Quote Class Reference

purely virtual base class for market observables More...

#include <quote.hpp>

Inheritance diagram for Quote:

Collaboration diagram for Quote:

Public Member Functions
	~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 ()

Detailed Description

purely virtual base class for market observables

Tests:

the observability of class instances is tested.

Definition at line 37 of file quote.hpp.

Constructor & Destructor Documentation

~Quote()

~Quote ( )

overridedefault

Member Function Documentation

value()

virtual Real value ( ) const

pure virtual

returns the current value

Implemented in RecoveryRateQuote, DeltaVolQuote, RendistatoEquivalentSwapLengthQuote, RendistatoEquivalentSwapSpreadQuote, CompositeQuote< BinaryFunction >, DerivedQuote< UnaryFunction >, EurodollarFuturesImpliedStdDevQuote, ForwardSwapQuote, ForwardValueQuote, FuturesConvAdjustmentQuote, ImpliedStdDevQuote, LastFixingQuote, and SimpleQuote.

isValid()

virtual bool isValid ( ) const

pure virtual

returns true if the Quote holds a valid value

Implemented in RecoveryRateQuote, DeltaVolQuote, RendistatoEquivalentSwapLengthQuote, RendistatoEquivalentSwapSpreadQuote, CompositeQuote< BinaryFunction >, DerivedQuote< UnaryFunction >, EurodollarFuturesImpliedStdDevQuote, ForwardSwapQuote, ForwardValueQuote, FuturesConvAdjustmentQuote, ImpliedStdDevQuote, LastFixingQuote, and SimpleQuote.