LazyObject Class Reference

Framework for calculation on demand and result caching. More...

#include <ql/patterns/lazyobject.hpp>

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Classes
class	Defaults
	Per-session settings for the LazyObject class. More...
class	UpdateChecker

Public Member Functions
	LazyObject ()
	~LazyObject () override=default
Observer interface
void	update () override
bool	isCalculated () const
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 ()
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 ()

Notification settings
bool	calculated_ = false
bool	frozen_ = false
bool	alwaysForward_
bool	updating_ = false
void	forwardFirstNotificationOnly ()
void	alwaysForwardNotifications ()

Calculations
These methods do not modify the structure of the object and are therefore declared as const. Data members which will be calculated on demand need to be declared as mutable.
void	recalculate ()
void	freeze ()
void	unfreeze ()
virtual void	calculate () const
virtual void	performCalculations () const =0

Additional Inherited Members
Public Types inherited from Observer
typedef set_type::iterator	iterator

Detailed Description

Framework for calculation on demand and result caching.

Definition at line 34 of file lazyobject.hpp.

Constructor & Destructor Documentation

LazyObject()

LazyObject

(

)

Definition at line 185 of file lazyobject.hpp.

~LazyObject()

~LazyObject ( )

overridedefault

Member Function Documentation

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.

Reimplemented in RandomLM< RandomDefaultLM, copulaPolicy, SobolRsg >, RandomLM< RandomLossLM, copulaPolicy, SobolRsg >, ForwardSwapQuote, PiecewiseDefaultCurve< Traits, Interpolator, Bootstrap >, PiecewiseYoYInflationCurve< Interpolator, Bootstrap, Traits >, PiecewiseZeroInflationCurve< Interpolator, Bootstrap, Traits >, CapFloorTermVolCurve, CapFloorTermVolSurface, InterpolatedSmileSection< Interpolator >, StrippedOptionletAdapter, SabrInterpolatedSmileSection, CmsMarket, SwaptionVolatilityDiscrete, FittedBondDiscountCurve, FlatForward, and PiecewiseYieldCurve< Traits, Interpolator, Bootstrap >.

Definition at line 188 of file lazyobject.hpp.

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isCalculated()

bool isCalculated

(

)

const

Returns true if the instrument is calculated

Definition at line 266 of file lazyobject.hpp.

recalculate()

void recalculate

(

)

This method force the recalculation of any results which would otherwise be cached. It is not declared as const since it needs to call the non-const notifyObservers method.

Note

Explicit invocation of this method is not necessary if the object registered itself as observer with the structures on which such results depend. It is strongly advised to follow this policy when possible.

Definition at line 218 of file lazyobject.hpp.

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freeze()

void freeze

(

)

This method constrains the object to return the presently cached results on successive invocations, even if arguments upon which they depend should change.

Definition at line 232 of file lazyobject.hpp.

unfreeze()

void unfreeze

(

)

This method reverts the effect of the freeze method, thus re-enabling recalculations.

Definition at line 236 of file lazyobject.hpp.

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calculate()

void calculate ( ) const

protectedvirtual

This method performs all needed calculations by calling the performCalculations method.

Warning:

Objects cache the results of the previous calculation. Such results will be returned upon later invocations of calculate. When the results depend on arguments which could change between invocations, the lazy object must register itself as observer of such objects for the calculations to be performed again when they change.

Warning:

Should this method be redefined in derived classes, LazyObject::calculate() should be called in the overriding method.

Reimplemented in Instrument.

Definition at line 253 of file lazyobject.hpp.

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performCalculations()

virtual void performCalculations ( ) const

protectedpure virtual

This method must implement any calculations which must be (re)done in order to calculate the desired results.

Implemented in CashFlow, CappedFlooredCoupon, DigitalCoupon, FixedRateCoupon, FloatingRateCoupon, IndexedCashFlow, InflationCoupon, EnergyBasisSwap, EnergyFuture, EnergyVanillaSwap, StrippedCappedFlooredCoupon, Basket, CDO, OneFactorGaussianCopula, OneFactorStudentCopula, OneFactorGaussianStudentCopula, OneFactorStudentGaussianCopula, RandomLM< derivedRandomLM, copulaPolicy, USNG >, RandomLM< RandomDefaultLM, copulaPolicy, SobolRsg >, RandomLM< RandomLossLM, copulaPolicy, SobolRsg >, RiskyAssetSwap, RiskyAssetSwapOption, FdmExtOUJumpSolver, FdmKlugeExtOUSolver< N >, FdmSimple2dExtOUSolver, FdmSimple3dExtOUJumpSolver, PiecewiseYoYOptionletVolatilityCurve< Interpolator, Bootstrap, Traits >, NormalCLVModel, SquareRootCLVModel, AbcdAtmVolCurve, NoArbSabrInterpolatedSmileSection, SviInterpolatedSmileSection, ZabrInterpolatedSmileSection< Evaluation >, Instrument, BondForward, RendistatoCalculator, CompositeInstrument, Forward, ForwardRateAgreement, OvernightIndexFuture, Stock, Fdm1DimSolver, Fdm2dBlackScholesSolver, Fdm2DimSolver, Fdm3DimSolver, FdmBatesSolver, FdmBlackScholesSolver, FdmCIRSolver, FdmG2Solver, FdmHestonHullWhiteSolver, FdmHestonSolver, FdmHullWhiteSolver, FdmNdimSolver< N >, FdmSimple2dBSSolver, LocalVolRNDCalculator, BlackCalibrationHelper, HestonModelHelper, HestonSLVFDMModel, HestonSLVMCModel, CapHelper, SwaptionHelper, Gaussian1dModel, Gsr, MarkovFunctional, EurodollarFuturesImpliedStdDevQuote, ForwardSwapQuote, ImpliedStdDevQuote, PiecewiseDefaultCurve< Traits, Interpolator, Bootstrap >, PiecewiseYoYInflationCurve< Interpolator, Bootstrap, Traits >, PiecewiseZeroInflationCurve< Interpolator, Bootstrap, Traits >, CapFloorTermVolCurve, CapFloorTermVolSurface, AndreasenHugeVolatilityInterpl, InterpolatedSmileSection< Interpolator >, OptionletStripper1, OptionletStripper2, StrippedOptionlet, StrippedOptionletAdapter, SabrInterpolatedSmileSection, CmsMarket, InterpolatedSwaptionVolatilityCube, XabrSwaptionVolatilityCube< Model >, SwaptionVolatilityCube, SwaptionVolatilityDiscrete, SwaptionVolatilityMatrix, FittedBondDiscountCurve, FlatForward, and PiecewiseYieldCurve< Traits, Interpolator, Bootstrap >.

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forwardFirstNotificationOnly()

void forwardFirstNotificationOnly

(

)

This method causes the object to forward the first notification received, and discard the others until recalculated; the rationale is that observers were already notified, and don't need further notifications until they recalculate, at which point this object would be recalculated too. After recalculation, this object would again forward the first notification received.

Although not always correct, this behavior is a lot faster and thus is the current default. The default can be changed at compile time, or at at run time by calling LazyObject::Defaults::instance().alwaysForwardNotifications(); the run-time change won't affect lazy objects already created.

Definition at line 245 of file lazyobject.hpp.

alwaysForwardNotifications()

void alwaysForwardNotifications

(

)

This method causes the object to forward all notifications received.

Although safer, this behavior is a lot slower and thus usually not the default. The default can be changed at compile time, or at run-time by calling LazyObject::Defaults::instance().alwaysForwardNotifications(); the run-time change won't affect lazy objects already created.

Definition at line 249 of file lazyobject.hpp.

Member Data Documentation

calculated_

bool calculated_ = false

mutableprotected

Definition at line 129 of file lazyobject.hpp.

frozen_

bool frozen_ = false

protected

Definition at line 129 of file lazyobject.hpp.

alwaysForward_

bool alwaysForward_

protected

Definition at line 129 of file lazyobject.hpp.

updating_

bool updating_ = false

private

Definition at line 131 of file lazyobject.hpp.