Observer Class Reference

Object that gets notified when a given observable changes. More...

#include <ql/patterns/observable.hpp>

Inheritance diagram for Observer:

Public Types
typedef set_type::iterator	iterator

Public Member Functions
	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	update ()=0
virtual void	deepUpdate ()

Detailed Description

Object that gets notified when a given observable changes.

Member Function Documentation

registerWithObservables()

void registerWithObservables

(

const ext::shared_ptr< Observer > &

o

)

register with all observables of a given observer. Note that this does not include registering with the observer itself.

update()

virtual void update ( )

pure virtual

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.

Implemented in AbcdAtmVolCurve, AnalyticHestonHullWhiteEngine, BaseCorrelationTermStructure< Interpolator2D_T >, Basket, BootstrapHelper< TS >, BootstrapHelper< DefaultProbabilityTermStructure >, BootstrapHelper< YieldTermStructure >, BootstrapHelper< YoYInflationTermStructure >, BootstrapHelper< YoYOptionletVolatilitySurface >, BootstrapHelper< ZeroInflationTermStructure >, CalibratedModel, CapFloorTermVolCurve, CapFloorTermVolSurface, CappedFlooredYoYInflationCoupon, CdsHelper, Claim, CmsMarket, CommodityIndex, CompositeQuote< BinaryFunction >, ConstantRecoveryModel, COSHestonEngine, DefaultLatentModel< copulaPolicy >, DefaultLatentModel< GaussianCopulaPolicy >, DefaultLatentModel< TCopulaPolicy >, DefaultProbabilityTermStructure, DeltaVolQuote, DerivedQuote< UnaryFunction >, ExtendedBlackVarianceCurve, ExtendedBlackVarianceSurface, FdHestonHullWhiteVanillaEngine, FdHestonVanillaEngine, FittedBondDiscountCurve, FlatForward, FloatingRateCouponPricer, ForwardSpreadedTermStructure, ForwardSwapQuote, ForwardValueQuote, FuturesConvAdjustmentQuote, GaussianLHPLossModel, GeneralizedBlackScholesProcess, GenericEngine< ArgumentsType, ResultsType >, GenericEngine< Arguments, Results >, GenericEngine< arguments, results >, GenericEngine< BarrierOption::arguments, BarrierOption::results >, GenericEngine< BasketOption::arguments, BasketOption::results >, GenericEngine< Bond::arguments, Bond::results >, GenericEngine< CallableBond::arguments, CallableBond::results >, GenericEngine< CapFloor::arguments, CapFloor::results >, GenericEngine< CatBond::arguments, CatBond::results >, GenericEngine< CdsOption::arguments, CdsOption::results >, GenericEngine< CliquetOption::arguments, CliquetOption::results >, GenericEngine< ComplexChooserOption::arguments, ComplexChooserOption::results >, GenericEngine< CompoundOption::arguments, CompoundOption::results >, GenericEngine< ContinuousAveragingAsianOption::arguments, ContinuousAveragingAsianOption::results >, GenericEngine< ContinuousFixedLookbackOption::arguments, ContinuousFixedLookbackOption::results >, GenericEngine< ContinuousFloatingLookbackOption::arguments, ContinuousFloatingLookbackOption::results >, GenericEngine< ContinuousPartialFixedLookbackOption::arguments, ContinuousPartialFixedLookbackOption::results >, GenericEngine< ContinuousPartialFloatingLookbackOption::arguments, ContinuousPartialFloatingLookbackOption::results >, GenericEngine< ConvertibleBond::arguments, ConvertibleBond::results >, GenericEngine< CPICapFloor::arguments, CPICapFloor::results >, GenericEngine< CPISwap::arguments, CPISwap::results >, GenericEngine< CreditDefaultSwap::arguments, CreditDefaultSwap::results >, GenericEngine< DiscreteAveragingAsianOption::arguments, DiscreteAveragingAsianOption::results >, GenericEngine< DoubleBarrierOption::arguments, DoubleBarrierOption::results >, GenericEngine< EnergyCommodity::arguments, EnergyCommodity::results >, GenericEngine< EverestOption::arguments, EverestOption::results >, GenericEngine< FixedVsFloatingSwap::arguments, FixedVsFloatingSwap::results >, GenericEngine< FloatFloatSwap::arguments, FloatFloatSwap::results >, GenericEngine< FloatFloatSwaption::arguments, FloatFloatSwaption::results >, GenericEngine< ForwardOptionArguments< VanillaOption::arguments >, VanillaOption::results >, GenericEngine< HimalayaOption::arguments, HimalayaOption::results >, GenericEngine< HolderExtensibleOption::arguments, HolderExtensibleOption::results >, GenericEngine< Instr::arguments, QuantoOptionResults< Instr::results > >, GenericEngine< IrregularSwap::arguments, IrregularSwap::results >, GenericEngine< IrregularSwaption::arguments, IrregularSwaption::results >, GenericEngine< MargrabeOption::arguments, MargrabeOption::results >, GenericEngine< MultiAssetOption::arguments, MultiAssetOption::results >, GenericEngine< NonstandardSwap::arguments, NonstandardSwap::results >, GenericEngine< NonstandardSwaption::arguments, NonstandardSwaption::results >, GenericEngine< NthToDefault::arguments, NthToDefault::results >, GenericEngine< OneAssetOption::arguments, OneAssetOption::results >, GenericEngine< PagodaOption::arguments, PagodaOption::results >, GenericEngine< PartialTimeBarrierOption::arguments, PartialTimeBarrierOption::results >, GenericEngine< PathMultiAssetOption::arguments, PathMultiAssetOption::results >, GenericEngine< PerpetualFutures::arguments, PerpetualFutures::results >, GenericEngine< SimpleChooserOption::arguments, SimpleChooserOption::results >, GenericEngine< SoftBarrierOption::arguments, SoftBarrierOption::results >, GenericEngine< SpreadOption::arguments, SpreadOption::results >, GenericEngine< Swap::arguments, Swap::results >, GenericEngine< Swaption::arguments, Swaption::results >, GenericEngine< SyntheticCDO::arguments, SyntheticCDO::results >, GenericEngine< TwoAssetBarrierOption::arguments, TwoAssetBarrierOption::results >, GenericEngine< TwoAssetCorrelationOption::arguments, TwoAssetCorrelationOption::results >, GenericEngine< VanillaOption::arguments, VanillaOption::results >, GenericEngine< VanillaStorageOption::arguments, VanillaStorageOption::results >, GenericEngine< VanillaSwap::arguments, VanillaSwap::results >, GenericEngine< VanillaSwingOption::arguments, VanillaSwingOption::results >, GenericEngine< VanillaVPPOption::arguments, VanillaVPPOption::results >, GenericEngine< VarianceOption::arguments, VarianceOption::results >, GenericEngine< VarianceSwap::arguments, VarianceSwap::results >, GenericEngine< WriterExtensibleOption::arguments, WriterExtensibleOption::results >, GenericEngine< YearOnYearInflationSwap::arguments, YearOnYearInflationSwap::results >, GenericEngine< YoYInflationCapFloor::arguments, YoYInflationCapFloor::results >, GenericEngine< ZeroCouponInflationSwap::arguments, ZeroCouponInflationSwap::results >, Gsr, HybridHestonHullWhiteProcess, Index, InflationCouponPricer, InterpolatedPiecewiseForwardSpreadedTermStructure< Interpolator >, InterpolatedPiecewiseZeroSpreadedTermStructure< Interpolator >, InterpolatedPiecewiseZeroSpreadedTermStructure< Linear >, InterpolatedSpreadDiscountCurve< Interpolator >, InterpolatedSpreadDiscountCurve< LogLinear >, LastFixingQuote, LatentModel< copulaPolicyImpl >, LatentModel< copulaPolicy >, LatentModel< GaussianCopulaPolicy >, LatticeShortRateModelEngine< Arguments, Results >, LatticeShortRateModelEngine< CallableBond::arguments, CallableBond::results >, LatticeShortRateModelEngine< CapFloor::arguments, CapFloor::results >, LatticeShortRateModelEngine< Swaption::arguments, Swaption::results >, LatticeShortRateModelEngine< VanillaSwap::arguments, VanillaSwap::results >, LazyObject, MarkovFunctional, PiecewiseDefaultCurve< Traits, Interpolator, Bootstrap >, PiecewiseDefaultCurve< Traits, Interpolator, Bootstrap >, PiecewiseDefaultCurve< Traits, Interpolator, IterativeBootstrap >, PiecewiseYieldCurve< Traits, Interpolator, Bootstrap >, PiecewiseYieldCurve< detail::SpreadTraits< Traits >, Interpolator, IterativeBootstrap >, PiecewiseYieldCurve< Traits, Interpolator, Bootstrap >, PiecewiseYieldCurve< Traits, Interpolator, IterativeBootstrap >, PiecewiseYieldCurve< traits_type, Interpolator, Bootstrap >, PiecewiseYoYInflationCurve< Interpolator, Bootstrap, Traits >, PiecewiseYoYInflationCurve< Interpolator, Bootstrap, Traits >, PiecewiseYoYInflationCurve< Interpolator, IterativeBootstrap, YoYInflationTraits >, PiecewiseYoYOptionletVolatilityCurve< Interpolator, Bootstrap, Traits >, PiecewiseYoYOptionletVolatilityCurve< Interpolator, Bootstrap, Traits >, PiecewiseYoYOptionletVolatilityCurve< Interpolator, IterativeBootstrap, YoYInflationVolatilityTraits >, PiecewiseZeroInflationCurve< Interpolator, Bootstrap, Traits >, PiecewiseZeroInflationCurve< Interpolator, Bootstrap, Traits >, PiecewiseZeroInflationCurve< Interpolator, IterativeBootstrap, ZeroInflationTraits >, RandomDefaultModel, RandomLM< derivedRandomLM, copulaPolicy, USNG >, RandomLM< RandomDefaultLM, copulaPolicy, SobolRsg >, RandomLM< RandomLossLM, copulaPolicy, SobolRsg >, RelativeDateBootstrapHelper< TS >, RelativeDateBootstrapHelper< DefaultProbabilityTermStructure >, RelativeDateBootstrapHelper< YieldTermStructure >, RelativeDateBootstrapHelper< YoYInflationTermStructure >, RelativeDateBootstrapHelper< ZeroInflationTermStructure >, SabrVolSurface, SmileSection, StochasticProcess, StrippedOptionletAdapter, template FactorSampler< USNG >, TermStructure, UltimateForwardTermStructure, YieldTermStructure, and ZeroSpreadedTermStructure.

deepUpdate()

void deepUpdate ( )

virtual

This method allows to explicitly update the instance itself and nested observers. If notifications are disabled a call to this method ensures an update of such nested observers. It should be implemented in derived classes whenever applicable

Reimplemented in Bond, CapFloor, CappedFlooredCoupon, CompositeInstrument, DigitalCoupon, StrippedOptionletAdapter, Swap, and Swaption.