- QuantLib
- CompositeQuote
market element whose value depends on two other market element More...
#include <ql/quotes/compositequote.hpp>
Public Member Functions | |
CompositeQuote (const Handle< Quote > &element1, const Handle< Quote > &element2, const BinaryFunction &f) | |
inspectors | |
Real | value1 () const |
Real | value2 () const |
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 () |
market element whose value depends on two other market element