org.jquantlib.util
Interface Observer

All Known Implementing Classes:

BlackConstantVol, BlackScholesMertonProcess, BlackVarianceCurve, BlackVarianceSurface, BlackVarianceTermStructure, BlackVolatilityTermStructure, BlackVolTermStructure, Bond, ContinuousAveragingAsianOption, DepositRateHelper, DiscreteAveragingAsianOption, Euribor, Euribor.DailyTenorEuribor, Euribor.DailyTenorEuribor365, Euribor.Euribor365, EuropeanOption, FixedRateBondHelper, FlatForward, ForwardRateStructure, FraRateHelper, FuturesRateHelper, GeneralizedBlackScholesProcess, Handle.Link, IborIndex, ImpliedTermStructure, ImpliedVolTermStructure, Instrument, InterestRateIndex, InterpolatedDiscountCurve, InterpolatedForwardCurve, InterpolatedZeroCurve, LazyObject, LocalConstantVol, LocalVolCurve, LocalVolSurface, LocalVolTermStructure, NewInstrument, OldInstrument, OneAssetOption, OneAssetStrikedOption, Option, PiecewiseYieldDiscountCurve, PiecewiseYieldDiscountCurve.PiecewiseYieldLazyCurve, RateHelper, RelativeDateRateHelper, StochasticProcess, StochasticProcess1D, Stock, SwapRateHelper, TermStructure, VanillaOption, WeakReferenceObservable.WeakReferenceObserver, YieldTermStructure, ZeroYieldStructure

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.

Author:

Martin Fischer (original author), Richard Gomes

See Also:

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

Method Summary

void	update(Observable o, java.lang.Object arg) This method is called whenever the observed object is changed.

Method Detail

update

void update(Observable o,
            java.lang.Object arg)

This method is called whenever the observed object is changed.

Parameters:

o -

arg -