GenericModelEngine Class Template Reference
Base class for some pricing engine on a particular model. More...
#include <ql/pricingengines/genericmodelengine.hpp>
Inheritance diagram for GenericModelEngine:

Public Member Functions | |
GenericModelEngine (const Handle< ModelType > &model=Handle< ModelType >()) | |
GenericModelEngine (const boost::shared_ptr< ModelType > &model) | |
Protected Attributes | |
Handle< ModelType > | model_ |
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