QuantLib: a free/open-source library for quantitative finance
fully annotated source code - version 1.34
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RendistatoCalculator equivalent swap spread Quote adapter. More...
#include <btp.hpp>
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 &) | |
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 |