QuantLib_CompositeQuote (3) - Linux Man Pages

QuantLib_CompositeQuote: market element whose value depends on two other market element

NAME

QuantLib::CompositeQuote - market element whose value depends on two other market element

SYNOPSIS


#include <ql/quotes/compositequote.hpp>

Inherits QuantLib::Quote, and QuantLib::Observer.

Public Member Functions


CompositeQuote (const Handle< Quote > &element1, const Handle< Quote > &element2, const BinaryFunction &f)

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 ()

Detailed Description

template<class BinaryFunction> class QuantLib::CompositeQuote< BinaryFunction >

market element whose value depends on two other market element

Tests

the correctness of the returned values is tested by checking them against numerical calculations.

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

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