GenericModelEngine< ModelType, ArgumentsType, ResultsType > Class Template Reference

Base class for some pricing engine on a particular model. More...

#include <ql/pricingengines/genericmodelengine.hpp>

Inheritance diagram for GenericModelEngine< ModelType, ArgumentsType, ResultsType >:

Public Member Functions
	GenericModelEngine (const Handle< ModelType > &model=Handle< ModelType >())
	GenericModelEngine (const ext::shared_ptr< ModelType > &model)
Public Member Functions inherited from GenericEngine< ArgumentsType, ResultsType >
PricingEngine::arguments *	getArguments () const
const PricingEngine::results *	getResults () const
void	reset ()
void	update ()
Public Member Functions inherited from PricingEngine
virtual void	calculate () const =0
Public Member Functions inherited from Observable
	Observable (const Observable &)
Observable &	operator= (const Observable &)
void	notifyObservers ()
Public Member Functions inherited from Observer
	Observer (const Observer &)
Observer &	operator= (const Observer &)
std::pair< iterator, bool >	registerWith (const ext::shared_ptr< Observable > &)
void	registerWithObservables (const ext::shared_ptr< Observer > &)
Size	unregisterWith (const ext::shared_ptr< Observable > &)
void	unregisterWithAll ()
virtual void	deepUpdate ()

Protected Attributes
Handle< ModelType >	model_
Protected Attributes inherited from GenericEngine< ArgumentsType, ResultsType >
ArgumentsType	arguments_
ResultsType	results_

Additional Inherited Members
Public Types inherited from Observer
typedef boost::unordered_set< ext::shared_ptr< Observable > >	set_type
typedef set_type::iterator	iterator

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