DerivedQuote< UnaryFunction > Class Template Reference
market quote whose value depends on another quote More...
#include <ql/quotes/derivedquote.hpp>
Inheritance diagram for DerivedQuote< UnaryFunction >:

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 () |
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.
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.