DerivedQuote< UnaryFunction > Class Template Reference

market quote whose value depends on another quote More...

#include <ql/quotes/derivedquote.hpp>

Inheritance diagram for DerivedQuote< UnaryFunction >:

Public Member Functions
	DerivedQuote (const Handle< Quote > &element, const UnaryFunction &f)
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 Observer
	Observer (const Observer &)
Observer &	operator= (const Observer &)
std::pair< std::set < boost::shared_ptr < Observable > >::iterator, bool >	registerWith (const boost::shared_ptr< Observable > &)
Size	unregisterWith (const boost::shared_ptr< Observable > &)
void	unregisterWithAll ()

Detailed Description

template<class UnaryFunction>
class QuantLib::DerivedQuote< UnaryFunction >

market quote whose value depends on another quote

Tests:

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