LazyObject Class Referenceabstract

Framework for calculation on demand and result caching. More...

#include <ql/patterns/lazyobject.hpp>

Inherits Observable, and Observer.

Inherited by AbcdAtmVolCurve, Basket, CapFloorTermVolCurve, CapFloorTermVolSurface, CmsMarket, EurodollarFuturesImpliedStdDevQuote, Fdm2dBlackScholesSolver, Fdm2DimSolver, Fdm3DimSolver, FdmBatesSolver, FdmBlackScholesSolver, FdmExtOUJumpSolver, FdmHestonHullWhiteSolver, FdmHestonSolver, FdmKlugeExtOUSolver< N >, FdmNdimSolver< N >, FdmSimple2dBSSolver [private], FdmSimple2dExtOUSolver, FdmSimple3dExtOUJumpSolver, FittedBondDiscountCurve, FlatForward, ForwardSwapQuote, ImpliedStdDevQuote, Instrument, InterpolatedSmileSection< Interpolator >, OneFactorCopula, PiecewiseDefaultCurve< Traits, Interpolator, Bootstrap >, PiecewiseYieldCurve< Traits, Interpolator, Bootstrap >, PiecewiseYoYInflationCurve< Interpolator, Bootstrap, Traits >, PiecewiseYoYOptionletVolatilityCurve< Interpolator, Bootstrap, Traits >, PiecewiseZeroInflationCurve< Interpolator, Bootstrap, Traits >, RendistatoCalculator [private], SabrInterpolatedSmileSection, StrippedOptionletAdapter, StrippedOptionletBase, and SwaptionVolatilityDiscrete.

Public Member Functions

Observer interface
void update ()
 
- Public Member Functions inherited from Observable
 Observable (const Observable &)
 
Observableoperator= (const Observable &)
 
void notifyObservers ()
 
- Public Member Functions inherited from Observer
 Observer (const Observer &)
 
Observeroperator= (const Observer &)
 
std::pair< std::set
< boost::shared_ptr
< Observable > >::iterator,
bool > 
registerWith (const boost::shared_ptr< Observable > &)
 
Size unregisterWith (const boost::shared_ptr< Observable > &)
 
void unregisterWithAll ()
 

Protected Attributes

bool calculated_
 
bool frozen_
 

Calculations

These methods do not modify the structure of the object and are therefore declared as const. Data members which will be calculated on demand need to be declared as mutable.

void recalculate ()
 
void freeze ()
 
void unfreeze ()
 
virtual void calculate () const
 
virtual void performCalculations () const =0
 

Detailed Description

Framework for calculation on demand and result caching.

Member Function Documentation

void recalculate ( )

This method force the recalculation of any results which would otherwise be cached. It is not declared as const since it needs to call the non-const notifyObservers method.

Note
Explicit invocation of this method is not necessary if the object registered itself as observer with the structures on which such results depend. It is strongly advised to follow this policy when possible.
void freeze ( )

This method constrains the object to return the presently cached results on successive invocations, even if arguments upon which they depend should change.

void unfreeze ( )

This method reverts the effect of the freeze method, thus re-enabling recalculations.

void calculate ( ) const
protectedvirtual

This method performs all needed calculations by calling the performCalculations method.

Warning:
Objects cache the results of the previous calculation. Such results will be returned upon later invocations of calculate. When the results depend on arguments which could change between invocations, the lazy object must register itself as observer of such objects for the calculations to be performed again when they change.
Warning:
Should this method be redefined in derived classes, LazyObject::calculate() should be called in the overriding method.

Reimplemented in Instrument.

virtual void performCalculations ( ) const
protectedpure virtual