QuantLib: a free/open-source library for quantitative finance
Fully annotated sources - version 1.32
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Public Member Functions | List of all members
EquityCashFlowPricer Class Referenceabstract

#include <ql/cashflows/equitycashflow.hpp>

+ Inheritance diagram for EquityCashFlowPricer:
+ Collaboration diagram for EquityCashFlowPricer:

Public Member Functions

 EquityCashFlowPricer ()=default
 
Interface
virtual Real price () const =0
 
virtual void initialize (const EquityCashFlow &)=0
 
- Public Member Functions inherited from Observer
 Observer ()=default
 
 Observer (const Observer &)
 
Observeroperator= (const Observer &)
 
virtual ~Observer ()
 
std::pair< iterator, boolregisterWith (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 ()
 
- Public Member Functions inherited from Observable
 Observable ()
 
 Observable (const Observable &)
 
Observableoperator= (const Observable &)
 
 Observable (Observable &&)=delete
 
Observableoperator= (Observable &&)=delete
 
virtual ~Observable ()=default
 
void notifyObservers ()
 

Observer interface

ext::shared_ptr< EquityIndexindex_
 
Date baseDate_
 
Date fixingDate_
 
bool growthOnlyPayoff_
 
void update () override
 

Additional Inherited Members

- Public Types inherited from Observer
typedef set_type::iterator iterator
 

Detailed Description

Definition at line 70 of file equitycashflow.hpp.

Constructor & Destructor Documentation

◆ EquityCashFlowPricer()

EquityCashFlowPricer ( )
default

Member Function Documentation

◆ price()

virtual Real price ( ) const
pure virtual

Implemented in EquityQuantoCashFlowPricer.

◆ initialize()

virtual void initialize ( const EquityCashFlow )
pure virtual

Implemented in EquityQuantoCashFlowPricer.

◆ 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 81 of file equitycashflow.hpp.

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Member Data Documentation

◆ index_

ext::shared_ptr<EquityIndex> index_
protected

Definition at line 84 of file equitycashflow.hpp.

◆ baseDate_

Date baseDate_
protected

Definition at line 85 of file equitycashflow.hpp.

◆ fixingDate_

Date fixingDate_
protected

Definition at line 85 of file equitycashflow.hpp.

◆ growthOnlyPayoff_

bool growthOnlyPayoff_
protected

Definition at line 86 of file equitycashflow.hpp.