CompositeVectorQuote< Function > Class Template Reference

#include <qle/quotes/compositevectorquote.hpp>

Inheritance diagram for CompositeVectorQuote< Function >:

Collaboration diagram for CompositeVectorQuote< Function >:

Public Member Functions
	CompositeVectorQuote (std::vector< Handle< Quote > > q, Function f)
Real	value () const override
bool	isValid () const override
void	update () override

Protected Attributes
std::vector< Handle< Quote > >	q_
Function	f_

Detailed Description

template<typename Function>
class QuantExt::CompositeVectorQuote< Function >

Definition at line 32 of file compositevectorquote.hpp.

Constructor & Destructor Documentation

CompositeVectorQuote()

CompositeVectorQuote	(	std::vector< Handle< Quote > >	q,
		Function	f
	)

Definition at line 34 of file compositevectorquote.hpp.

                                                                 : q_(std::move(q)), f_(f) {
        for (auto const& q : q_)
            registerWith(q);
    }

Member Function Documentation

value()

Real value ( ) const

override

Definition at line 38 of file compositevectorquote.hpp.

                                {
        std::vector<Real> v(q_.size());
        std::transform(q_.begin(), q_.end(), v.begin(), [](const Handle<Quote>& q) { return q->value(); });
        return f_(v);
    }

isValid()

bool isValid ( ) const

override

Definition at line 43 of file compositevectorquote.hpp.

                                  {
        return std::all_of(q_.begin(), q_.end(), [](const Handle<Quote>& q) { return q->isValid(); });
    }

update()

void update ( )

override

Definition at line 46 of file compositevectorquote.hpp.

{ notifyObservers(); }

Member Data Documentation

q_

std::vector<Handle<Quote> > q_

protected

Definition at line 49 of file compositevectorquote.hpp.

f_

Function f_

protected

Definition at line 50 of file compositevectorquote.hpp.