Quote for a forward starting swap. More...
#include <ql/quotes/forwardswapquote.hpp>
Inheritance diagram for ForwardSwapQuote: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 |
| returns the current value | |
| bool | isValid () const |
| returns true if the Quote holds a valid value | |
Observer interface | |
| void | update () |
Public Member Functions inherited from Observable | |
| Observable (const Observable &) | |
| Observable & | operator= (const Observable &) |
| void | notifyObservers () |
Public Member Functions inherited from LazyObject | |
| void | recalculate () |
| void | freeze () |
| void | unfreeze () |
Public Member Functions inherited from Observer | |
| Observer (const Observer &) | |
| Observer & | operator= (const Observer &) |
| std::pair< iterator, bool > | registerWith (const boost::shared_ptr< Observable > &) |
| void | registerWithObservables (const boost::shared_ptr< Observer > &) |
| Size | unregisterWith (const boost::shared_ptr< Observable > &) |
| void | unregisterWithAll () |
Protected Member Functions | |
| void | initializeDates () |
| void | performCalculations () const |
Protected Member Functions inherited from LazyObject | |
| virtual void | calculate () 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_ |
Protected Attributes inherited from LazyObject | |
| bool | calculated_ |
| bool | frozen_ |
Additional Inherited Members | |
Public Types inherited from Observer | |
| typedef std::set< boost::shared_ptr< Observable > > | set_type |
| typedef set_type::iterator | iterator |
Quote for a forward starting swap.
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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.
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protectedvirtual |
This method must implement any calculations which must be (re)done in order to calculate the desired results.
Implements LazyObject.