Base class for some pricing engine on a particular model. More...
#include <ql/pricingengines/genericmodelengine.hpp>
Inheritance diagram for GenericModelEngine< ModelType, ArgumentsType, ResultsType >:Public Member Functions | |
| GenericModelEngine (const Handle< ModelType > &model=Handle< ModelType >()) | |
| GenericModelEngine (const boost::shared_ptr< ModelType > &model) | |
Public Member Functions inherited from GenericEngine< ArgumentsType, ResultsType > | |
| PricingEngine::arguments * | getArguments () const |
| const PricingEngine::results * | getResults () const |
| void | reset () |
| void | update () |
Public Member Functions inherited from PricingEngine | |
| virtual void | calculate () const =0 |
Public Member Functions inherited from Observable | |
| Observable (const Observable &) | |
| Observable & | operator= (const Observable &) |
| void | notifyObservers () |
Public Member Functions inherited from Observer | |
| Observer (const Observer &) | |
| Observer & | operator= (const Observer &) |
| std::pair< std::set< boost::shared_ptr< Observable > >::iterator, bool > | registerWith (const boost::shared_ptr< Observable > &) |
| void | registerWithObservables (const boost::shared_ptr< Observer > &) |
| Size | unregisterWith (const boost::shared_ptr< Observable > &) |
| void | unregisterWithAll () |
Protected Attributes | |
| Handle< ModelType > | model_ |
Protected Attributes inherited from GenericEngine< ArgumentsType, ResultsType > | |
| ArgumentsType | arguments_ |
| ResultsType | results_ |
Base class for some pricing engine on a particular model.
Derived engines only need to implement the calculate() method