QuantLib_LastFixingQuote man page

LastFixingQuote — Quote adapter for the last fixing available of a given Index.

Synopsis

#include <ql/quotes/lastfixingquote.hpp>

Inherits Quote, and Observer.

Public Member Functions

LastFixingQuote (const boost::shared_ptr< Index > &index)

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 ()

LastFixingQuote interface

const boost::shared_ptr< Index > & index () const

Date referenceDate () const

Protected Attributes

boost::shared_ptr< Index > index_

Additional Inherited Members

Detailed Description

Quote adapter for the last fixing available of a given Index.

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

LastFixingQuote(3) is an alias of QuantLib_LastFixingQuote(3).

Fri Sep 23 2016 Version 1.8.1 QuantLib