QuantLib_GenericEngine (3) Linux Manual Page
QuantLib::GenericEngine – template base class for option pricing engines
Synopsis
#include <ql/pricingengine.hpp>Inherits QuantLib::PricingEngine, and QuantLib::Observer.
Inherited by MCLongstaffSchwartzEngine< GenericEngine, MC, RNG, S >.
Public Member Functions
PricingEngine::arguments * getArguments () constconst PricingEngine::results * getResults () const
void reset ()
void update ()
Protected Attributes
ArgumentsType arguments_ResultsType results_
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< Arguments, Results >, AnalyticHestonHullWhiteEngine, LatticeShortRateModelEngine< CapFloor::arguments, CapFloor::results >, LatticeShortRateModelEngine< Swaption::arguments, Swaption::results >, LatticeShortRateModelEngine< VanillaSwap::arguments, VanillaSwap::results >, and LatticeShortRateModelEngine< CallableBond::arguments, CallableBond::results >.