GenericEngine Class Template Reference

#include <ql/pricingengine.hpp>

Inheritance diagram for GenericEngine:

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List of all members.

Detailed Description

template<class ArgumentsType, class ResultsType>
class QuantLib::GenericEngine< ArgumentsType, ResultsType >

template base class for option pricing engines

Derived engines only need to implement the calculate() method.


Public Member Functions

PricingEngine::arguments * getArguments () const
const PricingEngine::results * getResults () const
void reset ()

Protected Attributes

ArgumentsType arguments_
ResultsType results_