ForwardSwapQuote Class Reference
#include <ql/quotes/forwardswapquote.hpp>
Inheritance diagram for ForwardSwapQuote:

Detailed Description
Quote for a forward starting swap.Public Member Functions | |
ForwardSwapQuote (const boost::shared_ptr< SwapIndex > &swapIndex, const Handle< Quote > &spread, const Period &fwdStart) | |
const Date & | valueDate () const |
const Date & | startDate () const |
const Date & | fixingDate () 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 () |
Protected Member Functions | |
void | initializeDates () |
void | performCalculations () const |
Protected Attributes | |
boost::shared_ptr< SwapIndex > | swapIndex_ |
Handle< Quote > | spread_ |
Period | fwdStart_ |
Date | evaluationDate_ |
Date | valueDate_ |
Date | startDate_ |
Date | fixingDate_ |
boost::shared_ptr< VanillaSwap > | swap_ |
Rate | result_ |
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.
Reimplemented from LazyObject.
void performCalculations | ( | ) | const [protected, virtual] |
This method must implement any calculations which must be (re)done in order to calculate the desired results.
Implements LazyObject.