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<title>GenericEngine< ArgumentsType, ResultsType > Class Template Reference</title>
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<h3 class="subtitle">A free/open-source library for quantitative finance</h3>
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<li class="navelem"><b>QuantLib</b> </li>
<li class="navelem"><a class="el" href="class_quant_lib_1_1_generic_engine.html">GenericEngine</a> </li>
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<a href="#pub-methods">Public Member Functions</a> |
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<div class="title">GenericEngine< ArgumentsType, ResultsType > Class Template Reference</div> </div>
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<!-- doxytag: class="QuantLib::GenericEngine" --><!-- doxytag: inherits="QuantLib::PricingEngine,QuantLib::Observer" -->
<p>template base class for option pricing engines
<a href="class_quant_lib_1_1_generic_engine.html#details">More...</a></p>
<p><code>#include <ql/pricingengine.hpp></code></p>
<div class="dynheader">
Inheritance diagram for GenericEngine< ArgumentsType, ResultsType >:</div>
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<div class="center"><img src="class_quant_lib_1_1_generic_engine__inherit__graph.png" border="0" usemap="#_generic_engine_3_01_arguments_type_00_01_results_type_01_4_inherit__map" alt="Inheritance graph"/></div>
<map name="_generic_engine_3_01_arguments_type_00_01_results_type_01_4_inherit__map" id="_generic_engine_3_01_arguments_type_00_01_results_type_01_4_inherit__map">
<area shape="rect" id="node7" href="class_quant_lib_1_1_generic_model_engine.html" title="Base class for some pricing engine on a particular model." alt="" coords="539,5,877,35"/><area shape="rect" id="node9" href="class_quant_lib_1_1_m_c_longstaff_schwartz_engine.html" title="Longstaff-Schwarz Monte Carlo engine for early exercise options." alt="" coords="520,58,896,89"/><area shape="rect" id="node11" href="class_quant_lib_1_1_m_c_longstaff_schwartz_path_engine.html" title="Longstaff-Schwarz Monte Carlo engine for early exercise options." alt="" coords="507,111,909,142"/><area shape="rect" id="node2" href="class_quant_lib_1_1_pricing_engine.html" title="interface for pricing engines" alt="" coords="5,31,107,62"/><area shape="rect" id="node4" href="class_quant_lib_1_1_observer.html" title="Object that gets notified when a given observable changes." alt="" coords="19,85,93,115"/></map>
<center><span class="legend">[<a href="graph_legend.html">legend</a>]</span></center></div>
<p><a href="class_quant_lib_1_1_generic_engine-members.html">List of all members.</a></p>
<table class="memberdecls">
<tr><td colspan="2"><h2><a name="pub-methods"></a>
Public Member Functions</h2></td></tr>
<tr><td class="memItemLeft" align="right" valign="top"><a class="anchor" id="a8203e2bb2b5d6673a84a7bec39346ea5"></a><!-- doxytag: member="QuantLib::GenericEngine::getArguments" ref="a8203e2bb2b5d6673a84a7bec39346ea5" args="() const " -->
PricingEngine::arguments * </td><td class="memItemRight" valign="bottom"><b>getArguments</b> () const </td></tr>
<tr><td class="memItemLeft" align="right" valign="top"><a class="anchor" id="a957a6482d3d97ecb17f7de2c13024f2c"></a><!-- doxytag: member="QuantLib::GenericEngine::getResults" ref="a957a6482d3d97ecb17f7de2c13024f2c" args="() const " -->
const PricingEngine::results * </td><td class="memItemRight" valign="bottom"><b>getResults</b> () const </td></tr>
<tr><td class="memItemLeft" align="right" valign="top"><a class="anchor" id="ad20897c5c8bd47f5d4005989bead0e55"></a><!-- doxytag: member="QuantLib::GenericEngine::reset" ref="ad20897c5c8bd47f5d4005989bead0e55" args="()" -->
void </td><td class="memItemRight" valign="bottom"><b>reset</b> ()</td></tr>
<tr><td class="memItemLeft" align="right" valign="top">void </td><td class="memItemRight" valign="bottom"><a class="el" href="class_quant_lib_1_1_generic_engine.html#ac5c54df7ed3b930268c8d7752c101725">update</a> ()</td></tr>
<tr><td colspan="2"><h2><a name="pro-attribs"></a>
Protected Attributes</h2></td></tr>
<tr><td class="memItemLeft" align="right" valign="top"><a class="anchor" id="afee5e1b26214353757b120d9f5ad2169"></a><!-- doxytag: member="QuantLib::GenericEngine::arguments_" ref="afee5e1b26214353757b120d9f5ad2169" args="" -->
ArgumentsType </td><td class="memItemRight" valign="bottom"><b>arguments_</b></td></tr>
<tr><td class="memItemLeft" align="right" valign="top"><a class="anchor" id="ac34e18c69939ed8140f8cccc00ace941"></a><!-- doxytag: member="QuantLib::GenericEngine::results_" ref="ac34e18c69939ed8140f8cccc00ace941" args="" -->
ResultsType </td><td class="memItemRight" valign="bottom"><b>results_</b></td></tr>
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<hr/><a name="details" id="details"></a><h2>Detailed Description</h2>
<div class="textblock"><h3>template<class ArgumentsType, class ResultsType><br/>
class QuantLib::GenericEngine< ArgumentsType, ResultsType ></h3>
<p>template base class for option pricing engines </p>
<p>Derived engines only need to implement the <code>calculate()</code> method. </p>
</div><hr/><h2>Member Function Documentation</h2>
<a class="anchor" id="ac5c54df7ed3b930268c8d7752c101725"></a><!-- doxytag: member="QuantLib::GenericEngine::update" ref="ac5c54df7ed3b930268c8d7752c101725" args="()" -->
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<td class="memname">void <a class="el" href="class_quant_lib_1_1_generic_engine.html#ac5c54df7ed3b930268c8d7752c101725">update</a> </td>
<td>(</td>
<td class="paramname"></td><td>)</td>
<td><code> [virtual]</code></td>
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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>
<p>Implements <a class="el" href="class_quant_lib_1_1_observer.html#a99b02345a8a15d3c5ea2844a2253f510">Observer</a>.</p>
<p>Reimplemented in <a class="el" href="class_quant_lib_1_1_analytic_heston_hull_white_engine.html#ac5c54df7ed3b930268c8d7752c101725">AnalyticHestonHullWhiteEngine</a>, <a class="el" href="class_quant_lib_1_1_fd_heston_hull_white_vanilla_engine.html#ac5c54df7ed3b930268c8d7752c101725">FdHestonHullWhiteVanillaEngine</a>, <a class="el" href="class_quant_lib_1_1_fd_heston_vanilla_engine.html#ac5c54df7ed3b930268c8d7752c101725">FdHestonVanillaEngine</a>, <a class="el" href="class_quant_lib_1_1_lattice_short_rate_model_engine.html#ac5c54df7ed3b930268c8d7752c101725">LatticeShortRateModelEngine< Arguments, Results ></a>, <a class="el" href="class_quant_lib_1_1_lattice_short_rate_model_engine.html#ac5c54df7ed3b930268c8d7752c101725">LatticeShortRateModelEngine< CapFloor::arguments, CapFloor::results ></a>, <a class="el" href="class_quant_lib_1_1_lattice_short_rate_model_engine.html#ac5c54df7ed3b930268c8d7752c101725">LatticeShortRateModelEngine< VanillaSwap::arguments, VanillaSwap::results ></a>, <a class="el" href="class_quant_lib_1_1_lattice_short_rate_model_engine.html#ac5c54df7ed3b930268c8d7752c101725">LatticeShortRateModelEngine< Swaption::arguments, Swaption::results ></a>, and <a class="el" href="class_quant_lib_1_1_lattice_short_rate_model_engine.html#ac5c54df7ed3b930268c8d7752c101725">LatticeShortRateModelEngine< CallableBond::arguments, CallableBond::results ></a>.</p>
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