CompositeQuote< BinaryFunction > Class Template Reference

market element whose value depends on two other market element More...

#include <ql/quotes/compositequote.hpp>

Inheritance diagram for CompositeQuote< BinaryFunction >:

List of all members.

Public Member Functions

 CompositeQuote (const Handle< Quote > &element1, const Handle< Quote > &element2, const BinaryFunction &f)
inspectors
Real value1 () const
Real value2 () 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 ()

Detailed Description

template<class BinaryFunction>
class QuantLib::CompositeQuote< BinaryFunction >

market element whose value depends on two other market element

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.