ForwardSwapQuote Class Reference

Quote for a forward starting swap. More...

#include <ql/quotes/forwardswapquote.hpp>

Inheritance diagram for ForwardSwapQuote:

Public Member Functions
	ForwardSwapQuote (ext::shared_ptr< SwapIndex > swapIndex, Handle< Quote > spread, const Period &fwdStart)
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 LazyObject
void	update () override
bool	isCalculated () const
void	forwardFirstNotificationOnly ()
void	alwaysForwardNotifications ()
void	recalculate ()
void	freeze ()
void	unfreeze ()
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
ext::shared_ptr< SwapIndex >	swapIndex_
Handle< Quote >	spread_
Period	fwdStart_
Date	evaluationDate_
Date	valueDate_
Date	startDate_
Date	fixingDate_
ext::shared_ptr< VanillaSwap >	swap_
Rate	result_
void	update () override
const Date &	valueDate () const
const Date &	startDate () const
const Date &	fixingDate () const
void	initializeDates ()
void	performCalculations () const override

Additional Inherited Members
Public Types inherited from Observer
typedef set_type::iterator	iterator
virtual void	calculate () const
bool	calculated_ = false
bool	frozen_ = false
bool	alwaysForward_

Detailed Description

Quote for a forward starting swap.

Member Function Documentation

value()

Real value ( ) const

overridevirtual

returns the current value

Implements Quote.

isValid()

bool isValid ( ) const

overridevirtual

returns true if the Quote holds a valid value

Implements Quote.

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.

performCalculations()

void performCalculations ( ) const

overrideprotectedvirtual

This method must implement any calculations which must be (re)done in order to calculate the desired results.

Implements LazyObject.