Class for the quotation of delta vs vol. More...
#include <ql/experimental/fx/deltavolquote.hpp>
 Inheritance diagram for DeltaVolQuote:
 Inheritance diagram for DeltaVolQuote:| Public Types | |
| enum | DeltaType { Spot, Fwd, PaSpot, PaFwd } | 
| enum | AtmType { AtmNull, AtmSpot, AtmFwd, AtmDeltaNeutral, AtmVegaMax, AtmGammaMax, AtmPutCall50 } | 
|  Public Types inherited from Observer | |
| typedef std::set< boost::shared_ptr< Observable > > | set_type | 
| typedef set_type::iterator | iterator | 
| Public Member Functions | |
| DeltaVolQuote (Real delta, const Handle< Quote > &vol, Time maturity, DeltaType deltaType) | |
| DeltaVolQuote (const Handle< Quote > &vol, DeltaType deltaType, Time maturity, AtmType atmType) | |
| void | update () | 
| Real | value () const | 
| returns the current value | |
| Real | delta () const | 
| Time | maturity () const | 
| AtmType | atmType () const | 
| DeltaType | deltaType () const | 
| bool | isValid () const | 
| returns true if the Quote holds a valid value | |
|  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< 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 () | 
Class for the quotation of delta vs vol.
It includes the various delta quotation types in FX markets as well as ATM types.
| 
 | 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.
Implements Observer.