Quote
  SimpleQuote
  DeltaVolQuote
  FuturesConvAdjustmentQuote
  RelinkableQuote

The root of the hierarchy shown under GenQuote.

A Quote; see the hierarchy under GenQuote.

A Quote; see the hierarchy under GenQuote.

A Quote; see the hierarchy under GenQuote.

A Quote; see the hierarchy under GenQuote.

Operation used by derivedQuote or compositeQuote. The former applies quote `op` operand; the latter applies quote1 `op` quote2. Use withDerivedQuote for reversed unary operations such as FX inversion.

Which fold a catalogue multiCompositeQuote applies over its elements.

market element returning a stored value

quotation of an FX delta vs vol, e.g. a 25-delta risk-reversal/butterfly point

quotation of an FX at-the-money vol point (e.g. ATM straddle)

implied standard deviation of a Eurodollar future's underlying, solved from its call/put prices

implied rate of a forward-starting swap on the given swap index, offset by a spread quote

forward value of an index as of a given fixing date

futures-convexity adjustment for an Ibor future identified by its IMM code

futures-convexity adjustment for an Ibor future identified by its futures (IMM) date

implied standard deviation of an underlying, solved from its option price at a given strike

last available fixing of the given index, updating whenever a new fixing is added

A relinkable quote handle. Objects built from it follow later linkTo calls. Nothing creates an empty handle; reading it throws until linked.

A quote derived from another by applying quote `op` operand, live: it recomputes whenever the underlying quote moves, and notifies everything built on it.

derivedQuote QuoteAdd base 0.0005 is the "base plus 5bp" spread quote for a rate helper. For anything outside the QuoteOp catalogue -- 1/x, a cap, a nonlinear transform -- use withDerivedQuote.

A quote combining two others as quote1 `op` quote2, live in both: it recomputes whenever either moves. Use withCompositeQuote for an operation outside the QuoteOp catalogue.

A quote folding any number of others, live in all of them. An empty list is accepted and gives the fold's identity (0 for QuoteSum and QuoteNorm2, 1 for QuoteProduct) -- upstream imposes no non-empty requirement. Use withMultiCompositeQuote for a fold outside the MultiQuoteOp catalogue.

As derivedQuote, with an arbitrary Haskell function.

The continuation must span the whole use, not only construction. QuantLib calls f later from Quote::value(). Returning frees its function pointer, so a later read crashes.

f must be total: exceptions cross C++, including during bootstrap. Prefer derivedQuote when its QuoteOp fits.

As compositeQuote, but combining the two quotes with an arbitrary Haskell function. Same continuation-lifetime and totality rules as withDerivedQuote.

As multiCompositeQuote, but folding with an arbitrary Haskell function. The whole element vector is passed per evaluation, so this crosses into Haskell once per value, not once per element. Same continuation-lifetime and totality rules as withDerivedQuote.

returns the difference between the new value and the old value NB The change will propagate to all users of the quote

Point a relinkable handle at another quote. Existing dependents reprice without reconstruction. Use setValue for a value bump; this swaps the quote object.

Returns the current value of the given Quote object

returns true if the Quote holds a valid value

The futures-vs-forward-rate value implied by the futures quote alone (futuresQuote_->value()).