25#ifndef quantlib_futures_conv_adjustment_quote_hpp
26#define quantlib_futures_conv_adjustment_quote_hpp
28#include <ql/quote.hpp>
29#include <ql/types.hpp>
30#include <ql/handle.hpp>
31#include <ql/indexes/iborindex.hpp>
40 const Date& futuresDate,
45 const std::string& immCode,
quote for the futures-convexity adjustment of an index
Handle< Quote > volatility_
Handle< Quote > meanReversion_
Real futuresValue() const
Handle< Quote > futuresQuote_
const Date indexMaturityDate_
Real meanReversion() const
Real value() const override
returns the current value
bool isValid() const override
returns true if the Quote holds a valid value
Shared handle to an observable.
Object that gets notified when a given observable changes.
purely virtual base class for market observables