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QuantLib: a free/open-source library for quantitative finance
fully annotated source code - version 1.38
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Quote adapter for the last fixing available of a given Index. More...
#include <lastfixingquote.hpp>
Inheritance diagram for LastFixingQuote:
Collaboration diagram for LastFixingQuote:Public Member Functions | |
| LastFixingQuote (ext::shared_ptr< Index > index) | |
Quote interface | |
| Real | value () const override |
| returns the current value More... | |
| bool | isValid () const override |
| returns true if the Quote holds a valid value More... | |
Observer interface | |
| void | update () override |
Public Member Functions inherited from Quote | |
| ~Quote () override=default | |
| virtual Real | value () const =0 |
| returns the current value More... | |
| virtual bool | isValid () const =0 |
| returns true if the Quote holds a valid value More... | |
Public Member Functions inherited from Observable | |
| Observable ()=default | |
| Observable (const Observable &) | |
| Observable & | operator= (const Observable &) |
| Observable (Observable &&)=delete | |
| Observable & | operator= (Observable &&)=delete |
| virtual | ~Observable ()=default |
| void | notifyObservers () |
Public Member Functions inherited from Observer | |
| Observer ()=default | |
| Observer (const Observer &) | |
| Observer & | operator= (const Observer &) |
| virtual | ~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 () |
LastFixingQuote interface | |
| ext::shared_ptr< Index > | index_ |
| const ext::shared_ptr< Index > & | index () const |
| Date | referenceDate () const |
Additional Inherited Members | |
Public Types inherited from Observer | |
| typedef set_type::iterator | iterator |
Quote adapter for the last fixing available of a given Index.
Definition at line 34 of file lastfixingquote.hpp.
| LastFixingQuote | ( | ext::shared_ptr< Index > | index | ) |
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overridevirtual |
returns the current value
Implements Quote.
Definition at line 30 of file lastfixingquote.cpp.
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overridevirtual |
returns true if the Quote holds a valid value
Implements Quote.
Definition at line 36 of file lastfixingquote.cpp.
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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.
Definition at line 45 of file lastfixingquote.hpp.
Here is the call graph for this function:| const ext::shared_ptr< Index > & index | ( | ) | const |
Definition at line 49 of file lastfixingquote.hpp.
| Date referenceDate | ( | ) | const |
Definition at line 40 of file lastfixingquote.cpp.
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protected |
Definition at line 53 of file lastfixingquote.hpp.