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QuantLib_GenericEngine
Langue: en
Version: 161281 (fedora - 05/07/09)
Section: 3 (Bibliothèques de fonctions)
Sommaire
NAME
QuantLib::GenericEngine - template base class for option pricing enginesSYNOPSIS
#include <ql/pricingengine.hpp>
Inherits QuantLib::PricingEngine, and QuantLib::Observer.
Inherited by MCLongstaffSchwartzEngine< 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 enginesDerived 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 LatticeShortRateModelEngine< Arguments, Results >, AnalyticHestonHullWhiteEngine, LatticeShortRateModelEngine< CapFloor::arguments, CapFloor::results >, LatticeShortRateModelEngine< Swaption::arguments, Swaption::results >, LatticeShortRateModelEngine< VanillaSwap::arguments, VanillaSwap::results >, and LatticeShortRateModelEngine< CallableBond::arguments, CallableBond::results >.
Author
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