QuantLib_ForwardSwapQuote man page

ForwardSwapQuote — Quote for a forward starting swap.

Synopsis

#include <ql/quotes/forwardswapquote.hpp>

Inherits Quote, and LazyObject.

Public Member Functions

ForwardSwapQuote (const boost::shared_ptr< SwapIndex > &swapIndex, const Handle< Quote > &spread, const Period &fwdStart)

const Date & valueDate () const

const Date & startDate () const

const Date & fixingDate () const

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 ()

Protected Member Functions

void initializeDates ()

void performCalculations () const

Protected Attributes

boost::shared_ptr< SwapIndex > swapIndex_

Handle< Quote > spread_

Period fwdStart_

Date evaluationDate_

Date valueDate_

Date startDate_

Date fixingDate_

boost::shared_ptr< VanillaSwap > swap_

Rate result_

Additional Inherited Members

Detailed Description

Quote for a forward starting swap.

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.

Reimplemented from LazyObject.

void performCalculations () const [protected], [virtual]

This method must implement any calculations which must be (re)done in order to calculate the desired results.

Implements LazyObject.

Author

Generated automatically by Doxygen for QuantLib from the source code.

Referenced By

evaluationDate_(3), fixingDate_(3), ForwardSwapQuote(3), fwdStart_(3), result_(3) and swapIndex_(3) are aliases of QuantLib_ForwardSwapQuote(3).

Fri Sep 23 2016 Version 1.8.1 QuantLib