QuantLib
A free/open-source library for quantitative finance
Reference manual - version 1.20
Public Member Functions | List of all members
ForwardSwapQuote Class Reference

Quote for a forward starting swap. More...

#include <ql/quotes/forwardswapquote.hpp>

+ Inheritance diagram for ForwardSwapQuote:

Public Member Functions

 ForwardSwapQuote (const ext::shared_ptr< SwapIndex > &swapIndex, const Handle< Quote > &spread, const Period &fwdStart)
 
Quote interface
Real value () const
 returns the current value
 
bool isValid () const
 returns true if the Quote holds a valid value
 
- Public Member Functions inherited from Observable
 Observable (const Observable &)
 
Observableoperator= (const Observable &)
 
void notifyObservers ()
 
- Public Member Functions inherited from LazyObject
void recalculate ()
 
void freeze ()
 
void unfreeze ()
 
void alwaysForwardNotifications ()
 
- Public Member Functions inherited from Observer
 Observer (const Observer &)
 
Observeroperator= (const Observer &)
 
std::pair< iterator, bool > registerWith (const ext::shared_ptr< Observable > &)
 
void registerWithObservables (const ext::shared_ptr< Observer > &)
 
Size unregisterWith (const ext::shared_ptr< Observable > &)
 
void unregisterWithAll ()
 
virtual void deepUpdate ()
 

Observer interface

ext::shared_ptr< SwapIndexswapIndex_
 
Handle< Quotespread_
 
Period fwdStart_
 
Date evaluationDate_
 
Date valueDate_
 
Date startDate_
 
Date fixingDate_
 
ext::shared_ptr< VanillaSwapswap_
 
Rate result_
 
void update ()
 
const DatevalueDate () const
 
const DatestartDate () const
 
const DatefixingDate () const
 
void initializeDates ()
 
void performCalculations () const
 

Additional Inherited Members

- Public Types inherited from Observer
typedef boost::unordered_set< ext::shared_ptr< Observable > > set_type
 
typedef set_type::iterator iterator
 
- Protected Member Functions inherited from LazyObject
virtual void calculate () const
 
- Protected Attributes inherited from LazyObject
bool calculated_
 
bool frozen_
 
bool alwaysForward_
 

Detailed Description

Quote for a forward starting swap.

Member Function Documentation

◆ update()

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.

◆ performCalculations()

void performCalculations ( ) const
protectedvirtual

This method must implement any calculations which must be (re)done in order to calculate the desired results.

Implements LazyObject.