QuantLib_LastFixingQuote

Langue: en

Autres versions - même langue

Version: 376414 (fedora - 01/12/10)

Section: 3 (Bibliothèques de fonctions)

NAME

QuantLib::LastFixingQuote -

Quote adapter for the last fixing available of a given Index.

SYNOPSIS


#include <ql/quotes/lastfixingquote.hpp>

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

Public Member Functions


LastFixingQuote (const boost::shared_ptr< Index > &index)

Quote interface

 


Real value () const

bool isValid () const

Observer interface

 


void update ()

LastFixingQuote interface

 


const boost::shared_ptr< Index > & index () const

Date referenceDate () const

Protected Attributes


boost::shared_ptr< Index > index_

Detailed Description

Quote adapter for the last fixing available of a given 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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