Class DerivedQuote

Namespace

NanoQL.Quotes

Assembly

NanoQL.dll

A quote whose value is a function of another quote's: QuantLib's DerivedQuote.

public sealed class DerivedQuote

Inheritance

object

DerivedQuote

Inherited Members

object.GetType()

object.ToString()

object.Equals(object)

object.Equals(object, object)

object.ReferenceEquals(object, object)

object.GetHashCode()

Remarks

Immutable: its value is computed once, at construction, from the element's value (§2.2's quote row). QuantLib's quote recomputes when its element notifies it; here a new element value is a new quote. QuantLib's isValid isn't ported: a value is always valid.

Constructors

DerivedQuote(double, Func<double, double>)

Initializes a new instance of the DerivedQuote class.

public DerivedQuote(double element, Func<double, double> f)

Parameters

element double

The element's value.

f Func<double, double>

The function of the element's value.

Exceptions

ArgumentNullException

f is null.

Properties

Value

Gets the value: the function of the element's value.

public double Value { get; }

Property Value

double