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 ()
 
- Public Member Functions inherited from Observable
 Observable (const Observable &)
 
Observableoperator= (const Observable &)
 
void notifyObservers ()
 
- Public Member Functions inherited from Observer
 Observer (const Observer &)
 
Observeroperator= (const Observer &)
 
std::pair< std::set
< boost::shared_ptr
< Observable > >::iterator,
bool > 
registerWith (const boost::shared_ptr< Observable > &)
 
Size unregisterWith (const boost::shared_ptr< Observable > &)
 
void unregisterWithAll ()
 

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.