DerivedQuote< UnaryFunction > Class Template Reference

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

#include <ql/quotes/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 &)
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 ()

Observer interface
Handle< Quote >	element_
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.