QuantLib: a free/open-source library for quantitative finance
fully annotated source code - version 1.34
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Public Member Functions | Private Attributes | List of all members
RendistatoEquivalentSwapSpreadQuote Class Reference

RendistatoCalculator equivalent swap spread Quote adapter. More...

#include <btp.hpp>

+ Inheritance diagram for RendistatoEquivalentSwapSpreadQuote:
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Public Member Functions

 RendistatoEquivalentSwapSpreadQuote (ext::shared_ptr< RendistatoCalculator > r)
 
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 ()
 

Private Attributes

ext::shared_ptr< RendistatoCalculatorr_
 

Detailed Description

RendistatoCalculator equivalent swap spread Quote adapter.

Definition at line 181 of file btp.hpp.

Constructor & Destructor Documentation

◆ RendistatoEquivalentSwapSpreadQuote()

Definition at line 236 of file btp.cpp.

Member Function Documentation

◆ value()

Real value ( ) const
overridevirtual

returns the current value

Implements Quote.

Definition at line 287 of file btp.hpp.

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◆ isValid()

bool isValid ( ) const
overridevirtual

returns true if the Quote holds a valid value

Implements Quote.

Definition at line 240 of file btp.cpp.

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Member Data Documentation

◆ r_

ext::shared_ptr<RendistatoCalculator> r_
private

Definition at line 188 of file btp.hpp.