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QuantLib_ForwardSwapQuote

NAME

QuantLib::ForwardSwapQuote -

Quote for a forward starting swap.

SYNOPSIS

#include <ql/quotes/forwardswapquote.hpp>

Inherits QuantLib::Quote, and QuantLib::LazyObject.

Public Member Functions

ForwardSwapQuote (const boost::shared_ptr< SwapIndex > &swapIndex, const Handle< Quote > &spread, const Period &fwdStart)

const Date & valueDate () const

const Date & startDate () const

const Date & fixingDate () const

Quote interface

 

Real value () const

bool isValid () const

Observer interface

 

void update ()

Protected Member Functions

void initializeDates ()

void performCalculations () const

Protected Attributes

boost::shared_ptr< SwapIndex > swapIndex_

Handle< Quote > spread_

Period fwdStart_

Date evaluationDate_

Date valueDate_

Date startDate_

Date fixingDate_

boost::shared_ptr< VanillaSwap > swap_

Rate result_

Detailed Description

Quote for a forward starting swap.

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.

Reimplemented from LazyObject.

void performCalculations () const [protected, virtual]This method must implement any calculations which must be (re)done in order to calculate the desired results.

Implements LazyObject.

Author

Generated automatically by Doxygen for QuantLib from the source code.