ForwardSwapQuote Class Reference
Quote for a forward starting swap. More...
#include <ql/quotes/forwardswapquote.hpp>
Inheritance diagram for ForwardSwapQuote:

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 () |
Protected Member Functions | |
| void | initializeDates () |
| void | performCalculations () 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_ |
Detailed Description
Quote for a forward starting swap.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.
Reimplemented from LazyObject.
| void performCalculations | ( | ) | const [protected, virtual] |
This method must implement any calculations which must be (re)done in order to calculate the desired results.
Implements LazyObject.