QuantLib: a free/open-source library for quantitative finance
fully annotated source code - version 1.34
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#include <btp.hpp>
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 |
RendistatoBasket | ( | const std::vector< ext::shared_ptr< BTP > > & | btps, |
const std::vector< Real > & | outstandings, | ||
std::vector< Handle< Quote > > | cleanPriceQuotes | ||
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const std::vector< ext::shared_ptr< BTP > > & btps | ( | ) | const |
const std::vector< Real > & outstandings | ( | ) | const |
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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.