QuantLib_DerivedQuote man page

DerivedQuote< UnaryFunction > — market quote whose value depends on another quote

Synopsis

#include <ql/quotes/derivedquote.hpp>

Inherits Quote, and Observer.

Public Member Functions

DerivedQuote (const Handle< Quote > &element, const UnaryFunction &f)

Quote interface

Real value () const
returns the current value
bool isValid () const
returns true if the Quote holds a valid value

Observer interface

void update ()

Additional Inherited Members

Detailed Description

template<class UnaryFunction>

class QuantLib::DerivedQuote< UnaryFunction >" market quote whose value depends on another quote

Tests

the correctness of the returned values is tested by checking them against numerical calculations.

Member Function Documentation

void update () [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.

Implements Observer.

Author

Generated automatically by Doxygen for QuantLib from the source code.

Referenced By

DerivedQuote(3) is an alias of QuantLib_DerivedQuote(3).

Fri Sep 23 2016 Version 1.8.1 QuantLib