Quote for a forward starting swap. More...
#include <ql/quotes/forwardswapquote.hpp>
 Inheritance diagram for ForwardSwapQuote:
 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 () | 
|  Public Member Functions inherited from Observable | |
| Observable (const Observable &) | |
| Observable & | operator= (const Observable &) | 
| void | notifyObservers () | 
|  Public Member Functions inherited from LazyObject | |
| void | recalculate () | 
| void | freeze () | 
| void | unfreeze () | 
| void | alwaysForwardNotifications () | 
|  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 () | 
| Protected Member Functions | |
| void | initializeDates () | 
| void | performCalculations () const | 
|  Protected Member Functions inherited from LazyObject | |
| 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_ | 
|  Protected Attributes inherited from LazyObject | |
| bool | calculated_ | 
| bool | frozen_ | 
| bool | alwaysForward_ | 
| Additional Inherited Members | |
|  Public Types inherited from Observer | |
| typedef std::set< boost::shared_ptr< Observable > > | set_type | 
| typedef set_type::iterator | iterator | 
Quote for a forward starting swap.
| 
 | 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.
| 
 | protectedvirtual | 
This method must implement any calculations which must be (re)done in order to calculate the desired results.
Implements LazyObject.