/*
Copyright (C) 2009 Ueli Hofstetter
This source code is release under the BSD License.
This file is part of JQuantLib, a free-software/open-source library
for financial quantitative analysts and developers - http://jquantlib.org/
JQuantLib is free software: you can redistribute it and/or modify it
under the terms of the JQuantLib license. You should have received a
copy of the license along with this program; if not, please email
. The license is also available online at
.
This program is distributed in the hope that it will be useful, but WITHOUT
ANY WARRANTY; without even the implied warranty of MERCHANTABILITY or FITNESS
FOR A PARTICULAR PURPOSE. See the license for more details.
JQuantLib is based on QuantLib. http://quantlib.org/
When applicable, the original copyright notice follows this notice.
*/
package org.jquantlib.cashflow;
import org.jquantlib.quotes.Handle;
import org.jquantlib.termstructures.volatilities.optionlet.OptionletVolatilityStructure;
// TODO: code review :: license, class comments, comments for access modifiers, comments for @Override
public abstract class IborCouponPricer extends FloatingRateCouponPricer {
public static final String no_adequate_capletVol_given = "no adequate capletVol given";
private Handle capletVol_;
public IborCouponPricer(final Handle capletVol){
this.capletVol_ = capletVol;
this.capletVol_.addObserver(this);
//XXX:registerWith
//registerWith(this.capletVol_);
}
public Handle capletVolatility(){
return capletVol_;
}
public void setCapletVolatility(final Handle capletVol){
if (capletVol!=null) {
capletVol.currentLink().deleteObserver(this);
}
this.capletVol_ = capletVol;
if (this.capletVol_!=null) {
this.capletVol_.addObserver(this);
}
update();
}
@Override
public void update(){
notifyObservers();
}
}
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