QuantLib_ForwardValueQuote

Langue: en

Autres versions - même langue

Version: 381401 (fedora - 01/12/10)

Section: 3 (Bibliothèques de fonctions)

Sommaire

NAME

QuantLib::ForwardValueQuote -

quote for the forward value of an index

SYNOPSIS


#include <ql/quotes/forwardvaluequote.hpp>

Inherits QuantLib::Quote, and QuantLib::Observer.

Public Member Functions


ForwardValueQuote (const boost::shared_ptr< Index > &index, const Date &fixingDate)

void update ()

Quote interface

 


Real value () const

bool isValid () const

Detailed Description

quote for the forward value of an index

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.

Author

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