- QuantLib
- CompositeInstrument
 
Composite instrument More...
#include <ql/instruments/compositeinstrument.hpp>

| Public Member Functions | |
| void | add (const boost::shared_ptr< Instrument > &instrument, Real multiplier=1.0) | 
| adds an instrument to the composite | |
| void | subtract (const boost::shared_ptr< Instrument > &instrument, Real multiplier=1.0) | 
| shorts an instrument from the composite | |
| Instrument interface | |
| bool | isExpired () const | 
| returns whether the instrument might have value greater than zero. | |
| void | performCalculations () const | 
Composite instrument
This instrument is an aggregate of other instruments. Its NPV is the sum of the NPVs of its components, each possibly multiplied by a given factor.
Example: static replication of a down-and-out barrier option
| void performCalculations | ( | ) | const  [protected, virtual] | 
In case a pricing engine is not used, this method must be overridden to perform the actual calculations and set any needed results. In case a pricing engine is used, the default implementation can be used.
Reimplemented from Instrument.