GenericModelEngine Class Template Reference

#include <ql/PricingEngines/genericmodelengine.hpp>

Inheritance diagram for GenericModelEngine:

Inheritance graph
[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


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  )  [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 LatticeShortRateModelEngine, LatticeShortRateModelEngine< CapFloor::arguments, CapFloor::results >, and LatticeShortRateModelEngine< Swaption::arguments, Swaption::results >.


QuantLib.org
QuantLib
Hosted by
SourceForge.net Logo
Documentation generated by
doxygen