subtract (3) - Linux Man Pages
subtract: Composite instrument
QuantLib::CompositeInstrument - Composite instrument
Public Member Functions
void add (const boost::shared_ptr< Instrument > &instrument, Real multiplier=1.0)
adds an instrument to the composite
void subtract (const boost::shared_ptr< Instrument > &instrument, Real multiplier=1.0)
shorts an instrument from the composite
This instrument is an aggregate of other instruments. Its NPV is the sum of the NPVs of its components, each possibly multiplied by a given factor.
Example: static replication of a down-and-out barrier option
- Methods that drive the calculation directly (such as recalculate(), freeze() and others) might not work correctly.
Member Function Documentation
void performCalculations () const [protected, virtual]
In case a pricing engine is not used, this method must be overridden to perform the actual calculations and set any needed results. In case a pricing engine is used, the default implementation can be used.
Reimplemented from Instrument.
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