ForwardPerformanceEngine Class Template Reference
[Forward option engines]
#include <ql/PricingEngines/Forward/forwardperformanceengine.hpp>
Inheritance diagram for ForwardPerformanceEngine:
[legend]List of all members.
Detailed Description
template<class ArgumentsType, class ResultsType>
class QuantLib::ForwardPerformanceEngine< ArgumentsType, ResultsType >
Forward performance engine.
- 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 |
| ForwardPerformanceEngine (const boost::shared_ptr< GenericEngine< ArgumentsType, ResultsType > > &) |
void | calculate () const |
void | getOriginalResults () const |
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