QuantLib: a free/open-source library for quantitative finance
Fully annotated sources - version 1.32
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quote.hpp
1/* -*- mode: c++; tab-width: 4; indent-tabs-mode: nil; c-basic-offset: 4 -*- */
2
3/*
4 Copyright (C) 2007 Ferdinando Ametrano
5 Copyright (C) 2000, 2001, 2002, 2003 RiskMap srl
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
25#ifndef quantlib_quote_hpp
26#define quantlib_quote_hpp
27
28#include <ql/handle.hpp>
29#include <ql/errors.hpp>
30#include <ql/utilities/null.hpp>
31
32namespace QuantLib {
33
35
37 class Quote : public virtual Observable {
38 public:
39 ~Quote() override = default;
41 virtual Real value() const = 0;
43 virtual bool isValid() const = 0;
44 };
45
46}
47
48#endif
Object that notifies its changes to a set of observers.
Definition: observable.hpp:62
purely virtual base class for market observables
Definition: quote.hpp:37
virtual bool isValid() const =0
returns true if the Quote holds a valid value
virtual Real value() const =0
returns the current value
~Quote() override=default
QL_REAL Real
real number
Definition: types.hpp:50
Definition: any.hpp:35