QuantLib_PricingEngine man page

PricingEngine — interface for pricing engines

Synopsis

#include <ql/pricingengine.hpp>

Inherits Observable.

Inherited by GenericEngine< Arguments, Results >, GenericEngine< BarrierOption::arguments, BarrierOption::results >, GenericEngine< BasketOption::arguments, BasketOption::results >, GenericEngine< Bond::arguments, Bond::results >, GenericEngine< CallableBond::arguments, CallableBond::results >, GenericEngine< CapFloor::arguments, CapFloor::results >, GenericEngine< CatBond::arguments, CatBond::results >, GenericEngine< CdsOption::arguments, CdsOption::results >, GenericEngine< CliquetOption::arguments, CliquetOption::results >, GenericEngine< ComplexChooserOption::arguments, ComplexChooserOption::results >, GenericEngine< CompoundOption::arguments, CompoundOption::results >, GenericEngine< ContinuousAveragingAsianOption::arguments, ContinuousAveragingAsianOption::results >, GenericEngine< ContinuousFixedLookbackOption::arguments, ContinuousFixedLookbackOption::results >, GenericEngine< ContinuousFloatingLookbackOption::arguments, ContinuousFloatingLookbackOption::results >, GenericEngine< ContinuousPartialFixedLookbackOption::arguments, ContinuousPartialFixedLookbackOption::results >, GenericEngine< ContinuousPartialFloatingLookbackOption::arguments, ContinuousPartialFloatingLookbackOption::results >, GenericEngine< ConvertibleBond::option::arguments, ConvertibleBond::option::results >, GenericEngine< CPICapFloor::arguments, CPICapFloor::results >, GenericEngine< CPISwap::arguments, CPISwap::results >, GenericEngine< CreditDefaultSwap::arguments, CreditDefaultSwap::results >, GenericEngine< DiscreteAveragingAsianOption::arguments, DiscreteAveragingAsianOption::results >, GenericEngine< DividendBarrierOption::arguments, DividendBarrierOption::results >, GenericEngine< DividendVanillaOption::arguments, DividendVanillaOption::results >, GenericEngine< DoubleBarrierOption::arguments, DoubleBarrierOption::results >, GenericEngine< EnergyCommodity::arguments, EnergyCommodity::results >, GenericEngine< EverestOption::arguments, EverestOption::results >, GenericEngine< FloatFloatSwap::arguments, FloatFloatSwap::results >, GenericEngine< FloatFloatSwaption::arguments, FloatFloatSwaption::results >, GenericEngine< ForwardOptionArguments< VanillaOption::arguments >, VanillaOption::results >, GenericEngine< HimalayaOption::arguments, HimalayaOption::results >, GenericEngine< HolderExtensibleOption::arguments, HolderExtensibleOption::results >, GenericEngine< Instr::arguments, QuantoOptionResults< Instr::results > >, GenericEngine< IrregularSwap::arguments, IrregularSwap::results >, GenericEngine< IrregularSwaption::arguments, IrregularSwaption::results >, GenericEngine< MargrabeOption::arguments, MargrabeOption::results >, GenericEngine< MultiAssetOption::arguments, MultiAssetOption::results >, GenericEngine< NonstandardSwap::arguments, NonstandardSwap::results >, GenericEngine< NonstandardSwaption::arguments, NonstandardSwaption::results >, GenericEngine< NthToDefault::arguments, NthToDefault::results >, GenericEngine< OneAssetOption::arguments, OneAssetOption::results >, GenericEngine< PagodaOption::arguments, PagodaOption::results >, GenericEngine< PartialTimeBarrierOption::arguments, PartialTimeBarrierOption::results >, GenericEngine< PathMultiAssetOption::arguments, PathMultiAssetOption::results >, GenericEngine< SimpleChooserOption::arguments, SimpleChooserOption::results >, GenericEngine< SpreadOption::arguments, SpreadOption::results >, GenericEngine< Swap::arguments, Swap::results >, GenericEngine< Swaption::arguments, Swaption::results >, GenericEngine< SyntheticCDO::arguments, SyntheticCDO::results >, GenericEngine< TwoAssetBarrierOption::arguments, TwoAssetBarrierOption::results >, GenericEngine< TwoAssetCorrelationOption::arguments, TwoAssetCorrelationOption::results >, GenericEngine< VanillaOption::arguments, VanillaOption::results >, GenericEngine< VanillaStorageOption::arguments, VanillaStorageOption::results >, GenericEngine< VanillaSwap::arguments, VanillaSwap::results >, GenericEngine< VanillaSwingOption::arguments, VanillaSwingOption::results >, GenericEngine< VanillaVPPOption::arguments, VanillaVPPOption::results >, GenericEngine< VarianceOption::arguments, VarianceOption::results >, GenericEngine< VarianceSwap::arguments, VarianceSwap::results >, GenericEngine< WriterExtensibleOption::arguments, WriterExtensibleOption::results >, GenericEngine< YearOnYearInflationSwap::arguments, YearOnYearInflationSwap::results >, GenericEngine< YoYInflationCapFloor::arguments, YoYInflationCapFloor::results >, GenericEngine< ZeroCouponInflationSwap::arguments, ZeroCouponInflationSwap::results >, and GenericEngine< ArgumentsType, ResultsType >.

Public Member Functions

virtual arguments * getArguments () const =0

virtual const results * getResults () const =0

virtual void reset ()=0

virtual void calculate () const =0

Detailed Description

interface for pricing engines

Author

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Info

Fri Sep 23 2016 Version 1.8.1 QuantLib