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QuantLib: a free/open-source library for quantitative finance
fully annotated source code - version 1.38
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RendistatoCalculator equivalent swap spread Quote adapter. More...
#include <btp.hpp>
Inheritance diagram for RendistatoEquivalentSwapSpreadQuote:
Collaboration diagram for RendistatoEquivalentSwapSpreadQuote: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 ()=default | |
| Observable (const Observable &) | |
| Observable & | operator= (const Observable &) |
| Observable (Observable &&)=delete | |
| Observable & | operator= (Observable &&)=delete |
| virtual | ~Observable ()=default |
| void | notifyObservers () |
Private Attributes | |
| ext::shared_ptr< RendistatoCalculator > | r_ |
RendistatoCalculator equivalent swap spread Quote adapter.
| RendistatoEquivalentSwapSpreadQuote | ( | ext::shared_ptr< RendistatoCalculator > | r | ) |
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overridevirtual |
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overridevirtual |
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private |