ForwardSwapQuote Class Reference

#include <ql/quotes/forwardswapquote.hpp>

Inheritance diagram for ForwardSwapQuote:

List of all members.


Detailed Description

Quote for a forward starting swap.

Public Member Functions

 ForwardSwapQuote (const boost::shared_ptr< SwapIndex > &swapIndex, const Handle< Quote > &spread, const Period &fwdStart)
const DatevalueDate () const
const DatestartDate () const
const DatefixingDate () 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< SwapIndexswapIndex_
Handle< Quotespread_
Period fwdStart_
Date evaluationDate_
Date valueDate_
Date startDate_
Date fixingDate_
boost::shared_ptr< VanillaSwapswap_
Rate result_

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.