QuantLib: a free/open-source library for quantitative finance
fully annotated source code - version 1.34
Loading...
Searching...
No Matches
Public Member Functions | List of all members
RendistatoBasket Class Reference

#include <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 &)
 
Observeroperator= (const Observer &)
 
virtual ~Observer ()
 
std::pair< iterator, boolregisterWith (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 &)
 
Observableoperator= (const Observable &)
 
 Observable (Observable &&)=delete
 
Observableoperator= (Observable &&)=delete
 
virtual ~Observable ()=default
 
void notifyObservers ()
 

Observer interface

std::vector< ext::shared_ptr< BTP > > btps_
 
std::vector< Realoutstandings_
 
std::vector< Handle< Quote > > quotes_
 
Real outstanding_
 
Size n_
 
std::vector< Realweights_
 
void update () override
 

Additional Inherited Members

- Public Types inherited from Observer
typedef set_type::iterator iterator
 

Detailed Description

Definition at line 92 of file btp.hpp.

Constructor & Destructor Documentation

◆ RendistatoBasket()

RendistatoBasket ( const std::vector< ext::shared_ptr< BTP > > &  btps,
const std::vector< Real > &  outstandings,
std::vector< Handle< Quote > >  cleanPriceQuotes 
)

Definition at line 92 of file btp.cpp.

+ Here is the call graph for this function:

Member Function Documentation

◆ size()

Size size ( ) const

Definition at line 100 of file btp.hpp.

◆ btps()

const std::vector< ext::shared_ptr< BTP > > & btps ( ) const

Definition at line 204 of file btp.hpp.

+ Here is the caller graph for this function:

◆ cleanPriceQuotes()

const std::vector< Handle< Quote > > & cleanPriceQuotes ( ) const

Definition at line 209 of file btp.hpp.

◆ outstandings()

const std::vector< Real > & outstandings ( ) const

Definition at line 103 of file btp.hpp.

+ Here is the caller graph for this function:

◆ weights()

const std::vector< Real > & weights ( ) const

Definition at line 104 of file btp.hpp.

◆ outstanding()

Real outstanding ( ) const

Definition at line 105 of file btp.hpp.

◆ update()

void 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.

+ Here is the call graph for this function:

Member Data Documentation

◆ btps_

std::vector<ext::shared_ptr<BTP> > btps_
private

Definition at line 112 of file btp.hpp.

◆ outstandings_

std::vector<Real> outstandings_
private

Definition at line 113 of file btp.hpp.

◆ quotes_

std::vector<Handle<Quote> > quotes_
private

Definition at line 114 of file btp.hpp.

◆ outstanding_

Real outstanding_
private

Definition at line 115 of file btp.hpp.

◆ n_

Size n_
private

Definition at line 116 of file btp.hpp.

◆ weights_

std::vector<Real> weights_
private

Definition at line 117 of file btp.hpp.