GenericModelEngine Class Template Reference
Base class for some pricing engine on a particular model. More...
#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