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

#include <genericmodelengine.hpp>

Inheritance diagram for QuantLib::GenericModelEngine< ModelType, ArgumentsType, ResultsType >:

QuantLib::GenericEngine< ArgumentsType, ResultsType > QuantLib::PricingEngine QuantLib::Observer QuantLib::Observable QuantLib::LatticeShortRateModelEngine< QuantLib::CallableBond::arguments, QuantLib::CallableBond::results > QuantLib::LatticeShortRateModelEngine< QuantLib::CapFloor::arguments, CapFloor::results > QuantLib::LatticeShortRateModelEngine< QuantLib::Swaption::arguments, Swaption::results > QuantLib::LatticeShortRateModelEngine< QuantLib::VanillaSwap::arguments, QuantLib::VanillaSwap::results > QuantLib::AnalyticBSMHullWhiteEngine QuantLib::AnalyticCapFloorEngine QuantLib::AnalyticGJRGARCHEngine QuantLib::AnalyticHestonEngine QuantLib::FdHestonBarrierEngine QuantLib::FdHestonHullWhiteVanillaEngine QuantLib::FdHestonRebateEngine QuantLib::FdHestonVanillaEngine QuantLib::G2SwaptionEngine QuantLib::JamshidianSwaptionEngine QuantLib::LatticeShortRateModelEngine< Arguments, Results > QuantLib::LfmSwaptionEngine

List of all members.


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 38 of file genericmodelengine.hpp.


Public Member Functions

virtual void calculate () const =0
 GenericModelEngine (const boost::shared_ptr< ModelType > &model)
 GenericModelEngine (const Handle< ModelType > &model=Handle< ModelType >())
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_
Handle< ModelType > model_
ResultsType results_

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

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