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<title>QuantLib: Observer 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_observer.html">Observer</a></div>
<h1>Observer Class Reference<br>
<small>
[<a class="el" href="group__patterns.html">Design patterns</a>]</small>
</h1><!-- doxytag: class="QuantLib::Observer" --><code>#include <ql/patterns/observable.hpp></code>
<p>
Inherited by <a class="el" href="class_quant_lib_1_1_bootstrap_helper.html">BootstrapHelper</a>, <a class="el" href="class_quant_lib_1_1_bootstrap_helper.html">BootstrapHelper< QuantLib::YieldTermStructure ></a>, <a class="el" href="class_quant_lib_1_1_bootstrap_helper.html">BootstrapHelper< QuantLib::YoYInflationTermStructure ></a>, <a class="el" href="class_quant_lib_1_1_bootstrap_helper.html">BootstrapHelper< QuantLib::ZeroInflationTermStructure ></a>, <a class="el" href="class_quant_lib_1_1_calibrated_model.html">CalibratedModel</a>, <a class="el" href="class_quant_lib_1_1_calibration_helper.html">CalibrationHelper</a>, <a class="el" href="class_quant_lib_1_1_composite_quote.html">CompositeQuote</a>, CotSwapToFwdAdapterFactory, <a class="el" href="class_quant_lib_1_1_derived_quote.html">DerivedQuote</a>, FlatVolFactory, <a class="el" href="class_quant_lib_1_1_floating_rate_coupon.html">FloatingRateCoupon</a>, <a class="el" href="class_quant_lib_1_1_floating_rate_coupon_pricer.html">FloatingRateCouponPricer</a><code> [virtual]</code>, <a class="el" href="class_quant_lib_1_1_forward_value_quote.html">ForwardValueQuote</a>, <a class="el" href="class_quant_lib_1_1_futures_conv_adjustment_quote.html">FuturesConvAdjustmentQuote</a>, FwdToCotSwapAdapterFactory, <a class="el" href="class_quant_lib_1_1_generic_engine.html">GenericEngine</a>, <a class="el" href="class_quant_lib_1_1_generic_engine.html">GenericEngine< Arguments, Results ></a>, <a class="el" href="class_quant_lib_1_1_generic_engine.html">GenericEngine< BasketOption::arguments, BasketOption::results ></a>, <a class="el" href="class_quant_lib_1_1_generic_engine.html">GenericEngine< Instr::arguments, QuantLib::QuantoOptionResults< Instr::results > ></a>, <a class="el" href="class_quant_lib_1_1_generic_engine.html">GenericEngine< MultiAssetOption::arguments, QuantLib::MultiAssetOption::results ></a>, <a class="el" href="class_quant_lib_1_1_generic_engine.html">GenericEngine< OneAssetOption::arguments, QuantLib::OneAssetOption::results ></a>, <a class="el" href="class_quant_lib_1_1_generic_engine.html">GenericEngine< QuantLib::BarrierOption::arguments, BarrierOption::results ></a>, <a class="el" href="class_quant_lib_1_1_generic_engine.html">GenericEngine< QuantLib::Bond::arguments, QuantLib::Bond::results ></a>, <a class="el" href="class_quant_lib_1_1_generic_engine.html">GenericEngine< QuantLib::CapFloor::arguments, CapFloor::results ></a>, <a class="el" href="class_quant_lib_1_1_generic_engine.html">GenericEngine< QuantLib::CliquetOption::arguments, CliquetOption::results ></a>, <a class="el" href="class_quant_lib_1_1_generic_engine.html">GenericEngine< QuantLib::ContinuousAveragingAsianOption::arguments, ContinuousAveragingAsianOption::results ></a>, <a class="el" href="class_quant_lib_1_1_generic_engine.html">GenericEngine< QuantLib::ContinuousFixedLookbackOption::arguments, ContinuousFixedLookbackOption::results ></a>, <a class="el" href="class_quant_lib_1_1_generic_engine.html">GenericEngine< QuantLib::ContinuousFloatingLookbackOption::arguments, ContinuousFloatingLookbackOption::results ></a>, <a class="el" href="class_quant_lib_1_1_generic_engine.html">GenericEngine< QuantLib::ConvertibleBond::option::arguments, ConvertibleBond::option::results ></a>, <a class="el" href="class_quant_lib_1_1_generic_engine.html">GenericEngine< QuantLib::DiscreteAveragingAsianOption::arguments, DiscreteAveragingAsianOption::results ></a>, <a class="el" href="class_quant_lib_1_1_generic_engine.html">GenericEngine< QuantLib::DividendVanillaOption::arguments, DividendVanillaOption::results ></a>, <a class="el" href="class_quant_lib_1_1_generic_engine.html">GenericEngine< QuantLib::ForwardOptionArguments< VanillaOption::arguments >, VanillaOption::results ></a>, <a class="el" href="class_quant_lib_1_1_generic_engine.html">GenericEngine< QuantLib::Swap::arguments, QuantLib::Swap::results ></a>, <a class="el" href="class_quant_lib_1_1_generic_engine.html">GenericEngine< QuantLib::Swaption::arguments, Swaption::results ></a>, <a class="el" href="class_quant_lib_1_1_generic_engine.html">GenericEngine< QuantLib::VanillaSwap::arguments, QuantLib::VanillaSwap::results ></a>, <a class="el" href="class_quant_lib_1_1_generic_engine.html">GenericEngine< QuantLib::VarianceSwap::arguments, QuantLib::VarianceSwap::results ></a>, <a class="el" href="class_quant_lib_1_1_generic_engine.html">GenericEngine< VanillaOption::arguments, VanillaOption::results ></a>, Handle::Link, <a class="el" href="class_quant_lib_1_1_inflation_index.html">InflationIndex</a>, <a class="el" href="class_quant_lib_1_1_interest_rate_index.html">InterestRateIndex</a>, <a class="el" href="class_quant_lib_1_1_lazy_object.html">LazyObject</a><code> [virtual]</code>, <a class="el" href="class_quant_lib_1_1_smile_section.html">SmileSection</a>, <a class="el" href="class_quant_lib_1_1_stochastic_process.html">StochasticProcess</a>, and <a class="el" href="class_quant_lib_1_1_term_structure.html">TermStructure</a><code> [virtual]</code>.
<p>
<p>
<a href="class_quant_lib_1_1_observer-members.html">List of all members.</a><hr><a name="_details"></a><h2>Detailed Description</h2>
Object that gets notified when a given observable changes.
<p>
<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="f6a9d3ca0b7f388f3b7ccb1eccf11f63"></a><!-- doxytag: member="QuantLib::Observer::Observer" ref="f6a9d3ca0b7f388f3b7ccb1eccf11f63" args="(const Observer &)" -->
</td><td class="memItemRight" valign="bottom"><b>Observer</b> (const <a class="el" href="class_quant_lib_1_1_observer.html">Observer</a> &)</td></tr>
<tr><td class="memItemLeft" nowrap align="right" valign="top"><a class="anchor" name="6810b3645967da11d5f5d4804d37bacc"></a><!-- doxytag: member="QuantLib::Observer::operator=" ref="6810b3645967da11d5f5d4804d37bacc" args="(const Observer &)" -->
<a class="el" href="class_quant_lib_1_1_observer.html">Observer</a> & </td><td class="memItemRight" valign="bottom"><b>operator=</b> (const <a class="el" href="class_quant_lib_1_1_observer.html">Observer</a> &)</td></tr>
<tr><td class="memItemLeft" nowrap align="right" valign="top"><a class="anchor" name="bc71af75ef27234967f3cb1ee9074c4c"></a><!-- doxytag: member="QuantLib::Observer::registerWith" ref="bc71af75ef27234967f3cb1ee9074c4c" args="(const boost::shared_ptr< Observable > &)" -->
void </td><td class="memItemRight" valign="bottom"><b>registerWith</b> (const boost::shared_ptr< <a class="el" href="class_quant_lib_1_1_observable.html">Observable</a> > &)</td></tr>
<tr><td class="memItemLeft" nowrap align="right" valign="top"><a class="anchor" name="730ab5efcc118c0b64bd7b3aab4ccfd1"></a><!-- doxytag: member="QuantLib::Observer::unregisterWith" ref="730ab5efcc118c0b64bd7b3aab4ccfd1" args="(const boost::shared_ptr< Observable > &)" -->
void </td><td class="memItemRight" valign="bottom"><b>unregisterWith</b> (const boost::shared_ptr< <a class="el" href="class_quant_lib_1_1_observable.html">Observable</a> > &)</td></tr>
<tr><td class="memItemLeft" nowrap align="right" valign="top">virtual void </td><td class="memItemRight" valign="bottom"><a class="el" href="class_quant_lib_1_1_observer.html#99b02345a8a15d3c5ea2844a2253f510">update</a> ()=0</td></tr>
</table>
<hr><h2>Member Function Documentation</h2>
<a class="anchor" name="99b02345a8a15d3c5ea2844a2253f510"></a><!-- doxytag: member="QuantLib::Observer::update" ref="99b02345a8a15d3c5ea2844a2253f510" args="()=0" -->
<div class="memitem">
<div class="memproto">
<table class="memname">
<tr>
<td class="memname">virtual void update </td>
<td>(</td>
<td class="paramname"> </td>
<td> ) </td>
<td width="100%"><code> [pure 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>Implemented in <a class="el" href="class_quant_lib_1_1_capped_floored_coupon.html#c5c54df7ed3b930268c8d7752c101725">CappedFlooredCoupon</a>, <a class="el" href="class_quant_lib_1_1_floating_rate_coupon_pricer.html#c5c54df7ed3b930268c8d7752c101725">FloatingRateCouponPricer</a>, <a class="el" href="class_quant_lib_1_1_digital_coupon.html#c5c54df7ed3b930268c8d7752c101725">DigitalCoupon</a>, <a class="el" href="class_quant_lib_1_1_floating_rate_coupon.html#c5c54df7ed3b930268c8d7752c101725">FloatingRateCoupon</a>, <a class="el" href="class_quant_lib_1_1_abcd_atm_vol_curve.html#c5c54df7ed3b930268c8d7752c101725">AbcdAtmVolCurve</a>, <a class="el" href="class_quant_lib_1_1_sabr_vol_surface.html#cd36d7881ea8503d5c5824e7a5ad6c7e">SabrVolSurface</a>, <a class="el" href="class_quant_lib_1_1_inflation_index.html#c5c54df7ed3b930268c8d7752c101725">InflationIndex</a>, <a class="el" href="class_quant_lib_1_1_interest_rate_index.html#c5c54df7ed3b930268c8d7752c101725">InterestRateIndex</a>, <a class="el" href="class_quant_lib_1_1_extended_discount_curve.html#c5c54df7ed3b930268c8d7752c101725">ExtendedDiscountCurve</a>, <a class="el" href="class_quant_lib_1_1_calibration_helper.html#c5c54df7ed3b930268c8d7752c101725">CalibrationHelper</a>, <a class="el" href="class_quant_lib_1_1_calibrated_model.html#c5c54df7ed3b930268c8d7752c101725">CalibratedModel</a>, <a class="el" href="class_quant_lib_1_1_lazy_object.html#c5c54df7ed3b930268c8d7752c101725">LazyObject</a>, <a class="el" href="class_quant_lib_1_1_generic_engine.html#c5c54df7ed3b930268c8d7752c101725">GenericEngine</a>, <a class="el" href="class_quant_lib_1_1_lattice_short_rate_model_engine.html#c5c54df7ed3b930268c8d7752c101725">LatticeShortRateModelEngine</a>, <a class="el" href="class_quant_lib_1_1_analytic_heston_hull_white_engine.html#c5c54df7ed3b930268c8d7752c101725">AnalyticHestonHullWhiteEngine</a>, <a class="el" href="class_quant_lib_1_1_generalized_black_scholes_process.html#c5c54df7ed3b930268c8d7752c101725">GeneralizedBlackScholesProcess</a>, <a class="el" href="class_quant_lib_1_1_hybrid_heston_hull_white_process.html#c5c54df7ed3b930268c8d7752c101725">HybridHestonHullWhiteProcess</a>, <a class="el" href="class_quant_lib_1_1_composite_quote.html#c5c54df7ed3b930268c8d7752c101725">CompositeQuote</a>, <a class="el" href="class_quant_lib_1_1_derived_quote.html#c5c54df7ed3b930268c8d7752c101725">DerivedQuote</a>, <a class="el" href="class_quant_lib_1_1_forward_swap_quote.html#c5c54df7ed3b930268c8d7752c101725">ForwardSwapQuote</a>, <a class="el" href="class_quant_lib_1_1_forward_value_quote.html#c5c54df7ed3b930268c8d7752c101725">ForwardValueQuote</a>, <a class="el" href="class_quant_lib_1_1_futures_conv_adjustment_quote.html#c5c54df7ed3b930268c8d7752c101725">FuturesConvAdjustmentQuote</a>, <a class="el" href="class_quant_lib_1_1_stochastic_process.html#c5c54df7ed3b930268c8d7752c101725">StochasticProcess</a>, <a class="el" href="class_quant_lib_1_1_term_structure.html#c5c54df7ed3b930268c8d7752c101725">TermStructure</a>, <a class="el" href="class_quant_lib_1_1_bootstrap_helper.html#c5c54df7ed3b930268c8d7752c101725">BootstrapHelper</a>, <a class="el" href="class_quant_lib_1_1_piecewise_yo_y_inflation_curve.html#c5c54df7ed3b930268c8d7752c101725">PiecewiseYoYInflationCurve</a>, <a class="el" href="class_quant_lib_1_1_piecewise_zero_inflation_curve.html#c5c54df7ed3b930268c8d7752c101725">PiecewiseZeroInflationCurve</a>, <a class="el" href="class_quant_lib_1_1_cap_floor_term_vol_curve.html#c5c54df7ed3b930268c8d7752c101725">CapFloorTermVolCurve</a>, <a class="el" href="class_quant_lib_1_1_cap_floor_term_vol_surface.html#c5c54df7ed3b930268c8d7752c101725">CapFloorTermVolSurface</a>, <a class="el" href="class_quant_lib_1_1_smile_section.html#cd36d7881ea8503d5c5824e7a5ad6c7e">SmileSection</a>, <a class="el" href="class_quant_lib_1_1_cms_market.html#c5c54df7ed3b930268c8d7752c101725">CmsMarket</a>, <a class="el" href="class_quant_lib_1_1_fitted_bond_discount_curve.html#c5c54df7ed3b930268c8d7752c101725">FittedBondDiscountCurve</a>, <a class="el" href="class_quant_lib_1_1_flat_forward.html#c5c54df7ed3b930268c8d7752c101725">FlatForward</a>, <a class="el" href="class_quant_lib_1_1_piecewise_yield_curve.html#c5c54df7ed3b930268c8d7752c101725">PiecewiseYieldCurve</a>, <a class="el" href="class_quant_lib_1_1_piecewise_zero_spreaded_term_structure.html#c5c54df7ed3b930268c8d7752c101725">PiecewiseZeroSpreadedTermStructure</a>, <a class="el" href="class_quant_lib_1_1_relative_date_rate_helper.html#c5c54df7ed3b930268c8d7752c101725">RelativeDateRateHelper</a>, <a class="el" href="class_quant_lib_1_1_generic_engine.html#c5c54df7ed3b930268c8d7752c101725">GenericEngine< QuantLib::BarrierOption::arguments, BarrierOption::results ></a>, <a class="el" href="class_quant_lib_1_1_generic_engine.html#c5c54df7ed3b930268c8d7752c101725">GenericEngine< QuantLib::ContinuousAveragingAsianOption::arguments, ContinuousAveragingAsianOption::results ></a>, <a class="el" href="class_quant_lib_1_1_generic_engine.html#c5c54df7ed3b930268c8d7752c101725">GenericEngine< Arguments, Results ></a>, <a class="el" href="class_quant_lib_1_1_generic_engine.html#c5c54df7ed3b930268c8d7752c101725">GenericEngine< QuantLib::Swap::arguments, QuantLib::Swap::results ></a>, <a class="el" href="class_quant_lib_1_1_generic_engine.html#c5c54df7ed3b930268c8d7752c101725">GenericEngine< QuantLib::VanillaSwap::arguments, QuantLib::VanillaSwap::results ></a>, <a class="el" href="class_quant_lib_1_1_generic_engine.html#c5c54df7ed3b930268c8d7752c101725">GenericEngine< QuantLib::Bond::arguments, QuantLib::Bond::results ></a>, <a class="el" href="class_quant_lib_1_1_generic_engine.html#c5c54df7ed3b930268c8d7752c101725">GenericEngine< QuantLib::ContinuousFloatingLookbackOption::arguments, ContinuousFloatingLookbackOption::results ></a>, <a class="el" href="class_quant_lib_1_1_generic_engine.html#c5c54df7ed3b930268c8d7752c101725">GenericEngine< QuantLib::Swaption::arguments, Swaption::results ></a>, <a class="el" href="class_quant_lib_1_1_generic_engine.html#c5c54df7ed3b930268c8d7752c101725">GenericEngine< QuantLib::ContinuousFixedLookbackOption::arguments, ContinuousFixedLookbackOption::results ></a>, <a class="el" href="class_quant_lib_1_1_generic_engine.html#c5c54df7ed3b930268c8d7752c101725">GenericEngine< QuantLib::CapFloor::arguments, CapFloor::results ></a>, <a class="el" href="class_quant_lib_1_1_generic_engine.html#c5c54df7ed3b930268c8d7752c101725">GenericEngine< QuantLib::ConvertibleBond::option::arguments, ConvertibleBond::option::results ></a>, <a class="el" href="class_quant_lib_1_1_generic_engine.html#c5c54df7ed3b930268c8d7752c101725">GenericEngine< MultiAssetOption::arguments, QuantLib::MultiAssetOption::results ></a>, <a class="el" href="class_quant_lib_1_1_generic_engine.html#c5c54df7ed3b930268c8d7752c101725">GenericEngine< QuantLib::VarianceSwap::arguments, QuantLib::VarianceSwap::results ></a>, <a class="el" href="class_quant_lib_1_1_generic_engine.html#c5c54df7ed3b930268c8d7752c101725">GenericEngine< Instr::arguments, QuantLib::QuantoOptionResults< Instr::results > ></a>, <a class="el" href="class_quant_lib_1_1_generic_engine.html#c5c54df7ed3b930268c8d7752c101725">GenericEngine< QuantLib::CliquetOption::arguments, CliquetOption::results ></a>, <a class="el" href="class_quant_lib_1_1_generic_engine.html#c5c54df7ed3b930268c8d7752c101725">GenericEngine< VanillaOption::arguments, VanillaOption::results ></a>, <a class="el" href="class_quant_lib_1_1_generic_engine.html#c5c54df7ed3b930268c8d7752c101725">GenericEngine< QuantLib::DiscreteAveragingAsianOption::arguments, DiscreteAveragingAsianOption::results ></a>, <a class="el" href="class_quant_lib_1_1_generic_engine.html#c5c54df7ed3b930268c8d7752c101725">GenericEngine< QuantLib::DividendVanillaOption::arguments, DividendVanillaOption::results ></a>, <a class="el" href="class_quant_lib_1_1_generic_engine.html#c5c54df7ed3b930268c8d7752c101725">GenericEngine< BasketOption::arguments, BasketOption::results ></a>, <a class="el" href="class_quant_lib_1_1_generic_engine.html#c5c54df7ed3b930268c8d7752c101725">GenericEngine< QuantLib::ForwardOptionArguments< VanillaOption::arguments >, VanillaOption::results ></a>, <a class="el" href="class_quant_lib_1_1_generic_engine.html#c5c54df7ed3b930268c8d7752c101725">GenericEngine< OneAssetOption::arguments, QuantLib::OneAssetOption::results ></a>, <a class="el" href="class_quant_lib_1_1_lattice_short_rate_model_engine.html#c5c54df7ed3b930268c8d7752c101725">LatticeShortRateModelEngine< QuantLib::VanillaSwap::arguments, QuantLib::VanillaSwap::results ></a>, <a class="el" href="class_quant_lib_1_1_lattice_short_rate_model_engine.html#c5c54df7ed3b930268c8d7752c101725">LatticeShortRateModelEngine< QuantLib::Swaption::arguments, Swaption::results ></a>, <a class="el" href="class_quant_lib_1_1_lattice_short_rate_model_engine.html#c5c54df7ed3b930268c8d7752c101725">LatticeShortRateModelEngine< QuantLib::CapFloor::arguments, CapFloor::results ></a>, <a class="el" href="class_quant_lib_1_1_bootstrap_helper.html#c5c54df7ed3b930268c8d7752c101725">BootstrapHelper< QuantLib::YieldTermStructure ></a>, <a class="el" href="class_quant_lib_1_1_bootstrap_helper.html#c5c54df7ed3b930268c8d7752c101725">BootstrapHelper< QuantLib::YoYInflationTermStructure ></a>, and <a class="el" href="class_quant_lib_1_1_bootstrap_helper.html#c5c54df7ed3b930268c8d7752c101725">BootstrapHelper< QuantLib::ZeroInflationTermStructure ></a>.</p>
</div>
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