LastFixingQuote (3) - Linux Man Pages

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

NAME

QuantLib::LastFixingQuote - Quote adapter for the last fixing available of a given Index.

SYNOPSIS


#include <ql/quotes/lastfixingquote.hpp>

Inherits QuantLib::Quote, and QuantLib::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_

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.