FuturesConvAdjustmentQuote Class Reference

quote for the futures-convexity adjustment of an index More...

#include <ql/quotes/futuresconvadjustmentquote.hpp>

Inheritance diagram for FuturesConvAdjustmentQuote:

Public Member Functions
	FuturesConvAdjustmentQuote (const boost::shared_ptr< IborIndex > &index, const Date &futuresDate, const Handle< Quote > &futuresQuote, const Handle< Quote > &volatility, const Handle< Quote > &meanReversion)
	FuturesConvAdjustmentQuote (const boost::shared_ptr< IborIndex > &index, const std::string &immCode, const Handle< Quote > &futuresQuote, const Handle< Quote > &volatility, const Handle< Quote > &meanReversion)
void	update ()
Quote interface
Real	value () const
	returns the current value
bool	isValid () const
	returns true if the Quote holds a valid value
Inspectors
Real	futuresValue () const
Real	volatility () const
Real	meanReversion () const
Date	immDate () const
Public Member Functions inherited from Observable
	Observable (const Observable &)
Observable &	operator= (const Observable &)
void	notifyObservers ()
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 ()

Protected Attributes
DayCounter	dc_
const Date	futuresDate_
const Date	indexMaturityDate_
Handle< Quote >	futuresQuote_
Handle< Quote >	volatility_
Handle< Quote >	meanReversion_

Detailed Description

quote for the futures-convexity adjustment of an index