QuantLib: LazyObject Class Reference

Framework for calculation on demand and result caching. More...

#include <ql/patterns/lazyobject.hpp>

Inheritance diagram for LazyObject:

Classes
class	Defaults
	Per-session settings for the LazyObject class. More...

Public Member Functions
Observer interface
void	update () override
bool	isCalculated () const
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 ()

Notification settings
bool	calculated_ = false
bool	frozen_ = false
bool	alwaysForward_
void	forwardFirstNotificationOnly ()
void	alwaysForwardNotifications ()

Calculations
These methods do not modify the structure of the object and are therefore declared as const. Data members which will be calculated on demand need to be declared as mutable.
void	recalculate ()
void	freeze ()
void	unfreeze ()
virtual void	calculate () const
virtual void	performCalculations () const =0

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

Detailed Description

Framework for calculation on demand and result caching.

Member Function Documentation

◆ 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.

◆ isCalculated()

bool isCalculated ( ) const

Returns true if the instrument is calculated

◆ recalculate()

void recalculate ( )

This method force the recalculation of any results which would otherwise be cached. It is not declared as const since it needs to call the non-const notifyObservers method.

Note: Explicit invocation of this method is not necessary if the object registered itself as observer with the structures on which such results depend. It is strongly advised to follow this policy when possible.

◆ freeze()

void freeze ( )

This method constrains the object to return the presently cached results on successive invocations, even if arguments upon which they depend should change.

◆ unfreeze()

void unfreeze ( )

This method reverts the effect of the freeze method, thus re-enabling recalculations.

◆ calculate()

void calculate ( ) const

protectedvirtual

This method performs all needed calculations by calling the performCalculations method.

Warning: Objects cache the results of the previous calculation. Such results will be returned upon later invocations of calculate. When the results depend on arguments which could change between invocations, the lazy object must register itself as observer of such objects for the calculations to be performed again when they change.

Warning: Should this method be redefined in derived classes, LazyObject::calculate() should be called in the overriding method.

Reimplemented in Instrument.

◆ performCalculations()

virtual void performCalculations ( ) const

protectedpure virtual

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

Implemented in AbcdAtmVolCurve, AndreasenHugeVolatilityInterpl, BlackCalibrationHelper, BondForward, CapFloorTermVolCurve, CapFloorTermVolSurface, CappedFlooredCoupon, CashFlow, CompositeInstrument, DigitalCoupon, EnergyBasisSwap, EnergyFuture, EnergyVanillaSwap, EurodollarFuturesImpliedStdDevQuote, FixedRateCoupon, FloatingRateCoupon, Forward, ForwardRateAgreement, ForwardSwapQuote, Gaussian1dModel, Gsr, HestonModelHelper, HestonSLVMCModel, ImpliedStdDevQuote, IndexedCashFlow, InflationCoupon, Instrument, InterpolatedSwaptionVolatilityCube, MarkovFunctional, OptionletStripper1, OptionletStripper2, RandomLM< derivedRandomLM, copulaPolicy, USNG >, RandomLM< RandomDefaultLM, copulaPolicy, SobolRsg >, RandomLM< RandomLossLM, copulaPolicy, SobolRsg >, Stock, StrippedOptionletAdapter, SwaptionVolatilityCube, SwaptionVolatilityMatrix, XabrSwaptionVolatilityCube< Model >, XabrSwaptionVolatilityCube< SwaptionVolCubeNoArbSabrModel >, and XabrSwaptionVolatilityCube< SwaptionVolCubeSabrModel >.

◆ forwardFirstNotificationOnly()

void forwardFirstNotificationOnly ( )

This method causes the object to forward the first notification received, and discard the others until recalculated; the rationale is that observers were already notified, and don't need further notifications until they recalculate, at which point this object would be recalculated too. After recalculation, this object would again forward the first notification received.

Although not always correct, this behavior is a lot faster and thus is the current default. The default can be changed at compile time, or at at run time by calling LazyObject::Defaults::instance().alwaysForwardNotifications(); the run-time change won't affect lazy objects already created.

◆ alwaysForwardNotifications()

void alwaysForwardNotifications ( )

This method causes the object to forward all notifications received.

Although safer, this behavior is a lot slower and thus usually not the default. The default can be changed at compile time, or at run-time by calling LazyObject::Defaults::instance().alwaysForwardNotifications(); the run-time change won't affect lazy objects already created.

Classes

Public Member Functions

Notification settings

Calculations

Additional Inherited Members