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Public Member Functions | Private Types | Private Attributes

QuantLib::Observer Class Reference

Object that gets notified when a given observable changes. More...

#include <observable.hpp>

Inherited by QuantLib::BootstrapHelper< YoYInflationTermStructure >, QuantLib::BootstrapHelper< YoYOptionletVolatilitySurface >, QuantLib::BootstrapHelper< ZeroInflationTermStructure >, QuantLib::GenericEngine< Arguments, Results >, QuantLib::GenericEngine< BarrierOption::arguments, BarrierOption::results >, QuantLib::GenericEngine< BasketOption::arguments, BasketOption::results >, QuantLib::GenericEngine< Bond::arguments, Bond::results >, QuantLib::GenericEngine< CallableBond::arguments, CallableBond::results >, QuantLib::GenericEngine< CapFloor::arguments, CapFloor::results >, QuantLib::GenericEngine< CdsOption::arguments, CdsOption::results >, QuantLib::GenericEngine< CliquetOption::arguments, CliquetOption::results >, QuantLib::GenericEngine< CompoundOption::arguments, CompoundOption::results >, QuantLib::GenericEngine< ContinuousAveragingAsianOption::arguments, ContinuousAveragingAsianOption::results >, QuantLib::GenericEngine< ContinuousFixedLookbackOption::arguments, ContinuousFixedLookbackOption::results >, QuantLib::GenericEngine< ContinuousFloatingLookbackOption::arguments, ContinuousFloatingLookbackOption::results >, QuantLib::GenericEngine< ConvertibleBond::option::arguments, ConvertibleBond::option::results >, QuantLib::GenericEngine< CreditDefaultSwap::arguments, CreditDefaultSwap::results >, QuantLib::GenericEngine< DiscreteAveragingAsianOption::arguments, DiscreteAveragingAsianOption::results >, QuantLib::GenericEngine< DividendBarrierOption::arguments, DividendBarrierOption::results >, QuantLib::GenericEngine< DividendVanillaOption::arguments, DividendVanillaOption::results >, QuantLib::GenericEngine< EnergyCommodity::arguments, EnergyCommodity::results >, QuantLib::GenericEngine< EverestOption::arguments, EverestOption::results >, QuantLib::GenericEngine< ForwardOptionArguments< VanillaOption::arguments >, VanillaOption::results >, QuantLib::GenericEngine< HimalayaOption::arguments, HimalayaOption::results >, QuantLib::GenericEngine< Instr::arguments, QuantoOptionResults< Instr::results > >, QuantLib::GenericEngine< MargrabeOption::arguments, MargrabeOption::results >, QuantLib::GenericEngine< MultiAssetOption::arguments, MultiAssetOption::results >, QuantLib::GenericEngine< OneAssetOption::arguments, OneAssetOption::results >, QuantLib::GenericEngine< PagodaOption::arguments, PagodaOption::results >, QuantLib::GenericEngine< PathMultiAssetOption::arguments, PathMultiAssetOption::results >, QuantLib::GenericEngine< SimpleChooserOption::arguments, SimpleChooserOption::results >, QuantLib::GenericEngine< Swap::arguments, Swap::results >, QuantLib::GenericEngine< Swaption::arguments, Swaption::results >, QuantLib::GenericEngine< SyntheticCDO::arguments, SyntheticCDO::results >, QuantLib::GenericEngine< VanillaOption::arguments, VanillaOption::results >, QuantLib::GenericEngine< VanillaSwap::arguments, VanillaSwap::results >, QuantLib::GenericEngine< VarianceOption::arguments, VarianceOption::results >, QuantLib::GenericEngine< VarianceSwap::arguments, VarianceSwap::results >, QuantLib::GenericEngine< YearOnYearInflationSwap::arguments, YearOnYearInflationSwap::results >, QuantLib::GenericEngine< YoYInflationCapFloor::arguments, YoYInflationCapFloor::results >, QuantLib::GenericEngine< ZeroCouponInflationSwap::arguments, ZeroCouponInflationSwap::results >, QuantLib::BootstrapHelper< TS >, QuantLib::CalibratedModel, QuantLib::CalibrationHelper, QuantLib::Claim, QuantLib::CommodityIndex, QuantLib::CompositeQuote< BinaryFunction >, QuantLib::ConstantRecoveryModel, QuantLib::CotSwapToFwdAdapterFactory, QuantLib::DeltaVolQuote, QuantLib::DerivedQuote< UnaryFunction >, QuantLib::Flag, QuantLib::FlatVolFactory, QuantLib::FloatingRateCoupon, QuantLib::FloatingRateCouponPricer [virtual], QuantLib::ForwardValueQuote, QuantLib::FuturesConvAdjustmentQuote, QuantLib::FwdToCotSwapAdapterFactory, QuantLib::GenericEngine< ArgumentsType, ResultsType >, QuantLib::Handle< T >::Link, QuantLib::IndexedCashFlow, QuantLib::InflationCoupon, QuantLib::InflationCouponPricer [virtual], QuantLib::InflationIndex, QuantLib::InterestRateIndex, QuantLib::LastFixingQuote, QuantLib::LazyObject [virtual], QuantLib::RendistatoBasket, QuantLib::SmileSection [virtual], QuantLib::StochasticProcess, and QuantLib::TermStructure [virtual].

List of all members.

Public Member Functions

 Observer (const Observer &)
Observeroperator= (const Observer &)
void registerWith (const boost::shared_ptr< Observable > &)
void unregisterWith (const boost::shared_ptr< Observable > &)
virtual void update ()=0

Private Types

typedef std::list
< boost::shared_ptr
< Observable > >::iterator 
iterator

Private Attributes

std::list< boost::shared_ptr
< Observable > > 
observables_

Detailed Description

Object that gets notified when a given observable changes.

Definition at line 59 of file observable.hpp.


The documentation for this class was generated from the following file:

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