market quote whose value depends on another quote
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#include <ql/quotes/derivedquote.hpp>
List of all members.
Public Member Functions |
| DerivedQuote (const Handle< Quote > &element, const UnaryFunction &f) |
|
Real | value () const |
| returns the current value
|
bool | isValid () const |
| returns true if the Quote holds a valid value
|
|
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
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.