QuantLib: a free/open-source library for quantitative finance
fully annotated source code - version 1.34
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forwardvaluequote.cpp
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1/* -*- mode: c++; tab-width: 4; indent-tabs-mode: nil; c-basic-offset: 4 -*- */
2
3/*
4 Copyright (C) 2006, 2007 Ferdinando Ametrano
5 Copyright (C) 2006 François du Vignaud
6
7 This file is part of QuantLib, a free-software/open-source library
8 for financial quantitative analysts and developers - http://quantlib.org/
9
10 QuantLib is free software: you can redistribute it and/or modify it
11 under the terms of the QuantLib license. You should have received a
12 copy of the license along with this program; if not, please email
13 <quantlib-dev@lists.sf.net>. The license is also available online at
14 <http://quantlib.org/license.shtml>.
15
16 This program is distributed in the hope that it will be useful, but WITHOUT
17 ANY WARRANTY; without even the implied warranty of MERCHANTABILITY or FITNESS
18 FOR A PARTICULAR PURPOSE. See the license for more details.
19*/
20
22#include <utility>
23
24namespace QuantLib {
25
26 ForwardValueQuote::ForwardValueQuote(ext::shared_ptr<Index> index, const Date& fixingDate)
27 : index_(std::move(index)), fixingDate_(fixingDate) {
29 }
30
32 return index_->fixing(fixingDate_);
33 }
34
36 // not sure this is the best approach...
37 return true;
38 }
39
42 }
43
44}
45
Concrete date class.
Definition: date.hpp:125
ext::shared_ptr< Index > index_
Real value() const override
returns the current value
ForwardValueQuote(ext::shared_ptr< Index > index, const Date &fixingDate)
bool isValid() const override
returns true if the Quote holds a valid value
std::pair< iterator, bool > registerWith(const ext::shared_ptr< Observable > &)
Definition: observable.hpp:228
quote for the forward value of an index
QL_REAL Real
real number
Definition: types.hpp:50
Definition: any.hpp:35
STL namespace.