result (3) - Linux Man Pages
result: Abstract instrument class.
QuantLib::Instrument - Abstract instrument class.
Inherited by Bond, CapFloor, CDO, CdsOption, Commodity, CompositeInstrument, CreditDefaultSwap, Forward, InflationSwap, NthToDefault, Option, PathMultiAssetOption, RiskyAssetSwap, Stock, Swap, SyntheticCDO, VarianceOption, and VarianceSwap.
Public Member Functions
virtual void setupArguments (PricingEngine::arguments *) const
virtual void fetchResults (const PricingEngine::results *) const
Real NPV () const
returns the net present value of the instrument.
Real errorEstimate () const
returns the error estimate on the NPV when available.
template<typename T > T result (const std::string &tag) const
returns any additional result returned by the pricing engine.
const std::map< std::string, boost::any > & additionalResults () const
returns all additional result returned by the pricing engine.
virtual bool isExpired () const =0
returns whether the instrument is still tradable.
Protected Member Functions
boost::shared_ptr< PricingEngine > engine_
The value of this attribute and any other that derived classes might declare must be set during calculation.
Abstract instrument class.
This class is purely abstract and defines the interface of concrete instruments which will be derived from this one.
- observability of class instances is checked.
Member Function Documentation
void setPricingEngine (const boost::shared_ptr< PricingEngine > & e)
set the pricing engine to be used.
- calling this method will have no effects in case the performCalculation method was overridden in a derived class.
void setupArguments (PricingEngine::arguments *) const [virtual]
When a derived argument structure is defined for an instrument, this method should be overridden to fill it. This is mandatory in case a pricing engine is used.
Reimplemented in CallableBond, CallableFixedRateBond, EnergyCommodity, SyntheticCDO, DividendBarrierOption, PathMultiAssetOption, VarianceOption, ContinuousAveragingAsianOption, DiscreteAveragingAsianOption, AssetSwap, BarrierOption, Bond, CapFloor, CliquetOption, CreditDefaultSwap, DividendVanillaOption, ForwardVanillaOption, HimalayaOption, ContinuousFloatingLookbackOption, ContinuousFixedLookbackOption, MultiAssetOption, PagodaOption, Swap, Swaption, VanillaSwap, VarianceSwap, and Option.
void fetchResults (const PricingEngine::results * r) const [virtual]
When a derived result structure is defined for an instrument, this method should be overridden to read from it. This is mandatory in case a pricing engine is used.
Reimplemented in EnergyCommodity, SyntheticCDO, AssetSwap, Bond, CreditDefaultSwap, ForwardVanillaOption, MultiAssetOption, OneAssetOption, QuantoBarrierOption, QuantoForwardVanillaOption, QuantoVanillaOption, Swap, VanillaSwap, and VarianceSwap.
void calculate () const [protected, virtual]
This method performs all needed calculations by calling the performCalculations method.
- Objects cache the results of the previous calculation. Such results will be returned upon later invocations of calculate. When the results depend on arguments which could change between invocations, the lazy object must register itself as observer of such objects for the calculations to be performed again when they change.
- Should this method be redefined in derived classes, LazyObject::calculate() should be called in the overriding method.
void setupExpired () const [protected, virtual]
This method must leave the instrument in a consistent state when the expiration condition is met.
void performCalculations () const [protected, virtual]
In case a pricing engine is not used, this method must be overridden to perform the actual calculations and set any needed results. In case a pricing engine is used, the default implementation can be used.
Reimplemented in EnergyBasisSwap, EnergyFuture, EnergyVanillaSwap, ConvertibleBond, CompositeInstrument, FixedRateBondForward, Forward, Stock, YearOnYearInflationSwap, and ZeroCouponInflationSwap.
Generated automatically by Doxygen for QuantLib from the source code.