PricingEngine Class Reference

#include <ql/pricingengine.hpp>

Inherits Observable.

Inherited by GenericEngine, GenericEngine< Arguments, Results >, GenericEngine< BasketOption::arguments, BasketOption::results >, GenericEngine< Instr::arguments, QuantLib::QuantoOptionResults< Instr::results > >, GenericEngine< MultiAssetOption::arguments, QuantLib::MultiAssetOption::results >, GenericEngine< OneAssetOption::arguments, QuantLib::OneAssetOption::results >, GenericEngine< QuantLib::BarrierOption::arguments, BarrierOption::results >, GenericEngine< QuantLib::Bond::arguments, QuantLib::Bond::results >, GenericEngine< QuantLib::CapFloor::arguments, CapFloor::results >, GenericEngine< QuantLib::CliquetOption::arguments, CliquetOption::results >, GenericEngine< QuantLib::ContinuousAveragingAsianOption::arguments, ContinuousAveragingAsianOption::results >, GenericEngine< QuantLib::ContinuousFixedLookbackOption::arguments, ContinuousFixedLookbackOption::results >, GenericEngine< QuantLib::ContinuousFloatingLookbackOption::arguments, ContinuousFloatingLookbackOption::results >, GenericEngine< QuantLib::ConvertibleBond::option::arguments, ConvertibleBond::option::results >, GenericEngine< QuantLib::DiscreteAveragingAsianOption::arguments, DiscreteAveragingAsianOption::results >, GenericEngine< QuantLib::DividendVanillaOption::arguments, DividendVanillaOption::results >, GenericEngine< QuantLib::ForwardOptionArguments< VanillaOption::arguments >, VanillaOption::results >, GenericEngine< QuantLib::Swap::arguments, QuantLib::Swap::results >, GenericEngine< QuantLib::Swaption::arguments, Swaption::results >, GenericEngine< QuantLib::VanillaSwap::arguments, QuantLib::VanillaSwap::results >, GenericEngine< QuantLib::VarianceSwap::arguments, QuantLib::VarianceSwap::results >, and GenericEngine< VanillaOption::arguments, VanillaOption::results >.

List of all members.


Detailed Description

interface for pricing engines

Public Member Functions

virtual arguments * getArguments () const =0
virtual const results * getResults () const =0
virtual void reset ()=0
virtual void calculate () const =0