EquityCashFlowPricer Class Reference

#include <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 &)
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 ()
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 ()

Observer interface
ext::shared_ptr< EquityIndex >	index_
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.