QuantLib: a free/open-source library for quantitative finance
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forwardvaluequote.hpp
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1/* -*- mode: c++; tab-width: 4; indent-tabs-mode: nil; c-basic-offset: 4 -*- */
2
3/*
4 Copyright (C) 2006, 2007 Ferdinando Ametrano
5 Copyright (C) 2006 François du Vignaud
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
21/*! \file forwardvaluequote.hpp
22 \brief quote for the forward value of an index
23*/
24
25#ifndef quantlib_forward_value_quote_hpp
26#define quantlib_forward_value_quote_hpp
27
28#include <ql/quote.hpp>
29#include <ql/index.hpp>
30
31namespace QuantLib {
32
33 //! %quote for the forward value of an index
34 class ForwardValueQuote : public Quote,
35 public Observer {
36 public:
37 ForwardValueQuote(ext::shared_ptr<Index> index, const Date& fixingDate);
38 //! \name Quote interface
39 //@{
40 Real value() const override;
41 bool isValid() const override;
42 //@}
43 void update() override;
44
45 private:
46 ext::shared_ptr<Index> index_;
48 };
49
50}
51
52
53#endif
Concrete date class.
Definition: date.hpp:125
quote for the forward value of an index
ext::shared_ptr< Index > index_
Real value() const override
returns the current value
bool isValid() const override
returns true if the Quote holds a valid value
Object that gets notified when a given observable changes.
Definition: observable.hpp:116
purely virtual base class for market observables
Definition: quote.hpp:37
QL_REAL Real
real number
Definition: types.hpp:50
virtual base class for indexes
Definition: any.hpp:35
purely virtual base class for market observables