QuantLib_GenericModelEngine man page

GenericModelEngine< ModelType, ArgumentsType, ResultsType > — Base class for some pricing engine on a particular model.

Synopsis

#include <ql/pricingengines/genericmodelengine.hpp>

Inherits 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_

Additional Inherited Members

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.

Referenced By

GenericModelEngine(3) and model_(3) are aliases of QuantLib_GenericModelEngine(3).

Fri Sep 23 2016 Version 1.8.1 QuantLib