org.jquantlib.util

Interface Observer

All Known Subinterfaces:

Bond.Engine, OneAssetOption.Engine, PiecewiseCurve<I>, TermStructure, Traits.Curve, VanillaOption.Engine, YieldTermStructure

All Known Implementing Classes:

AbstractTermStructure, AbstractYieldTermStructure, AnalyticBarrierEngine, AnalyticContinuousGeometricAveragePriceAsianEngine, AnalyticDiscreteGeometricAveragePriceAsianEngine, AnalyticDividendEuropeanEngine, AnalyticEuropeanEngine, AUDLibor, AverageBMACoupon, AverageBMACouponPricer, BaroneAdesiWhaleyApproximationEngine, BarrierOption, BarrierOption.EngineImpl, BatesDoubleExpModel, BatesDoubleExpModel.BatesDoubleExpDetJumpModel, BatesModel, BinomialConvertibleEngine, BinomialVanillaEngine, BjerksundStenslandApproximationEngine, BlackConstantVol, BlackIborCouponPricer, BlackKarasinski, BlackScholesMertonProcess, BlackVarianceCurve, BlackVarianceSurface, BlackVarianceTermStructure, BlackVolatilityTermStructure, BlackVolTermStructure, BMAIndex, BMASwap, BMASwapRateHelper, Bond, Bond.EngineImpl, BootstrapHelper, CADLibor, CADLiborON, CalibratedModel, CalibrationHelper, CapFloor, CapHelper, CapletVarianceCurve, CappedFlooredCmsCoupon, CappedFlooredCoupon, CappedFlooredIborCoupon, CapVolatilityStructure, Cdor, CHFLibor, ChfLiborSwapIsdaFix, CmsCoupon, CmsCouponPricer, CmsRateBond, ConstantOptionletVolatility, ContinuousAveragingAsianOption, ContinuousAveragingAsianOption.EngineImpl, ConvertibleBond, ConvertibleBondOption, ConvertibleBondOption.EngineImpl, ConvertibleFixedCouponBond, ConvertibleFloatingRateBond, ConvertibleZeroCouponBond, CoxIngersollRoss, DailyTenorCHFLibor, DailyTenorEuribor, DailyTenorEuribor365, DailyTenorEURLibor, DailyTenorEURLiborON, DailyTenorGBPLibor, DailyTenorJPYLibor, DailyTenorLibor, DailyTenorUSDLibor, DepositRateHelper, DiscountingBondEngine, DiscountingSwapEngine, DiscreteAveragingAsianOption, DiscreteAveragingAsianOption.EngineImpl, DividendVanillaOption, DividendVanillaOption.EngineImpl, DKKLibor, EUHICP, Euribor, Euribor10M, Euribor11M, Euribor1M, Euribor1Y, Euribor2M, Euribor2W, Euribor365, Euribor365_10M, Euribor365_11M, Euribor365_1M, Euribor365_1Y, Euribor365_2M, Euribor365_2W, Euribor365_3M, Euribor365_3W, Euribor365_4M, Euribor365_5M, Euribor365_6M, Euribor365_7M, Euribor365_8M, Euribor365_9M, Euribor365_SW, Euribor3M, Euribor3W, Euribor4M, Euribor5M, Euribor6M, Euribor7M, Euribor8M, Euribor9M, EuriborSW, EuriborSwapIfrFix, EuriborSwapIsdaFixA, EuriborSwapIsdaFixB, EURLibor, EURLibor10M, EURLibor11M, EURLibor1M, EURLibor1Y, EURLibor2M, EURLibor2W, EURLibor3M, EURLibor4M, EURLibor5M, EURLibor6M, EURLibor7M, EURLibor8M, EURLibor9M, EURLiborSW, EurLiborSwapIfrFix, EurLiborSwapIsdaFixA, EurLiborSwapIsdaFixB, EuropeanOption, ExtendedCoxIngersollRoss, FDAmericanEngine, FDBermudanEngine, FDDividendAmericanEngine, FDDividendEuropeanEngine, FDEngineAdapter, FDEuropeanEngine, FDShoutEngine, FixedRateBond, FixedRateBondHelper, Flag, FlatForward, FlatSmileSection, FloatingRateBond, FloatingRateCoupon, FloatingRateCouponPricer, Forward, ForwardMeasureProcess, ForwardMeasureProcess1D, ForwardRateAgreement, ForwardRateStructure, ForwardSpreadedTermStructure, FraRateHelper, FuturesRateHelper, G2, GBPLibor, GBPLiborON, GbpLiborSwapIsdaFix, GeneralizedBlackScholesProcess, GenericEngine, GenericModelEngine, GeometricBrownianMotionProcess, HestonModel, HestonProcess, HullWhite, HullWhiteForwardProcess, HullWhiteProcess, IborCoupon, IborCouponPricer, IborIndex, ImpliedTermStructure, ImpliedVolTermStructure, InflationIndex, InflationTermStructure, Instrument, IntegralEngine, InterestRateIndex, InterpolatedDiscountCurve, InterpolatedForwardCurve, InterpolatedZeroCurve, Jibar, JPYLibor, JpyLiborSwapIsdaFixAm, JpyLiborSwapIsdaFixPm, JumpDiffusionEngine, JuQuadraticApproximationEngine, LazyObject, Libor, LiborForwardModelProcess, LocalConstantVol, LocalVolCurve, LocalVolSurface, LocalVolTermStructure, Merton76Process, NZDLibor, OneAssetOption, OneAssetOption.EngineImpl, OneFactorAffineModel, OneFactorModel, Option, OptionletVolatilityStructure, OrnsteinUhlenbeckProcess, PiecewiseYieldCurve, RateHelper, RelativeDateRateHelper, SEKLibor, ShortRateModel, SmileSection, StochasticProcess, StochasticProcess1D, StochasticProcessArray, Stock, Swap, Swap.EngineImpl, SwapIndex, SwapRateHelper, SwaptionHelper, SwaptionVolatilityStructure, Tibor, TRLibor, TwoFactorModel, UKRPI, USDLibor, USDLiborON, UsdLiborSwapIsdaFixAm, UsdLiborSwapIsdaFixPm, VanillaOption, VanillaOption.EngineImpl, VanillaSwap, Vasicek, VolatilityTermStructure, YoYInflationIndex, YoYInflationTermStructure, YYEUHICP, YYEUHICPr, YYUKRPI, YYUKRPIr, ZeroCouponBond, ZeroInflationIndex, ZeroInflationTermStructure, ZeroSpreadedTermStructure, ZeroYieldStructure, Zibor

public interface Observer

This interface is intended to provide more flexibility to complex object models when multiple inheritance is needed.

This class is based on the work done by Martin Fischer, with only minor changes. See references below.

See Also:

Martin Fischer: Observer and Observable interfaces, Improved Observer/Observable, Observable

Method Summary

Modifier and Type	Method and Description
void	update() This method is called whenever the observed object is changed.

Method Detail

update

void update()

This method is called whenever the observed object is changed.

Parameters:

o -

arg -