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<h3 class="subtitle">A free/open-source library for quantitative finance</h3>
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<li class="navelem"><b>QuantLib</b> </li>
<li class="navelem"><a class="el" href="class_quant_lib_1_1_composite_instrument.html">CompositeInstrument</a> </li>
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<a href="#pub-methods">Public Member Functions</a> </div>
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<div class="title">CompositeInstrument Class Reference<div class="ingroups"><a class="el" href="group__instruments.html">Financial instruments</a></div></div> </div>
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<!-- doxytag: class="QuantLib::CompositeInstrument" --><!-- doxytag: inherits="QuantLib::Instrument" -->
<p>Composite instrument
<a href="class_quant_lib_1_1_composite_instrument.html#details">More...</a></p>
<p><code>#include <ql/instruments/compositeinstrument.hpp></code></p>
<div class="dynheader">
Inheritance diagram for CompositeInstrument:</div>
<div class="dyncontent">
<div class="center"><img src="class_quant_lib_1_1_composite_instrument__inherit__graph.png" border="0" usemap="#_composite_instrument_inherit__map" alt="Inheritance graph"/></div>
<map name="_composite_instrument_inherit__map" id="_composite_instrument_inherit__map">
<area shape="rect" id="node2" href="class_quant_lib_1_1_instrument.html" title="Abstract instrument class." alt="" coords="37,6,120,37"/></map>
<center><span class="legend">[<a href="graph_legend.html">legend</a>]</span></center></div>
<p><a href="class_quant_lib_1_1_composite_instrument-members.html">List of all members.</a></p>
<table class="memberdecls">
<tr><td colspan="2"><h2><a name="pub-methods"></a>
Public Member Functions</h2></td></tr>
<tr><td class="memItemLeft" align="right" valign="top"><a class="anchor" id="a6c2e5140cb8d3d49eb526feba0d0fda0"></a><!-- doxytag: member="QuantLib::CompositeInstrument::add" ref="a6c2e5140cb8d3d49eb526feba0d0fda0" 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#a6c2e5140cb8d3d49eb526feba0d0fda0">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#ga4bdf4bfe76b9ffa6fa64c47d8bfa0c78">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" align="right" valign="top"><a class="anchor" id="af781618b4ac4bee06da95a7c8b2ee662"></a><!-- doxytag: member="QuantLib::CompositeInstrument::subtract" ref="af781618b4ac4bee06da95a7c8b2ee662" 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#af781618b4ac4bee06da95a7c8b2ee662">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#ga4bdf4bfe76b9ffa6fa64c47d8bfa0c78">Real</a> multiplier=1.0)</td></tr>
<tr><td class="mdescLeft"> </td><td class="mdescRight">shorts an instrument from the composite <br/></td></tr>
<tr><td colspan="2"><h2><a name="member-group"></a>
Instrument interface</h2></td></tr>
<tr><td class="memItemLeft" align="right" valign="top"><a class="anchor" id="a274c03751addc5c2ea63cc23d14a0bfe"></a><!-- doxytag: member="QuantLib::CompositeInstrument::isExpired" ref="a274c03751addc5c2ea63cc23d14a0bfe" args="() const " -->
bool </td><td class="memItemRight" valign="bottom"><a class="el" href="class_quant_lib_1_1_composite_instrument.html#a274c03751addc5c2ea63cc23d14a0bfe">isExpired</a> () const </td></tr>
<tr><td class="mdescLeft"> </td><td class="mdescRight">returns whether the instrument might have value greater than zero. <br/></td></tr>
<tr><td class="memItemLeft" align="right" valign="top">void </td><td class="memItemRight" valign="bottom"><a class="el" href="class_quant_lib_1_1_composite_instrument.html#a02b90bbfee3ee29627939544fb59ec93">performCalculations</a> () const </td></tr>
</table>
<hr/><a name="details" id="details"></a><h2>Detailed Description</h2>
<div class="textblock"><p>Composite instrument </p>
<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>
<p><b>Example: </b> <a class="el" href="_replication_8cpp-example.html">static replication of a down-and-out barrier option </a></p>
<dl class="caveats"><dt><b><a class="el" href="caveats.html#_caveats000052">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#a467a786be42a2165aa15a26709674547">recalculate()</a>, <a class="el" href="class_quant_lib_1_1_lazy_object.html#abd8698b462ce90fe56b15ce7a0192d3e">freeze()</a> and others) might not work correctly.</dd></dl>
<dl><dt><b>Examples: </b></dt><dd><a class="el" href="_replication_8cpp-example.html#_a21">Replication.cpp</a>.</dd>
</dl></div><hr/><h2>Member Function Documentation</h2>
<a class="anchor" id="a02b90bbfee3ee29627939544fb59ec93"></a><!-- doxytag: member="QuantLib::CompositeInstrument::performCalculations" ref="a02b90bbfee3ee29627939544fb59ec93" args="() const " -->
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<td class="memname">void <a class="el" href="class_quant_lib_1_1_composite_instrument.html#a02b90bbfee3ee29627939544fb59ec93">performCalculations</a> </td>
<td>(</td>
<td class="paramname"></td><td>)</td>
<td> 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>
<p>Reimplemented from <a class="el" href="class_quant_lib_1_1_instrument.html#a02b90bbfee3ee29627939544fb59ec93">Instrument</a>.</p>
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