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<title>QuantLib: PricingEngine Class Reference</title>
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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_pricing_engine.html">PricingEngine</a></div>
<h1>PricingEngine Class Reference</h1><!-- doxytag: class="QuantLib::PricingEngine" --><!-- doxytag: inherits="QuantLib::Observable" --><code>#include <ql/pricingengine.hpp></code>
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Inherits <a class="el" href="class_quant_lib_1_1_observable.html">Observable</a>.
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Inherited by <a class="el" href="class_quant_lib_1_1_generic_engine.html">GenericEngine</a>, <a class="el" href="class_quant_lib_1_1_generic_engine.html">GenericEngine< Arguments, Results ></a>, <a class="el" href="class_quant_lib_1_1_generic_engine.html">GenericEngine< BasketOption::arguments, BasketOption::results ></a>, <a class="el" href="class_quant_lib_1_1_generic_engine.html">GenericEngine< Instr::arguments, QuantLib::QuantoOptionResults< Instr::results > ></a>, <a class="el" href="class_quant_lib_1_1_generic_engine.html">GenericEngine< MultiAssetOption::arguments, QuantLib::MultiAssetOption::results ></a>, <a class="el" href="class_quant_lib_1_1_generic_engine.html">GenericEngine< OneAssetOption::arguments, QuantLib::OneAssetOption::results ></a>, <a class="el" href="class_quant_lib_1_1_generic_engine.html">GenericEngine< QuantLib::BarrierOption::arguments, BarrierOption::results ></a>, <a class="el" href="class_quant_lib_1_1_generic_engine.html">GenericEngine< QuantLib::Bond::arguments, QuantLib::Bond::results ></a>, <a class="el" href="class_quant_lib_1_1_generic_engine.html">GenericEngine< QuantLib::CapFloor::arguments, CapFloor::results ></a>, <a class="el" href="class_quant_lib_1_1_generic_engine.html">GenericEngine< QuantLib::CliquetOption::arguments, CliquetOption::results ></a>, <a class="el" href="class_quant_lib_1_1_generic_engine.html">GenericEngine< QuantLib::ContinuousAveragingAsianOption::arguments, ContinuousAveragingAsianOption::results ></a>, <a class="el" href="class_quant_lib_1_1_generic_engine.html">GenericEngine< QuantLib::ContinuousFixedLookbackOption::arguments, ContinuousFixedLookbackOption::results ></a>, <a class="el" href="class_quant_lib_1_1_generic_engine.html">GenericEngine< QuantLib::ContinuousFloatingLookbackOption::arguments, ContinuousFloatingLookbackOption::results ></a>, <a class="el" href="class_quant_lib_1_1_generic_engine.html">GenericEngine< QuantLib::ConvertibleBond::option::arguments, ConvertibleBond::option::results ></a>, <a class="el" href="class_quant_lib_1_1_generic_engine.html">GenericEngine< QuantLib::DiscreteAveragingAsianOption::arguments, DiscreteAveragingAsianOption::results ></a>, <a class="el" href="class_quant_lib_1_1_generic_engine.html">GenericEngine< QuantLib::DividendVanillaOption::arguments, DividendVanillaOption::results ></a>, <a class="el" href="class_quant_lib_1_1_generic_engine.html">GenericEngine< QuantLib::ForwardOptionArguments< VanillaOption::arguments >, VanillaOption::results ></a>, <a class="el" href="class_quant_lib_1_1_generic_engine.html">GenericEngine< QuantLib::Swap::arguments, QuantLib::Swap::results ></a>, <a class="el" href="class_quant_lib_1_1_generic_engine.html">GenericEngine< QuantLib::Swaption::arguments, Swaption::results ></a>, <a class="el" href="class_quant_lib_1_1_generic_engine.html">GenericEngine< QuantLib::VanillaSwap::arguments, QuantLib::VanillaSwap::results ></a>, <a class="el" href="class_quant_lib_1_1_generic_engine.html">GenericEngine< QuantLib::VarianceSwap::arguments, QuantLib::VarianceSwap::results ></a>, and <a class="el" href="class_quant_lib_1_1_generic_engine.html">GenericEngine< VanillaOption::arguments, VanillaOption::results ></a>.
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<a href="class_quant_lib_1_1_pricing_engine-members.html">List of all members.</a><hr><a name="_details"></a><h2>Detailed Description</h2>
interface for pricing engines <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="cadfc179f7be93951a88d8d9785402d3"></a><!-- doxytag: member="QuantLib::PricingEngine::getArguments" ref="cadfc179f7be93951a88d8d9785402d3" args="() const =0" -->
virtual arguments * </td><td class="memItemRight" valign="bottom"><b>getArguments</b> () const =0</td></tr>
<tr><td class="memItemLeft" nowrap align="right" valign="top"><a class="anchor" name="b7e33911413d94c4aa80aaf41eccddad"></a><!-- doxytag: member="QuantLib::PricingEngine::getResults" ref="b7e33911413d94c4aa80aaf41eccddad" args="() const =0" -->
virtual const results * </td><td class="memItemRight" valign="bottom"><b>getResults</b> () const =0</td></tr>
<tr><td class="memItemLeft" nowrap align="right" valign="top"><a class="anchor" name="20dcbdfbd0ec77afc802522bb7e379c1"></a><!-- doxytag: member="QuantLib::PricingEngine::reset" ref="20dcbdfbd0ec77afc802522bb7e379c1" args="()=0" -->
virtual void </td><td class="memItemRight" valign="bottom"><b>reset</b> ()=0</td></tr>
<tr><td class="memItemLeft" nowrap align="right" valign="top"><a class="anchor" name="6b564cec9dfa3d4397000b9f3b7a43f6"></a><!-- doxytag: member="QuantLib::PricingEngine::calculate" ref="6b564cec9dfa3d4397000b9f3b7a43f6" args="() const =0" -->
virtual void </td><td class="memItemRight" valign="bottom"><b>calculate</b> () const =0</td></tr>
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