LogQuote Class Reference

Class for storing logs of quotes for log-linear interpolation. More...

#include <qle/quotes/logquote.hpp>

Inheritance diagram for LogQuote:

Public Member Functions
	LogQuote (Handle< Quote > q)
Inspectors
Real	quote () const
Quote interface
Real	value () const override
bool	isValid () const override

Observer interface
Handle< Quote >	q_
Real	logValue_
void	update () override

Detailed Description

Class for storing logs of quotes for log-linear interpolation.

Tests:

the correctness of the returned values is tested by checking them against the log of the returned values of q_