DerivedQuote Class Template Reference

#include <ql/quotes/derivedquote.hpp>

Inheritance diagram for DerivedQuote:

List of all members.


Detailed Description

template<class UnaryFunction>
class QuantLib::DerivedQuote< UnaryFunction >

market quote whose value depends on another quote

Tests:
the correctness of the returned values is tested by checking them against numerical calculations.

Public Member Functions

 DerivedQuote (const Handle< Quote > &element, const UnaryFunction &f)
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 ()

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.