Observer Class Reference
[Design patterns]
#include <ql/patterns/observable.hpp>
Inherited by BootstrapHelper, BootstrapHelper< QuantLib::YieldTermStructure >, BootstrapHelper< QuantLib::YoYInflationTermStructure >, BootstrapHelper< QuantLib::ZeroInflationTermStructure >, CalibratedModel, CalibrationHelper, CompositeQuote, CotSwapToFwdAdapterFactory, DerivedQuote, FlatVolFactory, FloatingRateCoupon, FloatingRateCouponPricer [virtual]
, ForwardValueQuote, FuturesConvAdjustmentQuote, FwdToCotSwapAdapterFactory, GenericEngine, GenericEngine< Arguments, Results >, GenericEngine< BasketOption::arguments, BasketOption::results >, GenericEngine< Instr::arguments, QuantLib::QuantoOptionResults< Instr::results > >, GenericEngine< MultiAssetOption::arguments, QuantLib::MultiAssetOption::results >, GenericEngine< OneAssetOption::arguments, QuantLib::OneAssetOption::results >, GenericEngine< QuantLib::BarrierOption::arguments, BarrierOption::results >, GenericEngine< QuantLib::Bond::arguments, QuantLib::Bond::results >, GenericEngine< QuantLib::CapFloor::arguments, CapFloor::results >, GenericEngine< QuantLib::CliquetOption::arguments, CliquetOption::results >, GenericEngine< QuantLib::ContinuousAveragingAsianOption::arguments, ContinuousAveragingAsianOption::results >, GenericEngine< QuantLib::ContinuousFixedLookbackOption::arguments, ContinuousFixedLookbackOption::results >, GenericEngine< QuantLib::ContinuousFloatingLookbackOption::arguments, ContinuousFloatingLookbackOption::results >, GenericEngine< QuantLib::ConvertibleBond::option::arguments, ConvertibleBond::option::results >, GenericEngine< QuantLib::DiscreteAveragingAsianOption::arguments, DiscreteAveragingAsianOption::results >, GenericEngine< QuantLib::DividendVanillaOption::arguments, DividendVanillaOption::results >, GenericEngine< QuantLib::ForwardOptionArguments< VanillaOption::arguments >, VanillaOption::results >, GenericEngine< QuantLib::Swap::arguments, QuantLib::Swap::results >, GenericEngine< QuantLib::Swaption::arguments, Swaption::results >, GenericEngine< QuantLib::VanillaSwap::arguments, QuantLib::VanillaSwap::results >, GenericEngine< QuantLib::VarianceSwap::arguments, QuantLib::VarianceSwap::results >, GenericEngine< VanillaOption::arguments, VanillaOption::results >, Handle::Link, InflationIndex, InterestRateIndex, LazyObject [virtual]
, SmileSection, StochasticProcess, and TermStructure [virtual]
.
Detailed Description
Object that gets notified when a given observable changes.
Public Member Functions | |
Observer (const Observer &) | |
Observer & | operator= (const Observer &) |
void | registerWith (const boost::shared_ptr< Observable > &) |
void | unregisterWith (const boost::shared_ptr< Observable > &) |
virtual void | update ()=0 |
Member Function Documentation
virtual void update | ( | ) | [pure 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.
Implemented in CappedFlooredCoupon, FloatingRateCouponPricer, DigitalCoupon, FloatingRateCoupon, AbcdAtmVolCurve, SabrVolSurface, InflationIndex, InterestRateIndex, ExtendedDiscountCurve, CalibrationHelper, CalibratedModel, LazyObject, GenericEngine, LatticeShortRateModelEngine, AnalyticHestonHullWhiteEngine, GeneralizedBlackScholesProcess, HybridHestonHullWhiteProcess, CompositeQuote, DerivedQuote, ForwardSwapQuote, ForwardValueQuote, FuturesConvAdjustmentQuote, StochasticProcess, TermStructure, BootstrapHelper, PiecewiseYoYInflationCurve, PiecewiseZeroInflationCurve, CapFloorTermVolCurve, CapFloorTermVolSurface, SmileSection, CmsMarket, FittedBondDiscountCurve, FlatForward, PiecewiseYieldCurve, PiecewiseZeroSpreadedTermStructure, RelativeDateRateHelper, GenericEngine< QuantLib::BarrierOption::arguments, BarrierOption::results >, GenericEngine< QuantLib::ContinuousAveragingAsianOption::arguments, ContinuousAveragingAsianOption::results >, GenericEngine< Arguments, Results >, GenericEngine< QuantLib::Swap::arguments, QuantLib::Swap::results >, GenericEngine< QuantLib::VanillaSwap::arguments, QuantLib::VanillaSwap::results >, GenericEngine< QuantLib::Bond::arguments, QuantLib::Bond::results >, GenericEngine< QuantLib::ContinuousFloatingLookbackOption::arguments, ContinuousFloatingLookbackOption::results >, GenericEngine< QuantLib::Swaption::arguments, Swaption::results >, GenericEngine< QuantLib::ContinuousFixedLookbackOption::arguments, ContinuousFixedLookbackOption::results >, GenericEngine< QuantLib::CapFloor::arguments, CapFloor::results >, GenericEngine< QuantLib::ConvertibleBond::option::arguments, ConvertibleBond::option::results >, GenericEngine< MultiAssetOption::arguments, QuantLib::MultiAssetOption::results >, GenericEngine< QuantLib::VarianceSwap::arguments, QuantLib::VarianceSwap::results >, GenericEngine< Instr::arguments, QuantLib::QuantoOptionResults< Instr::results > >, GenericEngine< QuantLib::CliquetOption::arguments, CliquetOption::results >, GenericEngine< VanillaOption::arguments, VanillaOption::results >, GenericEngine< QuantLib::DiscreteAveragingAsianOption::arguments, DiscreteAveragingAsianOption::results >, GenericEngine< QuantLib::DividendVanillaOption::arguments, DividendVanillaOption::results >, GenericEngine< BasketOption::arguments, BasketOption::results >, GenericEngine< QuantLib::ForwardOptionArguments< VanillaOption::arguments >, VanillaOption::results >, GenericEngine< OneAssetOption::arguments, QuantLib::OneAssetOption::results >, LatticeShortRateModelEngine< QuantLib::VanillaSwap::arguments, QuantLib::VanillaSwap::results >, LatticeShortRateModelEngine< QuantLib::Swaption::arguments, Swaption::results >, LatticeShortRateModelEngine< QuantLib::CapFloor::arguments, CapFloor::results >, BootstrapHelper< QuantLib::YieldTermStructure >, BootstrapHelper< QuantLib::YoYInflationTermStructure >, and BootstrapHelper< QuantLib::ZeroInflationTermStructure >.