Logo Search packages:      
Sourcecode: quantlib version File versions  Download package

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

#include <pricingengine.hpp>

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

QuantLib::PricingEngine QuantLib::Observer QuantLib::Observable QuantLib::BarrierOption::engine QuantLib::CallableBond::engine QuantLib::CapFloor::engine QuantLib::CdsOption::engine QuantLib::CliquetOption::engine QuantLib::CompoundOption::engine QuantLib::ContinuousAveragingAsianOption::engine QuantLib::ContinuousFixedLookbackOption::engine QuantLib::ContinuousFloatingLookbackOption::engine QuantLib::DiscreteAveragingAsianOption::engine QuantLib::DividendBarrierOption::engine QuantLib::DividendVanillaOption::engine QuantLib::FdBlackScholesAsianEngine QuantLib::FdBlackScholesBarrierEngine QuantLib::FdBlackScholesRebateEngine QuantLib::FdBlackScholesVanillaEngine QuantLib::ForwardVanillaEngine< Engine > QuantLib::GenericModelEngine< ModelType, ArgumentsType, ResultsType > QuantLib::MCLongstaffSchwartzEngine< GenericEngine, MC, RNG, S > QuantLib::MCLongstaffSchwartzPathEngine< GenericEngine, MC, RNG, S > QuantLib::PagodaOption::engine QuantLib::QuantoEngine< Instr, Engine > QuantLib::Swaption::engine QuantLib::SyntheticCDO::engine QuantLib::VarianceOption::engine QuantLib::VarianceSwap::engine QuantLib::YoYInflationCapFloor::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 63 of file pricingengine.hpp.


Public Member Functions

virtual void calculate () const =0
PricingEngine::arguments * getArguments () const
const PricingEngine::results * getResults () const
void notifyObservers ()
void registerWith (const boost::shared_ptr< Observable > &)
void reset ()
void unregisterWith (const boost::shared_ptr< Observable > &)
void update ()

Protected Attributes

ArgumentsType arguments_
ResultsType results_

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

Generated by  Doxygen 1.6.0   Back to index