![]() QuantLib 0.3.9Getting startedReference manual |
CompositeQuote Class Template Reference#include <ql/quote.hpp>
Inheritance diagram for CompositeQuote: ![]() Detailed Descriptiontemplate<class BinaryFunction>
market element whose value depends on two other market element
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Public Member Functions | |
| CompositeQuote (const Handle< Quote > &element1, const Handle< Quote > &element2, const BinaryFunction &f) | |
Quote interface | |
| Real | value () const |
| returns the current value | |
Observer interface | |
| void | update () |
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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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