GenericModelEngine (3) - Linux Manuals
GenericModelEngine: Base class for some pricing engine on a particular model.
NAME
QuantLib::GenericModelEngine - 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 boost::shared_ptr< ModelType > &model)
void setModel (const boost::shared_ptr< ModelType > &model)
Protected Attributes
boost::shared_ptr< ModelType > model_
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
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