GenericModelEngine Class Template Reference#include <ql/PricingEngines/genericmodelengine.hpp>
Inheritance diagram for GenericModelEngine:
[legend]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
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Public Member Functions |
| GenericModelEngine (const boost::shared_ptr< ModelType > &model) |
void | setModel (const boost::shared_ptr< ModelType > &model) |
virtual void | update () |
Protected Attributes |
boost::shared_ptr< ModelType > | model_ |
Member Function Documentation
virtual void update |
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