DerivedPriceQuote Class Reference

Helper class so that the spot price can be pulled from the price curve each time the spot price is requested. More...

#include <qle/termstructures/pricetermstructure.hpp>

Inheritance diagram for DerivedPriceQuote:

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Public Member Functions
	DerivedPriceQuote (const QuantLib::Handle< PriceTermStructure > &priceTs)
Quote interface
QuantLib::Real	value () const override
bool	isValid () const override

Observer interface
QuantLib::Handle< PriceTermStructure >	priceTs_
void	update () override

Detailed Description

Helper class so that the spot price can be pulled from the price curve each time the spot price is requested.

Definition at line 86 of file pricetermstructure.hpp.

Constructor & Destructor Documentation

DerivedPriceQuote()

DerivedPriceQuote

(

const QuantLib::Handle< PriceTermStructure > &

priceTs

)

Definition at line 57 of file pricetermstructure.cpp.

                                                                                      : priceTs_(priceTs) {
    registerWith(priceTs_);
}

Member Function Documentation

value()

Real value ( ) const

override

Definition at line 61 of file pricetermstructure.cpp.

                                    {
    QL_REQUIRE(isValid(), "Invalid DerivedPriceQuote");
    return priceTs_->price(0, true);
}

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isValid()

bool isValid ( ) const

override

Definition at line 66 of file pricetermstructure.cpp.

{ return !priceTs_.empty(); }

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update()

void update ( )

override

Definition at line 68 of file pricetermstructure.cpp.

{ notifyObservers(); }

Member Data Documentation

priceTs_

QuantLib::Handle<PriceTermStructure> priceTs_

private

Definition at line 103 of file pricetermstructure.hpp.