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/* -*- mode: c++; tab-width: 4; indent-tabs-mode: nil; c-basic-offset: 4 -*- */
/*
Copyright (C) 2006 Ferdinando Ametrano
Copyright (C) 2006 François du Vignaud
Copyright (C) 2000, 2001, 2002, 2003 RiskMap srl
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
<https://www.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 derivedquote.hpp
\brief market quote whose value depends on another quote
*/
#ifndef quantlib_derived_quote_hpp
#define quantlib_derived_quote_hpp
#include <ql/handle.hpp>
#include <ql/quote.hpp>
#include <utility>
namespace QuantLib {
//! market quote whose value depends on another quote
/*! \test the correctness of the returned values is tested by
checking them against numerical calculations.
*/
template <class UnaryFunction>
class DerivedQuote : public Quote, public Observer {
public:
DerivedQuote(Handle<Quote> element, const UnaryFunction& f);
//! \name Quote interface
//@{
Real value() const override;
bool isValid() const override;
//@}
//! \name Observer interface
//@{
void update() override;
//@}
private:
Handle<Quote> element_;
UnaryFunction f_;
};
//! creator method
template <class UnaryFunction>
DerivedQuote<UnaryFunction> makeDerivedQuote(const Handle<Quote>& element,
const UnaryFunction& f) {
return DerivedQuote<UnaryFunction>(element, f);
}
// inline definitions
template <class UnaryFunction>
inline DerivedQuote<UnaryFunction>::DerivedQuote(Handle<Quote> element, const UnaryFunction& f)
: element_(std::move(element)), f_(f) {
registerWith(element_);
}
template <class UnaryFunction>
inline Real DerivedQuote<UnaryFunction>::value() const {
QL_ENSURE(isValid(), "invalid DerivedQuote");
return f_(element_->value());
}
template <class UnaryFunction>
inline bool DerivedQuote<UnaryFunction>::isValid() const {
return !element_.empty() && element_->isValid();
}
template <class UnaryFunction>
inline void DerivedQuote<UnaryFunction>::update() {
notifyObservers();
}
}
#endif
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