QuantLib_Observer man page

Observer — Object that gets notified when a given observable changes.

Synopsis

#include <ql/patterns/observable.hpp>

Inherited by BootstrapHelper< YoYInflationTermStructure >, BootstrapHelper< YoYOptionletVolatilitySurface >, BootstrapHelper< ZeroInflationTermStructure >, GenericEngine< Arguments, Results >, GenericEngine< BarrierOption::arguments, BarrierOption::results >, GenericEngine< BasketOption::arguments, BasketOption::results >, GenericEngine< Bond::arguments, Bond::results >, GenericEngine< CallableBond::arguments, CallableBond::results >, GenericEngine< CapFloor::arguments, CapFloor::results >, GenericEngine< CatBond::arguments, CatBond::results >, GenericEngine< CdsOption::arguments, CdsOption::results >, GenericEngine< CliquetOption::arguments, CliquetOption::results >, GenericEngine< ComplexChooserOption::arguments, ComplexChooserOption::results >, GenericEngine< CompoundOption::arguments, CompoundOption::results >, GenericEngine< ContinuousAveragingAsianOption::arguments, ContinuousAveragingAsianOption::results >, GenericEngine< ContinuousFixedLookbackOption::arguments, ContinuousFixedLookbackOption::results >, GenericEngine< ContinuousFloatingLookbackOption::arguments, ContinuousFloatingLookbackOption::results >, GenericEngine< ContinuousPartialFixedLookbackOption::arguments, ContinuousPartialFixedLookbackOption::results >, GenericEngine< ContinuousPartialFloatingLookbackOption::arguments, ContinuousPartialFloatingLookbackOption::results >, GenericEngine< ConvertibleBond::option::arguments, ConvertibleBond::option::results >, GenericEngine< CPICapFloor::arguments, CPICapFloor::results >, GenericEngine< CPISwap::arguments, CPISwap::results >, GenericEngine< CreditDefaultSwap::arguments, CreditDefaultSwap::results >, GenericEngine< DiscreteAveragingAsianOption::arguments, DiscreteAveragingAsianOption::results >, GenericEngine< DividendBarrierOption::arguments, DividendBarrierOption::results >, GenericEngine< DividendVanillaOption::arguments, DividendVanillaOption::results >, GenericEngine< DoubleBarrierOption::arguments, DoubleBarrierOption::results >, GenericEngine< EnergyCommodity::arguments, EnergyCommodity::results >, GenericEngine< EverestOption::arguments, EverestOption::results >, GenericEngine< FloatFloatSwap::arguments, FloatFloatSwap::results >, GenericEngine< FloatFloatSwaption::arguments, FloatFloatSwaption::results >, GenericEngine< ForwardOptionArguments< VanillaOption::arguments >, VanillaOption::results >, GenericEngine< HimalayaOption::arguments, HimalayaOption::results >, GenericEngine< HolderExtensibleOption::arguments, HolderExtensibleOption::results >, GenericEngine< Instr::arguments, QuantoOptionResults< Instr::results > >, GenericEngine< IrregularSwap::arguments, IrregularSwap::results >, GenericEngine< IrregularSwaption::arguments, IrregularSwaption::results >, GenericEngine< MargrabeOption::arguments, MargrabeOption::results >, GenericEngine< MultiAssetOption::arguments, MultiAssetOption::results >, GenericEngine< NonstandardSwap::arguments, NonstandardSwap::results >, GenericEngine< NonstandardSwaption::arguments, NonstandardSwaption::results >, GenericEngine< NthToDefault::arguments, NthToDefault::results >, GenericEngine< OneAssetOption::arguments, OneAssetOption::results >, GenericEngine< PagodaOption::arguments, PagodaOption::results >, GenericEngine< PartialTimeBarrierOption::arguments, PartialTimeBarrierOption::results >, GenericEngine< PathMultiAssetOption::arguments, PathMultiAssetOption::results >, GenericEngine< SimpleChooserOption::arguments, SimpleChooserOption::results >, GenericEngine< SpreadOption::arguments, SpreadOption::results >, GenericEngine< Swap::arguments, Swap::results >, GenericEngine< Swaption::arguments, Swaption::results >, GenericEngine< SyntheticCDO::arguments, SyntheticCDO::results >, GenericEngine< TwoAssetBarrierOption::arguments, TwoAssetBarrierOption::results >, GenericEngine< TwoAssetCorrelationOption::arguments, TwoAssetCorrelationOption::results >, GenericEngine< VanillaOption::arguments, VanillaOption::results >, GenericEngine< VanillaStorageOption::arguments, VanillaStorageOption::results >, GenericEngine< VanillaSwap::arguments, VanillaSwap::results >, GenericEngine< VanillaSwingOption::arguments, VanillaSwingOption::results >, GenericEngine< VanillaVPPOption::arguments, VanillaVPPOption::results >, GenericEngine< VarianceOption::arguments, VarianceOption::results >, GenericEngine< VarianceSwap::arguments, VarianceSwap::results >, GenericEngine< WriterExtensibleOption::arguments, WriterExtensibleOption::results >, GenericEngine< YearOnYearInflationSwap::arguments, YearOnYearInflationSwap::results >, GenericEngine< YoYInflationCapFloor::arguments, YoYInflationCapFloor::results >, GenericEngine< ZeroCouponInflationSwap::arguments, ZeroCouponInflationSwap::results >, LatentModel< copulaPolicy >[virtual], LatentModel< GaussianCopulaPolicy >[virtual], BaseCorrelationLossModel< BaseModel_T, Corr2DInt_T >[virtual], BootstrapHelper< TS >, CalibratedModel[virtual], Claim, CommodityIndex, CompositeQuote< BinaryFunction >, ConstantRecoveryModel, CotSwapToFwdAdapterFactory, DeltaVolQuote, DerivedQuote< UnaryFunction >, FlatVolFactory, FloatingRateCoupon, FloatingRateCouponPricer[virtual], ForwardValueQuote, FuturesConvAdjustmentQuote, FwdToCotSwapAdapterFactory, GenericEngine< ArgumentsType, ResultsType >, Handle< T >::Link, IndexedCashFlow, InflationCoupon, InflationCouponPricer[virtual], InflationIndex, InterestRateIndex, LastFixingQuote, LatentModel< copulaPolicyImpl >[virtual], LazyObject[virtual], RandomDefaultModel, RendistatoBasket, SmileSection[virtual], StochasticProcess, and TermStructure[virtual].

Public Types

typedef std::set< boost::shared_ptr< Observable > > set_type

typedef set_type::iterator iterator

Public Member Functions

Observer (const Observer &)

Observer & operator= (const Observer &)

std::pair< iterator, bool > registerWith (const boost::shared_ptr< Observable > &)

void registerWithObservables (const boost::shared_ptr< Observer > &)

Size unregisterWith (const boost::shared_ptr< Observable > &)

void unregisterWithAll ()

virtual void update ()=0

Detailed Description

Object that gets notified when a given observable changes.

Member Function Documentation

void registerWithObservables (const boost::shared_ptr< Observer > & o)

register with all observables of a given observer. Note that this does not include registering with the observer itself.

virtual void update () [pure 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.

Implemented in MarkovFunctional, LatentModel< copulaPolicyImpl >, LatentModel< GaussianCopulaPolicy >, LatentModel< copulaPolicy >, PiecewiseYieldCurve< Traits, Interpolator, Bootstrap >, PiecewiseYoYOptionletVolatilityCurve< Interpolator, Bootstrap, Traits >, YieldTermStructure, PiecewiseDefaultCurve< Traits, Interpolator, Bootstrap >, Gsr, StochasticProcess, DefaultProbabilityTermStructure, RelativeDateBootstrapHelper< TS >, DefaultLatentModel< copulaPolicy >, FittedBondDiscountCurve, DigitalCoupon, CappedFlooredYoYInflationCoupon, RandomLM< derivedRandomLM, copulaPolicy, USNG >, RandomLM< RandomDefaultLM, copulaPolicy, USNG >, RandomLM< RandomLossLM, copulaPolicy, USNG >, BootstrapHelper< TS >, BootstrapHelper< YoYInflationTermStructure >, BootstrapHelper< ZeroInflationTermStructure >, BootstrapHelper< YoYOptionletVolatilitySurface >, BaseCorrelationTermStructure< Interpolator2D_T >, FloatingRateCoupon, TermStructure, InflationIndex, InflationCoupon, CalibratedModel, PiecewiseYoYInflationCurve< Interpolator, Bootstrap, Traits >, CapFloorTermVolCurve, CapFloorTermVolSurface, PiecewiseZeroInflationCurve< Interpolator, Bootstrap, Traits >, SabrVolSurface, GeneralizedBlackScholesProcess, CdsHelper, CappedFlooredCoupon, AnalyticHestonHullWhiteEngine, IndexedCashFlow, FlatForward, GaussianLHPLossModel, AbcdAtmVolCurve, Basket, InflationCouponPricer, HybridHestonHullWhiteProcess, GenericEngine< ArgumentsType, ResultsType >, InterpolatedPiecewiseZeroSpreadedTermStructure< Interpolator >, GenericEngine< EnergyCommodity::arguments, EnergyCommodity::results >, GenericEngine< ForwardOptionArguments< VanillaOption::arguments >, VanillaOption::results >, GenericEngine< HolderExtensibleOption::arguments, HolderExtensibleOption::results >, GenericEngine< YearOnYearInflationSwap::arguments, YearOnYearInflationSwap::results >, GenericEngine< CPISwap::arguments, CPISwap::results >, GenericEngine< VanillaSwingOption::arguments, VanillaSwingOption::results >, GenericEngine< VarianceSwap::arguments, VarianceSwap::results >, GenericEngine< PagodaOption::arguments, PagodaOption::results >, GenericEngine< MargrabeOption::arguments, MargrabeOption::results >, GenericEngine< Arguments, Results >, GenericEngine< ContinuousFixedLookbackOption::arguments, ContinuousFixedLookbackOption::results >, GenericEngine< CreditDefaultSwap::arguments, CreditDefaultSwap::results >, GenericEngine< CapFloor::arguments, CapFloor::results >, GenericEngine< NonstandardSwap::arguments, NonstandardSwap::results >, GenericEngine< VanillaStorageOption::arguments, VanillaStorageOption::results >, GenericEngine< IrregularSwaption::arguments, IrregularSwaption::results >, GenericEngine< IrregularSwap::arguments, IrregularSwap::results >, GenericEngine< ContinuousPartialFloatingLookbackOption::arguments, ContinuousPartialFloatingLookbackOption::results >, GenericEngine< TwoAssetCorrelationOption::arguments, TwoAssetCorrelationOption::results >, GenericEngine< SpreadOption::arguments, SpreadOption::results >, GenericEngine< HimalayaOption::arguments, HimalayaOption::results >, GenericEngine< EverestOption::arguments, EverestOption::results >, GenericEngine< MultiAssetOption::arguments, MultiAssetOption::results >, GenericEngine< CompoundOption::arguments, CompoundOption::results >, GenericEngine< CdsOption::arguments, CdsOption::results >, GenericEngine< SyntheticCDO::arguments, SyntheticCDO::results >, GenericEngine< PartialTimeBarrierOption::arguments, PartialTimeBarrierOption::results >, GenericEngine< ContinuousFloatingLookbackOption::arguments, ContinuousFloatingLookbackOption::results >, GenericEngine< NthToDefault::arguments, NthToDefault::results >, GenericEngine< CliquetOption::arguments, CliquetOption::results >, GenericEngine< OneAssetOption::arguments, OneAssetOption::results >, GenericEngine< FloatFloatSwaption::arguments, FloatFloatSwaption::results >, GenericEngine< DividendBarrierOption::arguments, DividendBarrierOption::results >, GenericEngine< ComplexChooserOption::arguments, ComplexChooserOption::results >, GenericEngine< ContinuousAveragingAsianOption::arguments, ContinuousAveragingAsianOption::results >, GenericEngine< PathMultiAssetOption::arguments, PathMultiAssetOption::results >, GenericEngine< VanillaSwap::arguments, VanillaSwap::results >, GenericEngine< ConvertibleBond::option::arguments, ConvertibleBond::option::results >, GenericEngine< VarianceOption::arguments, VarianceOption::results >, GenericEngine< CatBond::arguments, CatBond::results >, GenericEngine< FloatFloatSwap::arguments, FloatFloatSwap::results >, GenericEngine< BarrierOption::arguments, BarrierOption::results >, GenericEngine< ContinuousPartialFixedLookbackOption::arguments, ContinuousPartialFixedLookbackOption::results >, GenericEngine< VanillaVPPOption::arguments, VanillaVPPOption::results >, GenericEngine< Swaption::arguments, Swaption::results >, GenericEngine< WriterExtensibleOption::arguments, WriterExtensibleOption::results >, GenericEngine< YoYInflationCapFloor::arguments, YoYInflationCapFloor::results >, GenericEngine< CallableBond::arguments, CallableBond::results >, GenericEngine< DiscreteAveragingAsianOption::arguments, DiscreteAveragingAsianOption::results >, GenericEngine< VanillaOption::arguments, VanillaOption::results >, GenericEngine< TwoAssetBarrierOption::arguments, TwoAssetBarrierOption::results >, GenericEngine< Swap::arguments, Swap::results >, GenericEngine< NonstandardSwaption::arguments, NonstandardSwaption::results >, GenericEngine< Instr::arguments, QuantoOptionResults< Instr::results > >, GenericEngine< Bond::arguments, Bond::results >, GenericEngine< ZeroCouponInflationSwap::arguments, ZeroCouponInflationSwap::results >, GenericEngine< DividendVanillaOption::arguments, DividendVanillaOption::results >, GenericEngine< BasketOption::arguments, BasketOption::results >, GenericEngine< CPICapFloor::arguments, CPICapFloor::results >, GenericEngine< SimpleChooserOption::arguments, SimpleChooserOption::results >, GenericEngine< DoubleBarrierOption::arguments, DoubleBarrierOption::results >, DeltaVolQuote, ExtendedBlackVarianceSurface, ConstantRecoveryModel, ZeroSpreadedTermStructure, FdHestonHullWhiteVanillaEngine, FdHestonVanillaEngine, ExtendedBlackVarianceCurve, ForwardSpreadedTermStructure, FloatingRateCouponPricer, InterestRateIndex, CompositeQuote< BinaryFunction >, StrippedOptionletAdapter, HestonSLVMCModel, CommodityIndex, FuturesConvAdjustmentQuote, SmileSection, CmsMarket, LatticeShortRateModelEngine< Arguments, Results >, DerivedQuote< UnaryFunction >, LatticeShortRateModelEngine< CapFloor::arguments, CapFloor::results >, LatticeShortRateModelEngine< VanillaSwap::arguments, VanillaSwap::results >, LatticeShortRateModelEngine< Swaption::arguments, Swaption::results >, LatticeShortRateModelEngine< CallableBond::arguments, CallableBond::results >, ForwardSwapQuote, RandomDefaultModel, LastFixingQuote, ForwardValueQuote, LazyObject, and Claim.

Author

Generated automatically by Doxygen for QuantLib from the source code.

Referenced By

registerWith(3), registerWithObservables(3), set_type(3), unregisterWith(3) and unregisterWithAll(3) are aliases of QuantLib_Observer(3).

Fri Sep 23 2016 Version 1.8.1 QuantLib