CompositeQuote Class Template Reference
#include <ql/quotes/compositequote.hpp>
Inheritance diagram for CompositeQuote:

Detailed Description
template<class BinaryFunction>
class QuantLib::CompositeQuote< BinaryFunction >
market element whose value depends on two other market element
- Tests:
- the correctness of the returned values is tested by checking them against numerical calculations.
Public Member Functions | |
CompositeQuote (const Handle< Quote > &element1, const Handle< Quote > &element2, const BinaryFunction &f) | |
Quote interface | |
Real | value () const |
returns the current value | |
Observer interface | |
void | update () |
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.