QuantLib 0.3.3 http://quantlib.org User manual Introduction to QuantLib Introduction Project overview Where to get QuantLib Installation Usage Supported platforms Version history Todo list Additional resources The QuantLib group Copyright and license QuantLib components Core classes Date and time calculations Lattice methods The finite differences framework The Monte Carlo framework Short-rate models Currencies and FX rates Instruments and pricers Math tools Design patterns Term structures Utilities Examples Reference manual Modules Namespace List Class Hierarchy Compound List File List Namespace Members Compound Members File Members Unstable Features Deprecated List

DerivedMarketElement Class Template Reference #include <marketelement.hpp> Inheritance diagram for DerivedMarketElement: [legend]List of all members. Detailed Description template<class UnaryFunction> class QuantLib::DerivedMarketElement< UnaryFunction > market element whose value depends on another market element Public Member Functions   DerivedMarketElement (const RelinkableHandle< MarketElement > &element, const UnaryFunction &f) Market element interface double  value () const   returns the current value Observer interface void  update () Member Function Documentation void update (   )  [virtual]   This method must be implemented in derived classes. An instance of Observer does not call this method directly: instead, it will be called by the observables the instance registered with when they need to notify any changes. Implements Observer. The documentation for this class was generated from the following file: ql/marketelement.hpp

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