DerivedPriceQuote Class Reference

Helper class so that the spot price can be pulled from the price curve each time the spot price is requested. More...

#include <qle/termstructures/pricetermstructure.hpp>

Inheritance diagram for DerivedPriceQuote:

Public Member Functions
	DerivedPriceQuote (const QuantLib::Handle< PriceTermStructure > &priceTs)
Quote interface
QuantLib::Real	value () const override
bool	isValid () const override

Observer interface
void	update () override

Detailed Description

Helper class so that the spot price can be pulled from the price curve each time the spot price is requested.