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/* -*- mode: c++; tab-width: 4; indent-tabs-mode: nil; c-basic-offset: 4 -*- */
/*
Copyright (C) 2006, 2007 Ferdinando Ametrano
Copyright (C) 2006 Franois du Vignaud
This file is part of QuantLib, a free-software/open-source library
for financial quantitative analysts and developers - http://quantlib.org/
QuantLib is free software: you can redistribute it and/or modify it
under the terms of the QuantLib license. You should have received a
copy of the license along with this program; if not, please email
<quantlib-dev@lists.sf.net>. The license is also available online at
<http://quantlib.org/license.shtml>.
This program is distributed in the hope that it will be useful, but WITHOUT
ANY WARRANTY; without even the implied warranty of MERCHANTABILITY or FITNESS
FOR A PARTICULAR PURPOSE. See the license for more details.
*/
/*! \file forwardvaluequote.hpp
\brief quote for the forward value of an index
*/
#ifndef quantlib_forward_value_quote_hpp
#define quantlib_forward_value_quote_hpp
#include <ql/quote.hpp>
#include <ql/index.hpp>
namespace QuantLib {
//! %quote for the forward value of an index
class ForwardValueQuote : public Quote,
public Observer {
public:
ForwardValueQuote(const boost::shared_ptr<Index>& index,
const Date& fixingDate);
//! \name Quote interface
//@{
Real value() const;
bool isValid() const;
//@}
void update();
private:
boost::shared_ptr<Index> index_;
Date fixingDate_;
};
}
#endif
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