QuantLib_DerivedQuote (3) Linux Manual Page
QuantLib::DerivedQuote – market quote whose value depends on another quote
Synopsis
#include <ql/quotes/derivedquote.hpp>Inherits QuantLib::Quote, and QuantLib::Observer.
Public Member Functions
DerivedQuote (const Handle< Quote > &element, const UnaryFunction &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 UnaryFunction> class QuantLib::DerivedQuote< UnaryFunction >
market quote whose value depends on another quote 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.