ForwardSwapQuote Class Reference

Quote for a forward starting swap. More...

#include <ql/quotes/forwardswapquote.hpp>

Inheritance diagram for ForwardSwapQuote:

Public Member Functions

 ForwardSwapQuote (const boost::shared_ptr< SwapIndex > &swapIndex, const Handle< Quote > &spread, const Period &fwdStart)
 
const DatevalueDate () const
 
const DatestartDate () const
 
const DatefixingDate () const
 
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 LazyObject
void recalculate ()
 
void freeze ()
 
void unfreeze ()
 
- 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 ()
 

Protected Member Functions

void initializeDates ()
 
void performCalculations () const
 
- Protected Member Functions inherited from LazyObject
virtual void calculate () const
 

Protected Attributes

boost::shared_ptr< SwapIndexswapIndex_
 
Handle< Quotespread_
 
Period fwdStart_
 
Date evaluationDate_
 
Date valueDate_
 
Date startDate_
 
Date fixingDate_
 
boost::shared_ptr< VanillaSwapswap_
 
Rate result_
 
- Protected Attributes inherited from LazyObject
bool calculated_
 
bool frozen_
 

Detailed Description

Quote for a forward starting swap.

Member Function Documentation

void performCalculations ( ) const
protectedvirtual

This method must implement any calculations which must be (re)done in order to calculate the desired results.

Implements LazyObject.