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 >:

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
bool	isValid () const override
	returns true if the Quote holds a valid value
Public Member Functions inherited from Observable
	Observable (const Observable &)
Observable &	operator= (const Observable &)
	Observable (Observable &&)=delete
Observable &	operator= (Observable &&)=delete
void	notifyObservers ()
Public Member Functions inherited from Observer
	Observer (const Observer &)
Observer &	operator= (const 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	deepUpdate ()

Observer interface
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.

Member Function Documentation

value()

template<class BinaryFunction>

Real value ( ) const

overridevirtual

returns the current value

Implements Quote.

isValid()

template<class BinaryFunction>

bool isValid ( ) const

overridevirtual

returns true if the Quote holds a valid value

Implements Quote.

update()

template<class BinaryFunction>

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.