QuantLib 0.3.6 http://quantlib.org User manual Introduction to QuantLib Introduction Project overview Where to get QuantLib Installation Usage Version history 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 Class Hierarchy Compound List File List Compound Members File Members Todo List Known Bugs Deprecated Features

CompositeQuote Class Template Reference #include <ql/marketelement.hpp> Inheritance diagram for CompositeQuote: [legend]List of all members. Detailed Description template<class BinaryFunction> class QuantLib::CompositeQuote< BinaryFunction > market element whose value depends on two other market element Public Member Functions   CompositeQuote (const RelinkableHandle< Quote > &element1, const RelinkableHandle< Quote > &element2, const BinaryFunction &f) Quote 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.

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