ForwardEngine Class Template Reference
[Forward option engines]

#include <ql/pricingengines/forward/forwardengine.hpp>

Inheritance diagram for ForwardEngine:

Inheritance graph
[legend]
List of all members.

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_