QuantLib: a free/open-source library for quantitative finance
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Public Member Functions | Private Attributes | List of all members
CotSwapToFwdAdapterFactory Class Reference

#include <ql/models/marketmodels/models/cotswaptofwdadapter.hpp>

+ Inheritance diagram for CotSwapToFwdAdapterFactory:
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Public Member Functions

 CotSwapToFwdAdapterFactory (const ext::shared_ptr< MarketModelFactory > &coterminalFactory)
 
ext::shared_ptr< MarketModelcreate (const EvolutionDescription &, Size numberOfFactors) const override
 
void update () override
 
- Public Member Functions inherited from MarketModelFactory
 ~MarketModelFactory () override=default
 
virtual ext::shared_ptr< MarketModelcreate (const EvolutionDescription &, Size numberOfFactors) const =0
 
- Public Member Functions inherited from Observable
 Observable ()
 
 Observable (const Observable &)
 
Observableoperator= (const Observable &)
 
 Observable (Observable &&)=delete
 
Observableoperator= (Observable &&)=delete
 
virtual ~Observable ()=default
 
void notifyObservers ()
 
- 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 ()
 

Private Attributes

ext::shared_ptr< MarketModelFactorycoterminalFactory_
 

Additional Inherited Members

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

Detailed Description

Definition at line 53 of file cotswaptofwdadapter.hpp.

Constructor & Destructor Documentation

◆ CotSwapToFwdAdapterFactory()

CotSwapToFwdAdapterFactory ( const ext::shared_ptr< MarketModelFactory > &  coterminalFactory)

Definition at line 82 of file cotswaptofwdadapter.cpp.

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Member Function Documentation

◆ create()

ext::shared_ptr< MarketModel > create ( const EvolutionDescription evolution,
Size  numberOfFactors 
) const
overridevirtual

Implements MarketModelFactory.

Definition at line 89 of file cotswaptofwdadapter.cpp.

◆ 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 98 of file cotswaptofwdadapter.cpp.

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Member Data Documentation

◆ coterminalFactory_

ext::shared_ptr<MarketModelFactory> coterminalFactory_
private

Definition at line 63 of file cotswaptofwdadapter.hpp.