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

DerivedQuote Class Template Reference #include <ql/marketelement.hpp> Inheritance diagram for DerivedQuote: [legend]List of all members. Detailed Description template<class UnaryFunction> class QuantLib::DerivedQuote< UnaryFunction > market element whose value depends on another market element Public Member Functions   DerivedQuote (const RelinkableHandle< Quote > &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.

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