ForwardSwapQuote Class Reference

Quote for a forward starting swap. More...

#include <ql/quotes/forwardswapquote.hpp>

Inheritance diagram for ForwardSwapQuote:

List of all members.

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_

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Detailed Description

Quote for a forward starting swap.

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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.