Rechercher une page de manuel
QuantLib_ForwardSwapQuote
Langue: en
Version: 374088 (fedora - 01/12/10)
Section: 3 (Bibliothèques de fonctions)
Sommaire
- NAME
- SYNOPSIS
- Detailed Description
- 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.
- void performCalculations () const [protected, virtual]This method must implement any calculations which must be (re)done in order to calculate the desired results.
- Author
NAME
QuantLib::ForwardSwapQuote -Quote for a forward starting swap.
SYNOPSIS
#include <ql/quotes/forwardswapquote.hpp>
Inherits QuantLib::Quote, and QuantLib::LazyObject.
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
bool isValid () const
Observer interface
void update ()
Protected Member Functions
void initializeDates ()
void performCalculations () 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_
Detailed Description
Quote for a forward starting swap.
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.
Reimplemented from LazyObject.
void performCalculations () const [protected, virtual]This method must implement any calculations which must be (re)done in order to calculate the desired results.
Implements LazyObject.
Author
Generated automatically by Doxygen for QuantLib from the source code.
Contenus ©2006-2024 Benjamin Poulain
Design ©2006-2024 Maxime Vantorre