navlink"><a href="install.html">Installation</a></li>
<li class="navlink"><a href="config.html">Configuration</a></li>
<li class="navlink"><a href="usage.html">Usage</a></li>
<li class="navlink"><a href="history.html">Version history</a></li>
<li class="navlink"><a href="resources.html">Additional resources</a></li>
<li class="navlink"><a href="group.html">The QuantLib group</a></li>
<li class="navlink"><a href="license.html">Copyright and license</a></li>
</ul>
<hr>
<h3 class="navbartitle">Reference manual</h3>
<ul class="navbarlist">
<li class="navlink"><a href="modules.html">Modules</a></li>
<li class="navlink"><a href="hierarchy.html">Class Hierarchy</a></li>
<li class="navlink"><a href="annotated.html">Compound List</a></li>
<li class="navlink"><a href="files.html">File List</a></li>
<li class="navlink"><a href="functions.html">Compound Members</a></li>
<li class="navlink"><a href="globals.html">File Members</a></li>
<li class="navlink"><a href="bug.html">Known Bugs</a></li>
<li class="navlink"><a href="caveats.html">Caveats</a></li>
<li class="navlink"><a href="test.html">Test Suite</a></li>
<li class="navlink"><a href="examples.html">Examples</a></li>
</ul>
</div>
<div id="content">
<!--Doxygen-generated content-->
<!-- Generated by Doxygen 1.5.4 -->
<div class="nav">
<a class="el" href="namespace_quant_lib.html">QuantLib</a>::<a class="el" href="class_quant_lib_1_1_forward_value_quote.html">ForwardValueQuote</a></div>
<h1>ForwardValueQuote Class Reference</h1><!-- doxytag: class="QuantLib::ForwardValueQuote" --><!-- doxytag: inherits="QuantLib::Quote,QuantLib::Observer" --><code>#include <ql/quotes/forwardvaluequote.hpp></code>
<p>
<div class="dynheader">
Inheritance diagram for ForwardValueQuote:</div>
<div class="dynsection">
<p><center><img src="class_quant_lib_1_1_forward_value_quote__inherit__graph.png" border="0" usemap="#_forward_value_quote__inherit__map" alt="Inheritance graph"></center>
<map name="_forward_value_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_observer.html" title="Object that gets notified when a given observable changes." alt="" coords="91,7,171,33"></map>
<center><font size="2">[<a href="graph_legend.html">legend</a>]</font></center></div>
<p>
<a href="class_quant_lib_1_1_forward_value_quote-members.html">List of all members.</a><hr><a name="_details"></a><h2>Detailed Description</h2>
quote for the forward value of an index <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="36b857d390696e8bee79ff5a610a1b0e"></a><!-- doxytag: member="QuantLib::ForwardValueQuote::ForwardValueQuote" ref="36b857d390696e8bee79ff5a610a1b0e" args="(const boost::shared_ptr< Index > &index, const Date &fixingDate)" -->
</td><td class="memItemRight" valign="bottom"><b>ForwardValueQuote</b> (const boost::shared_ptr< <a class="el" href="class_quant_lib_1_1_index.html">Index</a> > &index, const <a class="el" href="class_quant_lib_1_1_date.html">Date</a> &fixingDate)</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_value_quote.html#c5c54df7ed3b930268c8d7752c101725">update</a> ()</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::ForwardValueQuote::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_value_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::ForwardValueQuote::isValid" ref="ac1b70a2ed67ead038c4d3f5ac4d8a81" args="() const " -->
bool </td><td class="memItemRight" valign="bottom"><a class="el" href="class_quant_lib_1_1_forward_value_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>
</table>
<hr><h2>Member Function Documentation</h2>
<a class="anchor" name="c5c54df7ed3b930268c8d7752c101725"></a><!-- doxytag: member="QuantLib::ForwardValueQuote::update" ref="c5c54df7ed3b930268c8d7752c101725" args="()" -->
<div class="memitem">
<div class="memproto">
<table class="memname">
<tr>
<td class="memname">void update </td>
<td>(</td>
<td class="paramname"> </td>
<td> ) </td>
<td width="100%"><code> [virtual]</code></td>
</tr>
</table>
</div>
<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>Implements <a class="el" href="class_quant_lib_1_1_observer.html#99b02345a8a15d3c5ea2844a2253f510">Observer</a>.</p>
</div>
</div><p>
</div>
<div class="footer">
<div class="endmatter">
Documentation generated by
<a href="http://www.doxygen.org">Doxygen</a> 1.5.4
</div>
</div>
</div>
</body>
</html>
|
