QuantLib: a free/open-source library for quantitative finance
fully annotated source code - version 1.34
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Quote adapter for the last fixing available of a given Index. More...
#include <lastfixingquote.hpp>
Public Member Functions | |
LastFixingQuote (ext::shared_ptr< Index > index) | |
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... | |
Observer interface | |
void | update () override |
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 () |
LastFixingQuote interface | |
ext::shared_ptr< Index > | index_ |
const ext::shared_ptr< Index > & | index () const |
Date | referenceDate () const |
Additional Inherited Members | |
Public Types inherited from Observer | |
typedef set_type::iterator | iterator |
Quote adapter for the last fixing available of a given Index.
Definition at line 34 of file lastfixingquote.hpp.
LastFixingQuote | ( | ext::shared_ptr< Index > | index | ) |
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overridevirtual |
returns the current value
Implements Quote.
Definition at line 30 of file lastfixingquote.cpp.
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overridevirtual |
returns true if the Quote holds a valid value
Implements Quote.
Definition at line 36 of file lastfixingquote.cpp.
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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 45 of file lastfixingquote.hpp.
const ext::shared_ptr< Index > & index | ( | ) | const |
Definition at line 49 of file lastfixingquote.hpp.
Date referenceDate | ( | ) | const |
Definition at line 40 of file lastfixingquote.cpp.
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protected |
Definition at line 53 of file lastfixingquote.hpp.