#include <ql/instruments/bonds/btp.hpp>
Inheritance diagram for RendistatoBasket:
Collaboration diagram for RendistatoBasket:
Public Member Functions | |
| RendistatoBasket (const std::vector< ext::shared_ptr< BTP > > &btps, const std::vector< Real > &outstandings, std::vector< Handle< Quote > > cleanPriceQuotes) | |
Inspectors | |
| Size | size () const |
| const std::vector< ext::shared_ptr< BTP > > & | btps () const |
| const std::vector< Handle< Quote > > & | cleanPriceQuotes () const |
| const std::vector< Real > & | outstandings () const |
| const std::vector< Real > & | weights () const |
| Real | outstanding () const |
| Public Member Functions inherited from Observer | |
| Observer ()=default | |
| Observer (const Observer &) | |
| Observer & | operator= (const Observer &) |
| virtual | ~Observer () |
| std::pair< iterator, bool > | registerWith (const ext::shared_ptr< Observable > &) |
| void | registerWithObservables (const ext::shared_ptr< Observer > &) |
| Size | unregisterWith (const ext::shared_ptr< Observable > &) |
| void | unregisterWithAll () |
| virtual void | update ()=0 |
| virtual void | deepUpdate () |
| Public Member Functions inherited from Observable | |
| Observable () | |
| Observable (const Observable &) | |
| Observable & | operator= (const Observable &) |
| Observable (Observable &&)=delete | |
| Observable & | operator= (Observable &&)=delete |
| virtual | ~Observable ()=default |
| void | notifyObservers () |
Observer interface | |
| std::vector< ext::shared_ptr< BTP > > | btps_ |
| std::vector< Real > | outstandings_ |
| std::vector< Handle< Quote > > | quotes_ |
| Real | outstanding_ |
| Size | n_ |
| std::vector< Real > | weights_ |
| void | update () override |
Additional Inherited Members | |
| Public Types inherited from Observer | |
| typedef set_type::iterator | iterator |
Detailed Description
Constructor & Destructor Documentation
◆ RendistatoBasket()
| RendistatoBasket | ( | const std::vector< ext::shared_ptr< BTP > > & | btps, |
| const std::vector< Real > & | outstandings, | ||
| std::vector< Handle< Quote > > | cleanPriceQuotes | ||
| ) |
Member Function Documentation
◆ size()
◆ btps()
| const std::vector< ext::shared_ptr< BTP > > & btps | ( | ) | const |
◆ cleanPriceQuotes()
◆ outstandings()
| const std::vector< Real > & outstandings | ( | ) | const |
◆ weights()
◆ outstanding()
◆ update()
|
overridevirtual |
This method must be implemented in derived classes. An instance of Observer does not call this method directly: instead, it will be called by the observables the instance registered with when they need to notify any changes.
Implements Observer.
Definition at line 109 of file btp.hpp.
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