logquote.cpp

Go to the documentation of this file.

/*
 Copyright (C) 2016 Quaternion Risk Management Ltd
 All rights reserved.
 
 This file is part of ORE, a free-software/open-source library
 for transparent pricing and risk analysis - http://opensourcerisk.org
 
 ORE is free software: you can redistribute it and/or modify it
 under the terms of the Modified BSD License.  You should have received a
 copy of the license along with this program.
 The license is also available online at <http://opensourcerisk.org>
 
 This program is distributed on the basis that it will form a useful
 contribution to risk analytics and model standardisation, but WITHOUT
 ANY WARRANTY; without even the implied warranty of MERCHANTABILITY or
 FITNESS FOR A PARTICULAR PURPOSE. See the license for more details.
*/
 
/*! \file logquote.cpp
    \brief implementation file for logquote
    \ingroup
*/
 
#include <qle/quotes/logquote.hpp>
 
namespace QuantExt {
 
Real LogQuote::quote() const { return q_->value(); }
 
Real LogQuote::value() const { return logValue_; }
 
bool LogQuote::isValid() const { return q_->isValid(); }
 
void LogQuote::update() {
    Real v = q_->value();
    QL_REQUIRE(v > 0.0, "Invalid quote, cannot take log of non-positive number");
    logValue_ = std::log(v);
}
} // namespace QuantExt