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QuantLib_GenericEngine

NAME

QuantLib::GenericEngine -

template base class for option pricing engines

SYNOPSIS

#include <ql/pricingengine.hpp>

Inherits QuantLib::PricingEngine, and QuantLib::Observer.

Inherited by GenericModelEngine< ModelType, ArgumentsType, ResultsType >, MCLongstaffSchwartzEngine< GenericEngine, MC, RNG, S >, and MCLongstaffSchwartzPathEngine< GenericEngine, MC, RNG, S >.

Public Member Functions

PricingEngine::arguments * getArguments () const

const PricingEngine::results * getResults () const

void reset ()

void update ()

Protected Attributes

ArgumentsType arguments_

ResultsType results_

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.

Member Function Documentation

void update () [virtual]This method must be implemented in derived classes. An instance of Observer does not call this method directly: instead, it will be called by the observables the instance registered with when they need to notify any changes.

Implements Observer.

Reimplemented in FdHestonHullWhiteVanillaEngine, FdHestonVanillaEngine, LatticeShortRateModelEngine< Arguments, Results >, AnalyticHestonHullWhiteEngine, LatticeShortRateModelEngine< CapFloor::arguments, CapFloor::results >, LatticeShortRateModelEngine< VanillaSwap::arguments, VanillaSwap::results >, LatticeShortRateModelEngine< Swaption::arguments, Swaption::results >, and LatticeShortRateModelEngine< CallableBond::arguments, CallableBond::results >.

Author

Generated automatically by Doxygen for QuantLib from the source code.