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QuantLib_LastFixingQuote
Langue: en
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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