CompositeQuote< BinaryFunction > Class Template Reference

market element whose value depends on two other market element More...

#include <ql/quotes/compositequote.hpp>

Inheritance diagram for CompositeQuote< BinaryFunction >:

Collaboration diagram for CompositeQuote< BinaryFunction >:

Public Member Functions
	CompositeQuote (Handle< Quote > element1, Handle< Quote > element2, const BinaryFunction &f)
inspectors
Real	value1 () const
Real	value2 () const
Quote interface
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 ()
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 ()

Observer interface
Handle< Quote >	element1_
Handle< Quote >	element2_
BinaryFunction	f_
void	update () override

Additional Inherited Members
Public Types inherited from Observer
typedef set_type::iterator	iterator

Detailed Description

template<class BinaryFunction>
class QuantLib::CompositeQuote< BinaryFunction >

market element whose value depends on two other market element

Tests:

the correctness of the returned values is tested by checking them against numerical calculations.

Definition at line 40 of file compositequote.hpp.

Constructor & Destructor Documentation

CompositeQuote()

CompositeQuote	(	Handle< Quote >	element1,
		Handle< Quote >	element2,
		const BinaryFunction &	f
	)

Definition at line 73 of file compositequote.hpp.

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Member Function Documentation

value1()

Real value1

(

)

const

Definition at line 45 of file compositequote.hpp.

value2()

Real value2

(

)

const

Definition at line 46 of file compositequote.hpp.

value()

Real value ( ) const

overridevirtual

returns the current value

Implements Quote.

Definition at line 82 of file compositequote.hpp.

isValid()

bool isValid ( ) const

overridevirtual

returns true if the Quote holds a valid value

Implements Quote.

Definition at line 88 of file compositequote.hpp.

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 94 of file compositequote.hpp.

Member Data Documentation

element1_

Handle<Quote> element1_

private

Definition at line 58 of file compositequote.hpp.

element2_

Handle<Quote> element2_

private

Definition at line 58 of file compositequote.hpp.

f_

BinaryFunction f_

private

Definition at line 59 of file compositequote.hpp.