GenericModelEngine Class Template Reference

#include <ql/pricingengines/genericmodelengine.hpp>

Inheritance diagram for GenericModelEngine:

List of all members.


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)

Protected Attributes

boost::shared_ptr< ModelType > model_