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QuantLib: a free/open-source library for quantitative finance
Reference manual - version 1.40
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purely virtual base class for market observables More...
#include <ql/quote.hpp>
Public Member Functions | |
| virtual Real | value () const =0 |
| returns the current value | |
| virtual bool | isValid () const =0 |
| 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 () |
purely virtual base class for market observables
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pure virtual |
returns the current value
Implemented in CompositeQuote< BinaryFunction >, DeltaVolQuote, DerivedQuote< UnaryFunction >, EurodollarFuturesImpliedStdDevQuote, ForwardSwapQuote, ForwardValueQuote, FuturesConvAdjustmentQuote, ImpliedStdDevQuote, LastFixingQuote, RecoveryRateQuote, RendistatoEquivalentSwapLengthQuote, RendistatoEquivalentSwapSpreadQuote, and SimpleQuote.
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pure virtual |
returns true if the Quote holds a valid value
Implemented in CompositeQuote< BinaryFunction >, DeltaVolQuote, DerivedQuote< UnaryFunction >, EurodollarFuturesImpliedStdDevQuote, ForwardSwapQuote, ForwardValueQuote, FuturesConvAdjustmentQuote, ImpliedStdDevQuote, LastFixingQuote, RecoveryRateQuote, RendistatoEquivalentSwapLengthQuote, RendistatoEquivalentSwapSpreadQuote, and SimpleQuote.