GenericEngine< ArgumentsType, ResultsType > Class Template Reference
template base class for option pricing engines More...
#include <ql/pricingengine.hpp>

Public Member Functions | |
PricingEngine::arguments * | getArguments () const |
const PricingEngine::results * | getResults () const |
void | reset () |
void | update () |
Protected Attributes | |
ArgumentsType | arguments_ |
ResultsType | results_ |
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.
Member Function Documentation
void update | ( | ) | [virtual] |
This method must be implemented in derived classes. An instance of Observer does not call this method directly: instead, it will be called by the observables the instance registered with when they need to notify any changes.
Implements Observer.
Reimplemented in FdHestonHullWhiteVanillaEngine, FdHestonVanillaEngine, LatticeShortRateModelEngine< Arguments, Results >, AnalyticHestonHullWhiteEngine, LatticeShortRateModelEngine< CapFloor::arguments, CapFloor::results >, LatticeShortRateModelEngine< VanillaSwap::arguments, VanillaSwap::results >, LatticeShortRateModelEngine< Swaption::arguments, Swaption::results >, and LatticeShortRateModelEngine< CallableBond::arguments, CallableBond::results >.