QuantLib_Observer (3) - Linux Man Pages

QuantLib_Observer: Object that gets notified when a given observable changes.

NAME

QuantLib::Observer - Object that gets notified when a given observable changes.

SYNOPSIS


#include <ql/patterns/observable.hpp>

Inherited by BootstrapHelper< DefaultProbabilityTermStructure >, BootstrapHelper< YieldTermStructure >, BootstrapHelper< YoYInflationTermStructure >, BootstrapHelper< ZeroInflationTermStructure >, GenericEngine< Arguments, Results >, GenericEngine< ArgumentsType, ResultsType >, 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< CliquetOption::arguments, CliquetOption::results >, GenericEngine< ContinuousAveragingAsianOption::arguments, ContinuousAveragingAsianOption::results >, GenericEngine< ContinuousFixedLookbackOption::arguments, ContinuousFixedLookbackOption::results >, GenericEngine< ContinuousFloatingLookbackOption::arguments, ContinuousFloatingLookbackOption::results >, GenericEngine< ConvertibleBond::option::arguments, ConvertibleBond::option::results >, GenericEngine< CreditDefaultSwap::arguments, CreditDefaultSwap::results >, GenericEngine< DiscreteAveragingAsianOption::arguments, DiscreteAveragingAsianOption::results >, GenericEngine< DividendBarrierOption::arguments, DividendBarrierOption::results >, GenericEngine< DividendVanillaOption::arguments, DividendVanillaOption::results >, GenericEngine< EnergyCommodity::arguments, EnergyCommodity::results >, GenericEngine< EverestOption::arguments, EverestOption::results >, GenericEngine< ForwardOptionArguments< VanillaOption::arguments >, VanillaOption::results >, GenericEngine< HimalayaOption::arguments, HimalayaOption::results >, GenericEngine< Instr::arguments, QuantoOptionResults< Instr::results > >, GenericEngine< MultiAssetOption::arguments, MultiAssetOption::results >, GenericEngine< OneAssetOption::arguments, OneAssetOption::results >, GenericEngine< PagodaOption::arguments, PagodaOption::results >, GenericEngine< PathMultiAssetOption::arguments, PathMultiAssetOption::results >, GenericEngine< Swap::arguments, Swap::results >, GenericEngine< Swaption::arguments, Swaption::results >, GenericEngine< SyntheticCDO::arguments, SyntheticCDO::results >, GenericEngine< VanillaOption::arguments, VanillaOption::results >, GenericEngine< VanillaSwap::arguments, VanillaSwap::results >, GenericEngine< VarianceOption::arguments, VarianceOption::results >, GenericEngine< VarianceSwap::arguments, VarianceSwap::results >, BootstrapHelper< TS >, CalibratedModel, CalibrationHelper, Claim, CommodityIndex, CompositeQuote< BinaryFunction >, CotSwapToFwdAdapterFactory, DerivedQuote< UnaryFunction >, FlatVolFactory, FloatingRateCoupon, FloatingRateCouponPricer [virtual], ForwardValueQuote, FuturesConvAdjustmentQuote, FwdToCotSwapAdapterFactory, GenericEngine< ArgumentsType, ResultsType >, Link, InflationIndex, InterestRateIndex, LastFixingQuote, LazyObject [virtual], SmileSection [virtual], StochasticProcess, and TermStructure [virtual].

Public Member Functions


Observer (const Observer &)

Observer & operator= (const Observer &)

void registerWith (const boost::shared_ptr< Observable > &)

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

virtual void update ()=0

Detailed Description

Object that gets notified when a given observable changes.

Member Function Documentation

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 CappedFlooredCoupon, FloatingRateCouponPricer, DigitalCoupon, FloatingRateCoupon, CommodityIndex, AbcdAtmVolCurve, ExtendedBlackVarianceCurve, ExtendedBlackVarianceSurface, SabrVolSurface, InflationIndex, InterestRateIndex, Claim, ExtendedDiscountCurve, CalibrationHelper, CalibratedModel, LazyObject, GenericEngine< ArgumentsType, ResultsType >, LatticeShortRateModelEngine< Arguments, Results >, AnalyticHestonHullWhiteEngine, GeneralizedBlackScholesProcess, HybridHestonHullWhiteProcess, CompositeQuote< BinaryFunction >, DerivedQuote< UnaryFunction >, ForwardSwapQuote, ForwardValueQuote, FuturesConvAdjustmentQuote, LastFixingQuote, StochasticProcess, TermStructure, BootstrapHelper< TS >, PiecewiseDefaultCurve< Traits, Interpolator, Bootstrap >, PiecewiseYoYInflationCurve< Interpolator, Bootstrap, Traits >, PiecewiseZeroInflationCurve< Interpolator, Bootstrap, Traits >, CapFloorTermVolCurve, CapFloorTermVolSurface, StrippedOptionletAdapter, SmileSection, CmsMarket, FittedBondDiscountCurve, FlatForward, PiecewiseYieldCurve< Traits, Interpolator, Bootstrap >, PiecewiseZeroSpreadedTermStructure, RelativeDateRateHelper, GenericEngine< ContinuousFixedLookbackOption::arguments, ContinuousFixedLookbackOption::results >, GenericEngine< DividendBarrierOption::arguments, DividendBarrierOption::results >, GenericEngine< DiscreteAveragingAsianOption::arguments, DiscreteAveragingAsianOption::results >, GenericEngine< VarianceOption::arguments, VarianceOption::results >, GenericEngine< CallableBond::arguments, CallableBond::results >, GenericEngine< Swap::arguments, Swap::results >, GenericEngine< Bond::arguments, Bond::results >, GenericEngine< EnergyCommodity::arguments, EnergyCommodity::results >, GenericEngine< Arguments, Results >, GenericEngine< Swaption::arguments, Swaption::results >, GenericEngine< CreditDefaultSwap::arguments, CreditDefaultSwap::results >, GenericEngine< VanillaSwap::arguments, VanillaSwap::results >, GenericEngine< CapFloor::arguments, CapFloor::results >, GenericEngine< HimalayaOption::arguments, HimalayaOption::results >, GenericEngine< BasketOption::arguments, BasketOption::results >, GenericEngine< SyntheticCDO::arguments, SyntheticCDO::results >, GenericEngine< CliquetOption::arguments, CliquetOption::results >, GenericEngine< ForwardOptionArguments< VanillaOption::arguments >, VanillaOption::results >, GenericEngine< VanillaOption::arguments, VanillaOption::results >, GenericEngine< OneAssetOption::arguments, OneAssetOption::results >, GenericEngine< VarianceSwap::arguments, VarianceSwap::results >, GenericEngine< PagodaOption::arguments, PagodaOption::results >, GenericEngine< ContinuousFloatingLookbackOption::arguments, ContinuousFloatingLookbackOption::results >, GenericEngine< EverestOption::arguments, EverestOption::results >, GenericEngine< MultiAssetOption::arguments, MultiAssetOption::results >, GenericEngine< ArgumentsType, ResultsType >, GenericEngine< Instr::arguments, QuantoOptionResults< Instr::results > >, GenericEngine< BarrierOption::arguments, BarrierOption::results >, GenericEngine< DividendVanillaOption::arguments, DividendVanillaOption::results >, GenericEngine< ContinuousAveragingAsianOption::arguments, ContinuousAveragingAsianOption::results >, GenericEngine< PathMultiAssetOption::arguments, PathMultiAssetOption::results >, GenericEngine< ConvertibleBond::option::arguments, ConvertibleBond::option::results >, LatticeShortRateModelEngine< CapFloor::arguments, CapFloor::results >, LatticeShortRateModelEngine< Swaption::arguments, Swaption::results >, LatticeShortRateModelEngine< VanillaSwap::arguments, VanillaSwap::results >, LatticeShortRateModelEngine< CallableBond::arguments, CallableBond::results >, BootstrapHelper< YoYInflationTermStructure >, BootstrapHelper< YieldTermStructure >, BootstrapHelper< DefaultProbabilityTermStructure >, and BootstrapHelper< ZeroInflationTermStructure >.

Author

Generated automatically by Doxygen for QuantLib from the source code.