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QuantLib::GenericEngine< ArgumentsType, ResultsType > Class Template Reference

#include <pricingengine.hpp>

Inheritance diagram for QuantLib::GenericEngine< ArgumentsType, ResultsType >:

QuantLib::PricingEngine QuantLib::Observable QuantLib::BarrierOption::engine QuantLib::BasketOption::engine QuantLib::CapFloor::engine QuantLib::CliquetOption::engine QuantLib::ContinuousAveragingAsianOption::engine QuantLib::ContinuousFixedLookbackOption::engine QuantLib::ContinuousFloatingLookbackOption::engine QuantLib::ConvertibleBond::option::engine QuantLib::DiscreteAveragingAsianOption::engine QuantLib::DividendVanillaOption::engine QuantLib::ForwardEngine< ArgumentsType, ResultsType > QuantLib::GenericModelEngine< ModelType, ArgumentsType, ResultsType > QuantLib::QuantoEngine< ArgumentsType, ResultsType > QuantLib::Swaption::engine QuantLib::VarianceSwap::engine

List of all members.


Detailed Description

template<class ArgumentsType, class ResultsType>
class QuantLib::GenericEngine< ArgumentsType, ResultsType >

template base class for option pricing engines

Derived engines only need to implement the calculate() method.

Definition at line 49 of file pricingengine.hpp.


Public Member Functions

Argumentsarguments () const
virtual void calculate () const =0
void notifyObservers ()
void reset () const
const Resultsresults () const

Protected Attributes

ArgumentsType arguments_
ResultsType results_

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

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