Observer Class Reference
[Design patterns]
Object that gets notified when a given observable changes.
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#include <ql/patterns/observable.hpp>
Inherited by BootstrapHelper< QuantLib::DefaultProbabilityTermStructure >, BootstrapHelper< QuantLib::YieldTermStructure >, BootstrapHelper< QuantLib::YoYInflationTermStructure >, BootstrapHelper< QuantLib::YoYOptionletVolatilitySurface >, BootstrapHelper< QuantLib::ZeroInflationTermStructure >, 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::CallableBond::arguments, QuantLib::CallableBond::results >, GenericEngine< QuantLib::CapFloor::arguments, CapFloor::results >, GenericEngine< QuantLib::CdsOption::arguments, QuantLib::CdsOption::results >, GenericEngine< QuantLib::CliquetOption::arguments, CliquetOption::results >, GenericEngine< QuantLib::CompoundOption::arguments, CompoundOption::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::CreditDefaultSwap::arguments, QuantLib::CreditDefaultSwap::results >, GenericEngine< QuantLib::DiscreteAveragingAsianOption::arguments, DiscreteAveragingAsianOption::results >, GenericEngine< QuantLib::DividendBarrierOption::arguments, DividendBarrierOption::results >, GenericEngine< QuantLib::DividendVanillaOption::arguments, DividendVanillaOption::results >, GenericEngine< QuantLib::EnergyCommodity::arguments, QuantLib::EnergyCommodity::results >, GenericEngine< QuantLib::EverestOption::arguments, QuantLib::EverestOption::results >, GenericEngine< QuantLib::ForwardOptionArguments< VanillaOption::arguments >, VanillaOption::results >, GenericEngine< QuantLib::HimalayaOption::arguments, QuantLib::HimalayaOption::results >, GenericEngine< QuantLib::PagodaOption::arguments, PagodaOption::results >, GenericEngine< QuantLib::PathMultiAssetOption::arguments, QuantLib::PathMultiAssetOption::results >, GenericEngine< QuantLib::Swap::arguments, QuantLib::Swap::results >, GenericEngine< QuantLib::Swaption::arguments, Swaption::results >, GenericEngine< QuantLib::SyntheticCDO::arguments, QuantLib::SyntheticCDO::results >, GenericEngine< QuantLib::VanillaSwap::arguments, QuantLib::VanillaSwap::results >, GenericEngine< QuantLib::VarianceOption::arguments, QuantLib::VarianceOption::results >, GenericEngine< QuantLib::VarianceSwap::arguments, QuantLib::VarianceSwap::results >, GenericEngine< QuantLib::YearOnYearInflationSwap::arguments, QuantLib::YearOnYearInflationSwap::results >, GenericEngine< QuantLib::YoYInflationCapFloor::arguments, YoYInflationCapFloor::results >, GenericEngine< QuantLib::ZeroCouponInflationSwap::arguments, ZeroCouponInflationSwap::results >, BootstrapHelper, CalibratedModel, CalibrationHelper, Claim, CommodityIndex, CompositeQuote, ConstantRecoveryModel, CotSwapToFwdAdapterFactory, DerivedQuote, FlatVolFactory, FloatingRateCoupon, FloatingRateCouponPricer [virtual]
, ForwardValueQuote, FuturesConvAdjustmentQuote, FwdToCotSwapAdapterFactory, GenericEngine, Handle::Link, InflationCoupon, InflationCouponPricer [virtual]
, InflationIndex, InterestRateIndex, LastFixingQuote, LazyObject [virtual]
, SmileSection [virtual]
, StochasticProcess, and TermStructure [virtual]
.
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 |
Detailed Description
Object that gets notified when a given observable changes.
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, CappedFlooredYoYInflationCoupon, FloatingRateCouponPricer, DigitalCoupon, FloatingRateCoupon, InflationCoupon, InflationCouponPricer, CommodityIndex, ConstantRecoveryModel, FdHestonHullWhiteVanillaEngine, FdHestonVanillaEngine, PiecewiseYoYOptionletVolatilityCurve, AbcdAtmVolCurve, ExtendedBlackVarianceCurve, ExtendedBlackVarianceSurface, SabrVolSurface, InflationIndex, InterestRateIndex, Claim, CalibrationHelper, CalibratedModel, LazyObject, GenericEngine, LatticeShortRateModelEngine, AnalyticHestonHullWhiteEngine, GeneralizedBlackScholesProcess, HybridHestonHullWhiteProcess, CompositeQuote, DerivedQuote, ForwardSwapQuote, ForwardValueQuote, FuturesConvAdjustmentQuote, LastFixingQuote, StochasticProcess, TermStructure, BootstrapHelper, RelativeDateBootstrapHelper, CdsHelper, PiecewiseDefaultCurve, DefaultProbabilityTermStructure, PiecewiseYoYInflationCurve, PiecewiseZeroInflationCurve, CapFloorTermVolCurve, CapFloorTermVolSurface, StrippedOptionletAdapter, SmileSection, CmsMarket, FittedBondDiscountCurve, FlatForward, PiecewiseYieldCurve, PiecewiseZeroSpreadedTermStructure, YieldTermStructure, GenericEngine< QuantLib::BarrierOption::arguments, BarrierOption::results >, GenericEngine< QuantLib::ContinuousAveragingAsianOption::arguments, ContinuousAveragingAsianOption::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::EnergyCommodity::arguments, QuantLib::EnergyCommodity::results >, GenericEngine< QuantLib::Swaption::arguments, Swaption::results >, GenericEngine< QuantLib::YearOnYearInflationSwap::arguments, QuantLib::YearOnYearInflationSwap::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::DividendBarrierOption::arguments, DividendBarrierOption::results >, GenericEngine< QuantLib::YoYInflationCapFloor::arguments, YoYInflationCapFloor::results >, GenericEngine< QuantLib::EverestOption::arguments, QuantLib::EverestOption::results >, GenericEngine< QuantLib::SyntheticCDO::arguments, QuantLib::SyntheticCDO::results >, GenericEngine< QuantLib::CallableBond::arguments, QuantLib::CallableBond::results >, GenericEngine< QuantLib::ZeroCouponInflationSwap::arguments, ZeroCouponInflationSwap::results >, GenericEngine< QuantLib::VarianceOption::arguments, QuantLib::VarianceOption::results >, GenericEngine< QuantLib::VarianceSwap::arguments, QuantLib::VarianceSwap::results >, GenericEngine< Instr::arguments, QuantLib::QuantoOptionResults< Instr::results > >, GenericEngine< QuantLib::CompoundOption::arguments, CompoundOption::results >, GenericEngine< QuantLib::CliquetOption::arguments, CliquetOption::results >, GenericEngine< QuantLib::DiscreteAveragingAsianOption::arguments, DiscreteAveragingAsianOption::results >, GenericEngine< QuantLib::PagodaOption::arguments, PagodaOption::results >, GenericEngine< QuantLib::DividendVanillaOption::arguments, DividendVanillaOption::results >, GenericEngine< QuantLib::CdsOption::arguments, QuantLib::CdsOption::results >, GenericEngine< BasketOption::arguments, BasketOption::results >, GenericEngine< QuantLib::HimalayaOption::arguments, QuantLib::HimalayaOption::results >, GenericEngine< QuantLib::ForwardOptionArguments< VanillaOption::arguments >, VanillaOption::results >, GenericEngine< QuantLib::PathMultiAssetOption::arguments, QuantLib::PathMultiAssetOption::results >, GenericEngine< QuantLib::CreditDefaultSwap::arguments, QuantLib::CreditDefaultSwap::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 >, LatticeShortRateModelEngine< QuantLib::CallableBond::arguments, QuantLib::CallableBond::results >, BootstrapHelper< QuantLib::YieldTermStructure >, BootstrapHelper< QuantLib::ZeroInflationTermStructure >, BootstrapHelper< QuantLib::YoYInflationTermStructure >, BootstrapHelper< QuantLib::YoYOptionletVolatilitySurface >, BootstrapHelper< QuantLib::DefaultProbabilityTermStructure >, RelativeDateBootstrapHelper< QuantLib::YieldTermStructure >, and RelativeDateBootstrapHelper< QuantLib::DefaultProbabilityTermStructure >.