MarketObserver Class Reference

Observer class for Model Builders. More...

#include <qle/models/marketobserver.hpp>

Inheritance diagram for MarketObserver:

Public Member Functions
void	addObservable (QuantLib::ext::shared_ptr< Observable > observable)
	Add an observable.
void	update () override
	Observer interface.
bool	hasUpdated (const bool reset)
	Returns true if has been updated, reset updated flag if required.

Detailed Description

Observer class for Model Builders.

This class holds all observables of a builder, except special ones like vol surfaces that should be handled separately in the builders to determine whether a recalibration of the model is required.