QuantLib: a free/open-source library for quantitative finance
fully annotated source code - version 1.34
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Public Member Functions | List of all members
DerivedQuote< UnaryFunction > Class Template Reference

market quote whose value depends on another quote More...

#include <derivedquote.hpp>

+ Inheritance diagram for DerivedQuote< UnaryFunction >:
+ Collaboration diagram for DerivedQuote< UnaryFunction >:

Public Member Functions

 DerivedQuote (Handle< Quote > element, const UnaryFunction &f)
 
Quote interface
Real value () const override
 returns the current value More...
 
bool isValid () const override
 returns true if the Quote holds a valid value More...
 
- Public Member Functions inherited from Quote
 ~Quote () override=default
 
virtual Real value () const =0
 returns the current value More...
 
virtual bool isValid () const =0
 returns true if the Quote holds a valid value More...
 
- 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 ()
 

Observer interface

Handle< Quoteelement_
 
UnaryFunction f_
 
void update () override
 

Additional Inherited Members

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

Detailed Description

template<class UnaryFunction>
class QuantLib::DerivedQuote< UnaryFunction >

market quote whose value depends on another quote

Tests:
the correctness of the returned values is tested by checking them against numerical calculations.

Definition at line 40 of file derivedquote.hpp.

Constructor & Destructor Documentation

◆ DerivedQuote()

DerivedQuote ( Handle< Quote element,
const UnaryFunction &  f 
)

Definition at line 66 of file derivedquote.hpp.

+ Here is the call graph for this function:

Member Function Documentation

◆ value()

Real value ( ) const
overridevirtual

returns the current value

Implements Quote.

Definition at line 72 of file derivedquote.hpp.

◆ isValid()

bool isValid ( ) const
overridevirtual

returns true if the Quote holds a valid value

Implements Quote.

Definition at line 78 of file derivedquote.hpp.

◆ 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 83 of file derivedquote.hpp.

Member Data Documentation

◆ element_

Handle<Quote> element_
private

Definition at line 53 of file derivedquote.hpp.

◆ f_

UnaryFunction f_
private

Definition at line 54 of file derivedquote.hpp.