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
131
132
133
134
135
136
137
138
139
140
141
142
143
144
145
146
147
148
149
150
151
|
<!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>CompositeQuote< BinaryFunction > Class Template 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="185" height="50" 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 1.2</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="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="todo.html">Todo List</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 1.7.6.1 -->
<div id="nav-path" class="navpath">
<ul>
<li class="navelem"><b>QuantLib</b> </li>
<li class="navelem"><a class="el" href="class_quant_lib_1_1_composite_quote.html">CompositeQuote</a> </li>
</ul>
</div>
</div>
<div class="header">
<div class="summary">
<a href="#pub-methods">Public Member Functions</a> </div>
<div class="headertitle">
<div class="title">CompositeQuote< BinaryFunction > Class Template Reference</div> </div>
</div><!--header-->
<div class="contents">
<!-- doxytag: class="QuantLib::CompositeQuote" --><!-- doxytag: inherits="QuantLib::Quote,QuantLib::Observer" -->
<p>market element whose value depends on two other market element
<a href="class_quant_lib_1_1_composite_quote.html#details">More...</a></p>
<p><code>#include <ql/quotes/compositequote.hpp></code></p>
<div class="dynheader">
Inheritance diagram for CompositeQuote< BinaryFunction >:</div>
<div class="dyncontent">
<div class="center"><img src="class_quant_lib_1_1_composite_quote__inherit__graph.png" border="0" usemap="#_composite_quote_3_01_binary_function_01_4_inherit__map" alt="Inheritance graph"/></div>
<map name="_composite_quote_3_01_binary_function_01_4_inherit__map" id="_composite_quote_3_01_binary_function_01_4_inherit__map">
<area shape="rect" id="node2" href="class_quant_lib_1_1_quote.html" title="purely virtual base class for market observables" alt="" coords="48,6,104,37"/><area shape="rect" id="node4" href="class_quant_lib_1_1_observer.html" title="Object that gets notified when a given observable changes." alt="" coords="128,6,203,37"/></map>
<center><span class="legend">[<a href="graph_legend.html">legend</a>]</span></center></div>
<p><a href="class_quant_lib_1_1_composite_quote-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="a2628d28a842eb4da85ddbdcb576553f3"></a><!-- doxytag: member="QuantLib::CompositeQuote::CompositeQuote" ref="a2628d28a842eb4da85ddbdcb576553f3" args="(const Handle< Quote > &element1, const Handle< Quote > &element2, const BinaryFunction &f)" -->
 </td><td class="memItemRight" valign="bottom"><b>CompositeQuote</b> (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> > &element1, 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> > &element2, const BinaryFunction &f)</td></tr>
<tr><td colspan="2"><div class="groupHeader">inspectors</div></td></tr>
<tr><td class="memItemLeft" align="right" valign="top"><a class="anchor" id="afb829bc5e5c096af536f0c5d49074186"></a><!-- doxytag: member="QuantLib::CompositeQuote::value1" ref="afb829bc5e5c096af536f0c5d49074186" args="() const " -->
<a class="el" href="group__types.html#ga4bdf4bfe76b9ffa6fa64c47d8bfa0c78">Real</a> </td><td class="memItemRight" valign="bottom"><b>value1</b> () const </td></tr>
<tr><td class="memItemLeft" align="right" valign="top"><a class="anchor" id="a2398c24daa949e532f309fa4b199fda9"></a><!-- doxytag: member="QuantLib::CompositeQuote::value2" ref="a2398c24daa949e532f309fa4b199fda9" args="() const " -->
<a class="el" href="group__types.html#ga4bdf4bfe76b9ffa6fa64c47d8bfa0c78">Real</a> </td><td class="memItemRight" valign="bottom"><b>value2</b> () const </td></tr>
<tr><td colspan="2"><div class="groupHeader">Quote interface</div></td></tr>
<tr><td class="memItemLeft" align="right" valign="top"><a class="anchor" id="ab7f31cfaca49d25079e464ca462d691c"></a><!-- doxytag: member="QuantLib::CompositeQuote::value" ref="ab7f31cfaca49d25079e464ca462d691c" args="() const " -->
<a class="el" href="group__types.html#ga4bdf4bfe76b9ffa6fa64c47d8bfa0c78">Real</a> </td><td class="memItemRight" valign="bottom"><a class="el" href="class_quant_lib_1_1_composite_quote.html#ab7f31cfaca49d25079e464ca462d691c">value</a> () const </td></tr>
<tr><td class="mdescLeft"> </td><td class="mdescRight">returns the current value <br/></td></tr>
<tr><td class="memItemLeft" align="right" valign="top"><a class="anchor" id="aac1b70a2ed67ead038c4d3f5ac4d8a81"></a><!-- doxytag: member="QuantLib::CompositeQuote::isValid" ref="aac1b70a2ed67ead038c4d3f5ac4d8a81" args="() const " -->
bool </td><td class="memItemRight" valign="bottom"><a class="el" href="class_quant_lib_1_1_composite_quote.html#aac1b70a2ed67ead038c4d3f5ac4d8a81">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" align="right" valign="top">void </td><td class="memItemRight" valign="bottom"><a class="el" href="class_quant_lib_1_1_composite_quote.html#ac5c54df7ed3b930268c8d7752c101725">update</a> ()</td></tr>
</table>
<hr/><a name="details" id="details"></a><h2>Detailed Description</h2>
<div class="textblock"><h3>template<class BinaryFunction><br/>
class QuantLib::CompositeQuote< BinaryFunction ></h3>
<p>market element whose value depends on two other market element </p>
<dl class="test"><dt><b><a class="el" href="test.html#_test000138">Tests:</a></b></dt><dd>the correctness of the returned values is tested by checking them against numerical calculations. </dd></dl>
</div><hr/><h2>Member Function Documentation</h2>
<a class="anchor" id="ac5c54df7ed3b930268c8d7752c101725"></a><!-- doxytag: member="QuantLib::CompositeQuote::update" ref="ac5c54df7ed3b930268c8d7752c101725" args="()" -->
<div class="memitem">
<div class="memproto">
<table class="memname">
<tr>
<td class="memname">void <a class="el" href="class_quant_lib_1_1_composite_quote.html#ac5c54df7ed3b930268c8d7752c101725">update</a> </td>
<td>(</td>
<td class="paramname"></td><td>)</td>
<td><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>
<p>Implements <a class="el" href="class_quant_lib_1_1_observer.html#a99b02345a8a15d3c5ea2844a2253f510">Observer</a>.</p>
</div>
</div>
</div><!-- contents -->
</div>
<div class="footer">
<div class="endmatter">
Documentation generated by
<a href="http://www.doxygen.org">Doxygen</a> 1.7.6.1
</div>
</div>
</div>
</body>
</html>
|
