#include <ql/PricingEngines/Forward/forwardengine.hpp>
Inheritance diagram for ForwardEngine:
[legend]List of all members.
Detailed Description
template<class ArgumentsType, class ResultsType>
class QuantLib::ForwardEngine< ArgumentsType, ResultsType >
Forward engine base class.
- Tests:
- a) the correctness of the returned value is tested by reproducing results available in literature.
b) the correctness of the returned greeks is tested by reproducing numerical derivatives.
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Public Member Functions |
| ForwardEngine (const boost::shared_ptr< GenericEngine< ArgumentsType, ResultsType > > &) |
void | setOriginalArguments () const |
void | calculate () const |
void | getOriginalResults () const |
Protected Attributes |
boost::shared_ptr< GenericEngine<
ArgumentsType, ResultsType > > | originalEngine_ |
ArgumentsType * | originalArguments_ |
const ResultsType * | originalResults_ |
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