QuantLib: a free/open-source library for quantitative finance
Reference manual - version 1.40
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DerivedQuote< UnaryFunction > Class Template Reference

market quote whose value depends on another quote More...

#include <ql/quotes/derivedquote.hpp>

Inheritance diagram for DerivedQuote< UnaryFunction >:

Public Member Functions

 DerivedQuote (Handle< Quote > element, const UnaryFunction &f)
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 &)
Observableoperator= (const Observable &)
 Observable (Observable &&)=delete
Observableoperator= (Observable &&)=delete
void notifyObservers ()
Public Member Functions inherited from Observer
 Observer (const Observer &)
Observeroperator= (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 UnaryFunction>
class QuantLib::DerivedQuote< UnaryFunction >

market quote whose value depends on another quote

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

Member Function Documentation

◆ value()

template<class UnaryFunction>
Real value ( ) const
overridevirtual

returns the current value

Implements Quote.

◆ isValid()

template<class UnaryFunction>
bool isValid ( ) const
overridevirtual

returns true if the Quote holds a valid value

Implements Quote.

◆ update()

template<class UnaryFunction>
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.