GenericModelEngine Class Template Reference
#include <ql/pricingengines/genericmodelengine.hpp>
Inheritance diagram for GenericModelEngine:

Detailed Description
template<class ModelType, class ArgumentsType, class ResultsType>
class QuantLib::GenericModelEngine< ModelType, ArgumentsType, ResultsType >
Base class for some pricing engine on a particular model.
Derived engines only need to implement the calculate()
method
Public Member Functions | |
GenericModelEngine (const boost::shared_ptr< ModelType > &model) | |
void | setModel (const boost::shared_ptr< ModelType > &model) |
virtual void | update () |
Protected Attributes | |
boost::shared_ptr< ModelType > | model_ |
Member Function Documentation
virtual void update | ( | ) | [virtual] |
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.
Implements Observer.
Reimplemented in LatticeShortRateModelEngine, LatticeShortRateModelEngine< CapFloor::arguments, CapFloor::results >, LatticeShortRateModelEngine< VanillaSwap::arguments, VanillaSwap::results >, and LatticeShortRateModelEngine< Swaption::arguments, Swaption::results >.