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Public Member Functions | Protected Attributes

QuantLib::GenericModelEngine< ModelType, ArgumentsType, ResultsType > Class Template Reference

Base class for some pricing engine on a particular model. More...

#include <genericmodelengine.hpp>

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List of all members.

Public Member Functions

Argumentsarguments () const
virtual void calculate () const =0
 GenericModelEngine (const boost::shared_ptr< ModelType > &model)
void notifyObservers ()
template<class T >
void registerWith (const boost::shared_ptr< T > &h)
void reset () const
const Resultsresults () const
void setModel (const boost::shared_ptr< ModelType > &model)
template<class T >
void unregisterWith (const boost::shared_ptr< T > &h)
virtual void update ()

Protected Attributes

ArgumentsType arguments_
boost::shared_ptr< ModelType > model_
ResultsType results_

Detailed Description

template<class ModelType, class ArgumentsType, class ResultsType>
class QuantLib::GenericModelEngine< ModelType, ArgumentsType, ResultsType >

Base class for some pricing engine on a particular model.

Derived engines only need to implement the calculate() method

Definition at line 36 of file genericmodelengine.hpp.


The documentation for this class was generated from the following file:

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