- QuantLib
- LastFixingQuote
Quote adapter for the last fixing available of a given Index. More...
#include <ql/quotes/lastfixingquote.hpp>
Public Member Functions | |
LastFixingQuote (const boost::shared_ptr< Index > &index) | |
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 () |
LastFixingQuote interface | |
const boost::shared_ptr< Index > & | index () const |
Date | referenceDate () const |
Protected Attributes | |
boost::shared_ptr< Index > | index_ |