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<h3 class="subtitle">A free/open-source library for quantitative finance</h3>
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<a class="el" href="namespace_quant_lib.html">QuantLib</a>::<a class="el" href="class_quant_lib_1_1_generic_engine.html">GenericEngine</a></div>
<h1>GenericEngine Class Template Reference</h1><!-- doxytag: class="QuantLib::GenericEngine" --><!-- doxytag: inherits="QuantLib::PricingEngine,QuantLib::Observer" --><code>#include <ql/pricingengine.hpp></code>
<p>
<div class="dynheader">
Inheritance diagram for GenericEngine:</div>
<div class="dynsection">
<p><center><img src="class_quant_lib_1_1_generic_engine__inherit__graph.png" border="0" usemap="#_generic_engine__inherit__map" alt="Inheritance graph"></center>
<map name="_generic_engine__inherit__map">
<area shape="rect" href="class_quant_lib_1_1_barrier_option_1_1engine.html" title="Barrier-option engine base class" alt="" coords="468,37,937,64"><area shape="rect" href="class_quant_lib_1_1_cap_floor_1_1engine.html" title="base class for cap/floor engines" alt="" coords="496,88,909,115"><area shape="rect" href="class_quant_lib_1_1_cliquet_option_1_1engine.html" title="Cliquet engine base class." alt="" coords="467,139,939,165"><area shape="rect" href="class_quant_lib_1_1_continuous_averaging_asian_option_1_1engine.html" title="Continuous-averaging Asian engine base class." alt="" coords="340,189,1065,216"><area shape="rect" href="class_quant_lib_1_1_continuous_fixed_lookback_option_1_1engine.html" title="Continuous fixed lookback engine base class" alt="" coords="345,240,1060,267"><area shape="rect" href="class_quant_lib_1_1_continuous_floating_lookback_option_1_1engine.html" title="Continuous floating lookback engine base class" alt="" coords="328,291,1077,317"><area shape="rect" href="class_quant_lib_1_1_discrete_averaging_asian_option_1_1engine.html" title="Discrete-averaging Asian engine base class." alt="" coords="360,341,1045,368"><area shape="rect" href="class_quant_lib_1_1_dividend_vanilla_option_1_1engine.html" title="Dividend-vanilla-option engine base class" alt="" coords="416,392,989,419"><area shape="rect" href="class_quant_lib_1_1_forward_vanilla_engine.html" title="Forward engine for vanilla options" alt="" coords="325,443,1080,469"><area shape="rect" href="class_quant_lib_1_1_generic_model_engine.html" title="Base class for some pricing engine on a particular model." alt="" coords="520,493,885,520"><area shape="rect" href="class_quant_lib_1_1_m_c_longstaff_schwartz_engine.html" title="Longstaff-Schwarz Monte Carlo engine for early exercise options." alt="" coords="597,544,808,571"><area shape="rect" href="class_quant_lib_1_1_quanto_engine.html" title="Quanto engine." alt="" coords="417,595,988,621"><area shape="rect" href="class_quant_lib_1_1_swaption_1_1engine.html" title="base class for swaption engines" alt="" coords="495,645,911,672"><area shape="rect" href="class_quant_lib_1_1_variance_swap_1_1engine.html" title="base class for variance-swap engines" alt="" coords="431,696,975,723"><area shape="rect" href="class_quant_lib_1_1_pricing_engine.html" title="interface for pricing engines" alt="" coords="7,341,113,368"><area shape="rect" href="class_quant_lib_1_1_observer.html" title="Object that gets notified when a given observable changes." alt="" coords="20,392,100,419"></map>
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<p>
<a href="class_quant_lib_1_1_generic_engine-members.html">List of all members.</a><hr><a name="_details"></a><h2>Detailed Description</h2>
<h3>template<class ArgumentsType, class ResultsType><br>
class QuantLib::GenericEngine< ArgumentsType, ResultsType ></h3>
template base class for option pricing engines
<p>
Derived engines only need to implement the <code>calculate()</code> method. <table border="0" cellpadding="0" cellspacing="0">
<tr><td></td></tr>
<tr><td colspan="2"><br><h2>Public Member Functions</h2></td></tr>
<tr><td class="memItemLeft" nowrap align="right" valign="top"><a class="anchor" name="8203e2bb2b5d6673a84a7bec39346ea5"></a><!-- doxytag: member="QuantLib::GenericEngine::getArguments" ref="8203e2bb2b5d6673a84a7bec39346ea5" args="() const " -->
PricingEngine::arguments * </td><td class="memItemRight" valign="bottom"><b>getArguments</b> () const </td></tr>
<tr><td class="memItemLeft" nowrap align="right" valign="top"><a class="anchor" name="957a6482d3d97ecb17f7de2c13024f2c"></a><!-- doxytag: member="QuantLib::GenericEngine::getResults" ref="957a6482d3d97ecb17f7de2c13024f2c" args="() const " -->
const PricingEngine::results * </td><td class="memItemRight" valign="bottom"><b>getResults</b> () const </td></tr>
<tr><td class="memItemLeft" nowrap align="right" valign="top"><a class="anchor" name="d20897c5c8bd47f5d4005989bead0e55"></a><!-- doxytag: member="QuantLib::GenericEngine::reset" ref="d20897c5c8bd47f5d4005989bead0e55" args="()" -->
void </td><td class="memItemRight" valign="bottom"><b>reset</b> ()</td></tr>
<tr><td class="memItemLeft" nowrap align="right" valign="top">void </td><td class="memItemRight" valign="bottom"><a class="el" href="class_quant_lib_1_1_generic_engine.html#c5c54df7ed3b930268c8d7752c101725">update</a> ()</td></tr>
<tr><td colspan="2"><br><h2>Protected Attributes</h2></td></tr>
<tr><td class="memItemLeft" nowrap align="right" valign="top"><a class="anchor" name="fee5e1b26214353757b120d9f5ad2169"></a><!-- doxytag: member="QuantLib::GenericEngine::arguments_" ref="fee5e1b26214353757b120d9f5ad2169" args="" -->
ArgumentsType </td><td class="memItemRight" valign="bottom"><b>arguments_</b></td></tr>
<tr><td class="memItemLeft" nowrap align="right" valign="top"><a class="anchor" name="c34e18c69939ed8140f8cccc00ace941"></a><!-- doxytag: member="QuantLib::GenericEngine::results_" ref="c34e18c69939ed8140f8cccc00ace941" args="" -->
ResultsType </td><td class="memItemRight" valign="bottom"><b>results_</b></td></tr>
</table>
<hr><h2>Member Function Documentation</h2>
<a class="anchor" name="c5c54df7ed3b930268c8d7752c101725"></a><!-- doxytag: member="QuantLib::GenericEngine::update" ref="c5c54df7ed3b930268c8d7752c101725" args="()" -->
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<td class="memname">void update </td>
<td>(</td>
<td class="paramname"> </td>
<td> ) </td>
<td width="100%"><code> [virtual]</code></td>
</tr>
</table>
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<p>
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.
<p>Implements <a class="el" href="class_quant_lib_1_1_observer.html#99b02345a8a15d3c5ea2844a2253f510">Observer</a>.</p>
<p>Reimplemented in <a class="el" href="class_quant_lib_1_1_lattice_short_rate_model_engine.html#c5c54df7ed3b930268c8d7752c101725">LatticeShortRateModelEngine</a>, <a class="el" href="class_quant_lib_1_1_analytic_heston_hull_white_engine.html#c5c54df7ed3b930268c8d7752c101725">AnalyticHestonHullWhiteEngine</a>, <a class="el" href="class_quant_lib_1_1_lattice_short_rate_model_engine.html#c5c54df7ed3b930268c8d7752c101725">LatticeShortRateModelEngine< QuantLib::VanillaSwap::arguments, QuantLib::VanillaSwap::results ></a>, <a class="el" href="class_quant_lib_1_1_lattice_short_rate_model_engine.html#c5c54df7ed3b930268c8d7752c101725">LatticeShortRateModelEngine< QuantLib::Swaption::arguments, Swaption::results ></a>, and <a class="el" href="class_quant_lib_1_1_lattice_short_rate_model_engine.html#c5c54df7ed3b930268c8d7752c101725">LatticeShortRateModelEngine< QuantLib::CapFloor::arguments, CapFloor::results ></a>.</p>
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