QuantLib_GenericEngine man page

GenericEngine< ArgumentsType, ResultsType > — template base class for option pricing engines  


#include <ql/pricingengine.hpp>

Inherits PricingEngine, and Observer.

Inherited by GenericModelEngine< ModelType, ArgumentsType, ResultsType >, MCLongstaffSchwartzEngine< GenericEngine, MC, RNG, S, RNG_Calibration >, 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_

Additional Inherited Members

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 LatticeShortRateModelEngine< CapFloor::arguments, CapFloor::results >, LatticeShortRateModelEngine< VanillaSwap::arguments, VanillaSwap::results >, LatticeShortRateModelEngine< Swaption::arguments, Swaption::results >, and LatticeShortRateModelEngine< CallableBond::arguments, CallableBond::results >.


Generated automatically by Doxygen for QuantLib from the source code.

Referenced By

The man pages getArguments(3), getResults(3) and results_(3) are aliases of QuantLib_GenericEngine(3).

Sun Jul 23 2017 Version 1.10 QuantLib