ForwardEngine Class Template Reference
[Forward option engines]
#include <ql/pricingengines/forward/forwardengine.hpp>
Inheritance diagram for ForwardEngine:

Detailed Description
template<class ArgumentsType, class ResultsType>
class QuantLib::ForwardEngine< ArgumentsType, ResultsType >
Forward-engine base class
- Tests:
- the correctness of the returned value is tested by reproducing results available in literature.
- the correctness of the returned greeks is tested by reproducing numerical derivatives.
Public Member Functions | |
ForwardEngine (const boost::shared_ptr< GenericEngine< ArgumentsType, ResultsType > > &) | |
void | setOriginalArguments () const |
void | calculate () const |
void | getOriginalResults () const |
Protected Attributes | |
boost::shared_ptr< GenericEngine< ArgumentsType, ResultsType > > | originalEngine_ |
ArgumentsType * | originalArguments_ |
const ResultsType * | originalResults_ |