/* -*- mode: c++; tab-width: 4; indent-tabs-mode: nil; c-basic-offset: 4 -*- */

/*

 Copyright (C) 2006, 2007 Ferdinando Ametrano

 Copyright (C) 2006 François du Vignaud

 This file is part of QuantLib, a free-software/open-source library

 for financial quantitative analysts and developers - http://quantlib.org/

 QuantLib is free software: you can redistribute it and/or modify it

 under the terms of the QuantLib license.  You should have received a

 copy of the license along with this program; if not, please email

 <quantlib-dev@lists.sf.net>. The license is also available online at

 <http://quantlib.org/license.shtml>.

 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.

*/

#include <ql/quotes/forwardvaluequote.hpp>

#include <utility>

namespace QuantLib {

    ForwardValueQuote::ForwardValueQuote(ext::shared_ptr<Index> index, const Date& fixingDate)

    : index_(std::move(index)), fixingDate_(fixingDate) {

        registerWith(index_);

    }

Unexecuted instantiation: QuantLib::ForwardValueQuote::ForwardValueQuote(boost::shared_ptr<QuantLib::Index>, QuantLib::Date const&)

Unexecuted instantiation: QuantLib::ForwardValueQuote::ForwardValueQuote(boost::shared_ptr<QuantLib::Index>, QuantLib::Date const&)

    Real ForwardValueQuote::value() const {

        return index_->fixing(fixingDate_);

    }

    bool ForwardValueQuote::isValid() const {

        // not sure this is the best approach...

        return true;

    }

    void ForwardValueQuote::update() {

        notifyObservers();

    }

}