LastFixingQuote (3) - Linux Manuals
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.