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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) 2009 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
<https://www.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 genericmodelengine.hpp
\brief Generic option engine based on a model
*/
#ifndef quantlib_generic_model_engine_hpp
#define quantlib_generic_model_engine_hpp
#include <ql/handle.hpp>
#include <ql/pricingengine.hpp>
#include <utility>
namespace QuantLib {
//! Base class for some pricing engine on a particular model
/*! Derived engines only need to implement the <tt>calculate()</tt>
method
*/
template<class ModelType, class ArgumentsType, class ResultsType>
class GenericModelEngine
: public GenericEngine<ArgumentsType, ResultsType> {
public:
explicit GenericModelEngine(Handle<ModelType> model = Handle<ModelType>())
: model_(std::move(model)) {
this->registerWith(model_);
}
explicit GenericModelEngine(const ext::shared_ptr<ModelType>& model)
: model_(model) {
this->registerWith(model_);
}
protected:
Handle<ModelType> model_;
};
}
#endif
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