QuantLib_GenericModelEngine

Langue: en

Autres versions - même langue

Version: 377351 (fedora - 01/12/10)

Section: 3 (Bibliothèques de fonctions)

Sommaire

NAME

QuantLib::GenericModelEngine -

Base class for some pricing engine on a particular model.

SYNOPSIS


#include <ql/pricingengines/genericmodelengine.hpp>

Inherits QuantLib::GenericEngine< ArgumentsType, ResultsType >.

Public Member Functions


GenericModelEngine (const Handle< ModelType > &model=Handle< ModelType >())

GenericModelEngine (const boost::shared_ptr< ModelType > &model)

Protected Attributes


Handle< ModelType > model_

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

Author

Generated automatically by Doxygen for QuantLib from the source code.