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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_pricing_engine.html">PricingEngine</a> </li>
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<!-- doxytag: class="QuantLib::PricingEngine" --><!-- doxytag: inherits="QuantLib::Observable" -->
<p>interface for pricing engines
<a href="class_quant_lib_1_1_pricing_engine.html#details">More...</a></p>
<p><code>#include <ql/pricingengine.hpp></code></p>
<p>Inherits <a class="el" href="class_quant_lib_1_1_observable.html">Observable</a>.</p>
<p>Inherited by <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< BarrierOption::arguments, BarrierOption::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< Bond::arguments, Bond::results ></a>, <a class="el" href="class_quant_lib_1_1_generic_engine.html">GenericEngine< CallableBond::arguments, CallableBond::results ></a>, <a class="el" href="class_quant_lib_1_1_generic_engine.html">GenericEngine< CapFloor::arguments, CapFloor::results ></a>, <a class="el" href="class_quant_lib_1_1_generic_engine.html">GenericEngine< CdsOption::arguments, CdsOption::results ></a>, <a class="el" href="class_quant_lib_1_1_generic_engine.html">GenericEngine< CliquetOption::arguments, CliquetOption::results ></a>, <a class="el" href="class_quant_lib_1_1_generic_engine.html">GenericEngine< CompoundOption::arguments, CompoundOption::results ></a>, <a class="el" href="class_quant_lib_1_1_generic_engine.html">GenericEngine< ContinuousAveragingAsianOption::arguments, ContinuousAveragingAsianOption::results ></a>, <a class="el" href="class_quant_lib_1_1_generic_engine.html">GenericEngine< ContinuousFixedLookbackOption::arguments, ContinuousFixedLookbackOption::results ></a>, <a class="el" href="class_quant_lib_1_1_generic_engine.html">GenericEngine< ContinuousFloatingLookbackOption::arguments, ContinuousFloatingLookbackOption::results ></a>, <a class="el" href="class_quant_lib_1_1_generic_engine.html">GenericEngine< ConvertibleBond::option::arguments, ConvertibleBond::option::results ></a>, <a class="el" href="class_quant_lib_1_1_generic_engine.html">GenericEngine< CPICapFloor::arguments, CPICapFloor::results ></a>, <a class="el" href="class_quant_lib_1_1_generic_engine.html">GenericEngine< CPISwap::arguments, CPISwap::results ></a>, <a class="el" href="class_quant_lib_1_1_generic_engine.html">GenericEngine< CreditDefaultSwap::arguments, CreditDefaultSwap::results ></a>, <a class="el" href="class_quant_lib_1_1_generic_engine.html">GenericEngine< DiscreteAveragingAsianOption::arguments, DiscreteAveragingAsianOption::results ></a>, <a class="el" href="class_quant_lib_1_1_generic_engine.html">GenericEngine< DividendBarrierOption::arguments, DividendBarrierOption::results ></a>, <a class="el" href="class_quant_lib_1_1_generic_engine.html">GenericEngine< DividendVanillaOption::arguments, DividendVanillaOption::results ></a>, <a class="el" href="class_quant_lib_1_1_generic_engine.html">GenericEngine< EnergyCommodity::arguments, EnergyCommodity::results ></a>, <a class="el" href="class_quant_lib_1_1_generic_engine.html">GenericEngine< EverestOption::arguments, EverestOption::results ></a>, <a class="el" href="class_quant_lib_1_1_generic_engine.html">GenericEngine< ForwardOptionArguments< VanillaOption::arguments >, VanillaOption::results ></a>, <a class="el" href="class_quant_lib_1_1_generic_engine.html">GenericEngine< HimalayaOption::arguments, HimalayaOption::results ></a>, <a class="el" href="class_quant_lib_1_1_generic_engine.html">GenericEngine< Instr::arguments, QuantoOptionResults< Instr::results > ></a>, <a class="el" href="class_quant_lib_1_1_generic_engine.html">GenericEngine< MargrabeOption::arguments, MargrabeOption::results ></a>, <a class="el" href="class_quant_lib_1_1_generic_engine.html">GenericEngine< MultiAssetOption::arguments, MultiAssetOption::results ></a>, <a class="el" href="class_quant_lib_1_1_generic_engine.html">GenericEngine< OneAssetOption::arguments, OneAssetOption::results ></a>, <a class="el" href="class_quant_lib_1_1_generic_engine.html">GenericEngine< PagodaOption::arguments, PagodaOption::results ></a>, <a class="el" href="class_quant_lib_1_1_generic_engine.html">GenericEngine< PathMultiAssetOption::arguments, PathMultiAssetOption::results ></a>, <a class="el" href="class_quant_lib_1_1_generic_engine.html">GenericEngine< SimpleChooserOption::arguments, SimpleChooserOption::results ></a>, <a class="el" href="class_quant_lib_1_1_generic_engine.html">GenericEngine< SpreadOption::arguments, SpreadOption::results ></a>, <a class="el" href="class_quant_lib_1_1_generic_engine.html">GenericEngine< Swap::arguments, Swap::results ></a>, <a class="el" href="class_quant_lib_1_1_generic_engine.html">GenericEngine< Swaption::arguments, Swaption::results ></a>, <a class="el" href="class_quant_lib_1_1_generic_engine.html">GenericEngine< SyntheticCDO::arguments, SyntheticCDO::results ></a>, <a class="el" href="class_quant_lib_1_1_generic_engine.html">GenericEngine< VanillaOption::arguments, VanillaOption::results ></a>, <a class="el" href="class_quant_lib_1_1_generic_engine.html">GenericEngine< VanillaStorageOption::arguments, VanillaStorageOption::results ></a>, <a class="el" href="class_quant_lib_1_1_generic_engine.html">GenericEngine< VanillaSwap::arguments, VanillaSwap::results ></a>, <a class="el" href="class_quant_lib_1_1_generic_engine.html">GenericEngine< VanillaSwingOption::arguments, VanillaSwingOption::results ></a>, <a class="el" href="class_quant_lib_1_1_generic_engine.html">GenericEngine< VanillaVPPOption::arguments, VanillaVPPOption::results ></a>, <a class="el" href="class_quant_lib_1_1_generic_engine.html">GenericEngine< VarianceOption::arguments, VarianceOption::results ></a>, <a class="el" href="class_quant_lib_1_1_generic_engine.html">GenericEngine< VarianceSwap::arguments, VarianceSwap::results ></a>, <a class="el" href="class_quant_lib_1_1_generic_engine.html">GenericEngine< WriterExtensibleOption::arguments, WriterExtensibleOption::results ></a>, <a class="el" href="class_quant_lib_1_1_generic_engine.html">GenericEngine< YearOnYearInflationSwap::arguments, YearOnYearInflationSwap::results ></a>, <a class="el" href="class_quant_lib_1_1_generic_engine.html">GenericEngine< YoYInflationCapFloor::arguments, YoYInflationCapFloor::results ></a>, <a class="el" href="class_quant_lib_1_1_generic_engine.html">GenericEngine< ZeroCouponInflationSwap::arguments, ZeroCouponInflationSwap::results ></a>, and <a class="el" href="class_quant_lib_1_1_generic_engine.html">GenericEngine< ArgumentsType, ResultsType ></a>.</p>
<p><a href="class_quant_lib_1_1_pricing_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="acadfc179f7be93951a88d8d9785402d3"></a><!-- doxytag: member="QuantLib::PricingEngine::getArguments" ref="acadfc179f7be93951a88d8d9785402d3" args="() const =0" -->
virtual arguments * </td><td class="memItemRight" valign="bottom"><b>getArguments</b> () const =0</td></tr>
<tr><td class="memItemLeft" align="right" valign="top"><a class="anchor" id="ab7e33911413d94c4aa80aaf41eccddad"></a><!-- doxytag: member="QuantLib::PricingEngine::getResults" ref="ab7e33911413d94c4aa80aaf41eccddad" args="() const =0" -->
virtual const results * </td><td class="memItemRight" valign="bottom"><b>getResults</b> () const =0</td></tr>
<tr><td class="memItemLeft" align="right" valign="top"><a class="anchor" id="a20dcbdfbd0ec77afc802522bb7e379c1"></a><!-- doxytag: member="QuantLib::PricingEngine::reset" ref="a20dcbdfbd0ec77afc802522bb7e379c1" args="()=0" -->
virtual void </td><td class="memItemRight" valign="bottom"><b>reset</b> ()=0</td></tr>
<tr><td class="memItemLeft" align="right" valign="top"><a class="anchor" id="a6b564cec9dfa3d4397000b9f3b7a43f6"></a><!-- doxytag: member="QuantLib::PricingEngine::calculate" ref="a6b564cec9dfa3d4397000b9f3b7a43f6" args="() const =0" -->
virtual void </td><td class="memItemRight" valign="bottom"><b>calculate</b> () const =0</td></tr>
</table>
<hr/><a name="details" id="details"></a><h2>Detailed Description</h2>
<div class="textblock"><p>interface for pricing engines </p>
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