Quote for a forward starting swap. More...
#include <ql/quotes/forwardswapquote.hpp>
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 |
returns the current value | |
bool | isValid () const |
returns true if the Quote holds a valid value | |
Observer interface | |
void | update () |
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Observable (const Observable &) | |
Observable & | operator= (const Observable &) |
void | notifyObservers () |
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void | recalculate () |
void | freeze () |
void | unfreeze () |
void | alwaysForwardNotifications () |
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Observer (const Observer &) | |
Observer & | operator= (const Observer &) |
std::pair< iterator, bool > | registerWith (const boost::shared_ptr< Observable > &) |
void | registerWithObservables (const boost::shared_ptr< Observer > &) |
Size | unregisterWith (const boost::shared_ptr< Observable > &) |
void | unregisterWithAll () |
virtual void | deepUpdate () |
Protected Member Functions | |
void | initializeDates () |
void | performCalculations () const |
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virtual void | calculate () 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_ |
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bool | calculated_ |
bool | frozen_ |
bool | alwaysForward_ |
Additional Inherited Members | |
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typedef std::set< boost::shared_ptr< Observable > > | set_type |
typedef set_type::iterator | iterator |
Quote for a forward starting swap.
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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.
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protectedvirtual |
This method must implement any calculations which must be (re)done in order to calculate the desired results.
Implements LazyObject.