- QuantLib
- ForwardSwapQuote
 
Quote for a forward starting swap. More...
#include <ql/quotes/forwardswapquote.hpp>

| 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_ | 
Quote for a forward starting swap.
| 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.