QuantLib_ForwardSwapQuote (3) - Linux Man Pages

QuantLib_ForwardSwapQuote: Quote for a forward starting swap.

NAME

QuantLib::ForwardSwapQuote - Quote for a forward starting swap.

SYNOPSIS


#include <ql/quotes/forwardswapquote.hpp>

Inherits QuantLib::Quote, and QuantLib::LazyObject.

Public Member Functions


ForwardSwapQuote (const boost::shared_ptr< SwapIndex > &swapIndex, const Handle< Quote > &spread, const Period &fwdStart)

const Date & valueDate () const

const Date & startDate () const

const Date & fixingDate () const

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 ()

Protected Member Functions


void initializeDates ()

void performCalculations () const

Protected Attributes


boost::shared_ptr< SwapIndex > swapIndex_

Handle< Quote > spread_

Period fwdStart_

Date evaluationDate_

Date valueDate_

Date startDate_

Date fixingDate_

boost::shared_ptr< VanillaSwap > swap_

Rate result_

Detailed Description

Quote for a forward starting swap.

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.

Reimplemented from LazyObject.

void performCalculations () const [protected, virtual]

This method must implement any calculations which must be (re)done in order to calculate the desired results.

Implements LazyObject.

Author

Generated automatically by Doxygen for QuantLib from the source code.