evaluationDate_ (3) - Linux Manuals
evaluationDate_: 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
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
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