CompositeQuote Class Template Reference

#include <ql/quote.hpp>

Inheritance diagram for CompositeQuote:

Inheritance graph
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List of all members.

Detailed Description

template<class BinaryFunction>
class QuantLib::CompositeQuote< BinaryFunction >

market element whose value depends on two other market element

Tests:
the correctness of the returned values is tested by checking them against numerical calculations.


Public Member Functions

 CompositeQuote (const RelinkableHandle< Quote > &element1, const RelinkableHandle< Quote > &element2, const BinaryFunction &f)
Quote interface
Real value () const
 returns the current value

Observer interface
void update ()


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.


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