QuantLib: a free/open-source library for quantitative finance
fully annotated source code - version 1.34
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compositequote.hpp File Reference

purely virtual base class for market observables More...

#include <ql/errors.hpp>
#include <ql/handle.hpp>
#include <ql/quote.hpp>
#include <ql/types.hpp>
#include <utility>

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Classes

class  CompositeQuote< BinaryFunction >
 market element whose value depends on two other market element More...
 

Namespaces

namespace  QuantLib
 

Functions

template<class BinaryFunction >
CompositeQuote< BinaryFunction > makeCompositeQuote (const Handle< Quote > &element1, const Handle< Quote > &element2, const BinaryFunction &f)
 creator method More...
 

Detailed Description

purely virtual base class for market observables

Definition in file compositequote.hpp.