QuantLib: CompositeQuote< BinaryFunction > Class Template Reference

A free/open-source library for quantitative finance Reference manual - version 1.20

Public Member Functions | List of all members
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 >:
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## 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
Public Member Functions inherited from Observable
| Observable (const Observable &)
Observable & | operator= (const Observable &)
void | notifyObservers ()
Public Member Functions inherited from Observer
| Observer (const Observer &)
Observer & | operator= (const Observer &)
std::pair< iterator, bool > | registerWith (const ext::shared_ptr< Observable > &)
void | registerWithObservables (const ext::shared_ptr< Observer > &)
Size | unregisterWith (const ext::shared_ptr< Observable > &)
void | unregisterWithAll ()
virtual void | deepUpdate ()

## Observer interface
void | update ()

## Additional Inherited Members
Public Types inherited from Observer
typedef boost::unordered_set< ext::shared_ptr< Observable > > | set_type
typedef set_type::iterator | iterator

## 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

## ◆ update()

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.