EquityCashFlowPricer Class Reference

#include <equitycashflow.hpp>

Inheritance diagram for EquityCashFlowPricer:

Collaboration diagram for EquityCashFlowPricer:

Public Member Functions
	EquityCashFlowPricer ()=default
Interface
virtual Real	price () const =0
virtual void	initialize (const EquityCashFlow &)=0
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 ()
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 ()

Observer interface
ext::shared_ptr< EquityIndex >	index_
Date	baseDate_
Date	fixingDate_
bool	growthOnlyPayoff_
void	update () override

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

Detailed Description

Definition at line 70 of file equitycashflow.hpp.

Constructor & Destructor Documentation

EquityCashFlowPricer()

EquityCashFlowPricer ( )

default

Member Function Documentation

price()

virtual Real price ( ) const

pure virtual

Implemented in EquityQuantoCashFlowPricer.

initialize()

virtual void initialize ( const EquityCashFlow &  )

pure virtual

Implemented in EquityQuantoCashFlowPricer.

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.

Definition at line 81 of file equitycashflow.hpp.

Here is the call graph for this function:

Member Data Documentation

index_

ext::shared_ptr<EquityIndex> index_

protected

Definition at line 84 of file equitycashflow.hpp.

baseDate_

Date baseDate_

protected

Definition at line 85 of file equitycashflow.hpp.

fixingDate_

Date fixingDate_

protected

Definition at line 85 of file equitycashflow.hpp.

growthOnlyPayoff_

bool growthOnlyPayoff_

protected

Definition at line 86 of file equitycashflow.hpp.