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/* -*- mode: c++; tab-width: 4; indent-tabs-mode: nil; c-basic-offset: 4 -*- */
/*
Copyright (C) 2002, 2003 Ferdinando Ametrano
Copyright (C) 2000, 2001, 2002, 2003 RiskMap srl
Copyright (C) 2007 StatPro Italia srl
This file is part of QuantLib, a free-software/open-source library
for financial quantitative analysts and developers - http://quantlib.org/
QuantLib is free software: you can redistribute it and/or modify it
under the terms of the QuantLib license. You should have received a
copy of the license along with this program; if not, please email
<quantlib-dev@lists.sf.net>. The license is also available online at
<http://quantlib.org/license.shtml>.
This program is distributed in the hope that it will be useful, but WITHOUT
ANY WARRANTY; without even the implied warranty of MERCHANTABILITY or FITNESS
FOR A PARTICULAR PURPOSE. See the license for more details.
*/
/*! \file pricingengine.hpp
\brief Base class for pricing engines
*/
#ifndef quantlib_pricing_engine_hpp
#define quantlib_pricing_engine_hpp
#include <ql/patterns/observable.hpp>
namespace QuantLib {
//! interface for pricing engines
class PricingEngine : public Observable {
public:
class arguments;
class results;
~PricingEngine() override = default;
virtual arguments* getArguments() const = 0;
virtual const results* getResults() const = 0;
virtual void reset() = 0;
virtual void calculate() const = 0;
};
class PricingEngine::arguments {
public:
virtual ~arguments() = default;
virtual void validate() const = 0;
};
class PricingEngine::results {
public:
virtual ~results() = default;
virtual void reset() = 0;
};
//! template base class for option pricing engines
/*! Derived engines only need to implement
the <tt>calculate()</tt> method.
*/
template<class ArgumentsType, class ResultsType>
class GenericEngine : public PricingEngine,
public Observer {
public:
PricingEngine::arguments* getArguments() const override { return &arguments_; }
const PricingEngine::results* getResults() const override { return &results_; }
void reset() override { results_.reset(); }
void update() override { notifyObservers(); }
protected:
mutable ArgumentsType arguments_;
mutable ResultsType results_;
};
}
#endif
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