SimpleQuote Class Reference

#include <ql/quote.hpp>

Inheritance diagram for SimpleQuote:

Inheritance graph
[legend]
List of all members.

Detailed Description

market element returning a stored value
Examples:

BermudanSwaption.cpp, ConvertibleBonds.cpp, DiscreteHedging.cpp, EquityOption.cpp, FRA.cpp, Replication.cpp, and swapvaluation.cpp.


Public Member Functions

 SimpleQuote (Real value)
Quote interface
Real value () const
 returns the current value
Modifiers
Real setValue (Real value)
 returns the difference between the new value and the old value